SLF vs. VTWAX
Compare and contrast key facts about Sun Life Financial Inc. (SLF) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX).
VTWAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLF or VTWAX.
Key characteristics
| SLF | VTWAX | |
|---|---|---|
| YTD Return | 18.77% | 19.61% |
| 1Y Return | 30.76% | 31.05% |
| 3Y Return (Ann) | 6.56% | 5.95% |
| 5Y Return (Ann) | 9.73% | 11.53% |
| Sharpe Ratio | 1.87 | 2.77 |
| Sortino Ratio | 2.59 | 3.75 |
| Omega Ratio | 1.36 | 1.51 |
| Calmar Ratio | 2.29 | 3.41 |
| Martin Ratio | 5.68 | 18.33 |
| Ulcer Index | 5.52% | 1.77% |
| Daily Std Dev | 16.85% | 11.70% |
| Max Drawdown | -78.78% | -34.20% |
| Current Drawdown | -0.05% | -0.09% |
Correlation
The correlation between SLF and VTWAX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SLF vs. VTWAX - Performance Comparison
The year-to-date returns for both investments are quite close, with SLF having a 18.77% return and VTWAX slightly higher at 19.61%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SLF vs. VTWAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
SLF vs. VTWAX - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 3.93%, more than VTWAX's 1.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 3.93% | 4.26% | 4.59% | 3.19% | 3.70% | 3.46% | 4.41% | 3.25% | 3.18% | 3.77% | 3.61% | 3.91% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.80% | 2.06% | 2.16% | 1.79% | 1.64% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SLF vs. VTWAX - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.78%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for SLF and VTWAX. For additional features, visit the drawdowns tool.
Volatility
SLF vs. VTWAX - Volatility Comparison
Sun Life Financial Inc. (SLF) has a higher volatility of 5.18% compared to Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) at 3.23%. This indicates that SLF's price experiences larger fluctuations and is considered to be riskier than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.