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UNFI vs. VTWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UNFI and VTWAX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

UNFI vs. VTWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Natural Foods, Inc. (UNFI) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
83.37%
70.39%
UNFI
VTWAX

Key characteristics

Sharpe Ratio

UNFI:

2.14

VTWAX:

-0.12

Sortino Ratio

UNFI:

3.32

VTWAX:

-0.06

Omega Ratio

UNFI:

1.39

VTWAX:

0.99

Calmar Ratio

UNFI:

1.47

VTWAX:

-0.12

Martin Ratio

UNFI:

11.93

VTWAX:

-0.64

Ulcer Index

UNFI:

11.03%

VTWAX:

2.74%

Daily Std Dev

UNFI:

61.35%

VTWAX:

14.62%

Max Drawdown

UNFI:

-93.50%

VTWAX:

-34.20%

Current Drawdown

UNFI:

-70.56%

VTWAX:

-14.35%

Returns By Period

The year-to-date returns for both investments are quite close, with UNFI having a -9.96% return and VTWAX slightly higher at -9.60%.


UNFI

YTD

-9.96%

1M

-12.15%

6M

24.44%

1Y

134.41%

5Y*

21.55%

10Y*

-10.55%

VTWAX

YTD

-9.60%

1M

-11.76%

6M

-10.52%

1Y

-0.80%

5Y*

14.24%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

UNFI vs. VTWAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UNFI
The Risk-Adjusted Performance Rank of UNFI is 9595
Overall Rank
The Sharpe Ratio Rank of UNFI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of UNFI is 9696
Sortino Ratio Rank
The Omega Ratio Rank of UNFI is 9494
Omega Ratio Rank
The Calmar Ratio Rank of UNFI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of UNFI is 9696
Martin Ratio Rank

VTWAX
The Risk-Adjusted Performance Rank of VTWAX is 2929
Overall Rank
The Sharpe Ratio Rank of VTWAX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWAX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of VTWAX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VTWAX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of VTWAX is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UNFI vs. VTWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Natural Foods, Inc. (UNFI) 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.


Sharpe ratio
The chart of Sharpe ratio for UNFI, currently valued at 2.14, compared to the broader market-2.00-1.000.001.002.00
UNFI: 2.14
VTWAX: -0.12
The chart of Sortino ratio for UNFI, currently valued at 3.32, compared to the broader market-6.00-4.00-2.000.002.004.00
UNFI: 3.32
VTWAX: -0.06
The chart of Omega ratio for UNFI, currently valued at 1.39, compared to the broader market0.501.001.502.00
UNFI: 1.39
VTWAX: 0.99
The chart of Calmar ratio for UNFI, currently valued at 1.56, compared to the broader market0.001.002.003.004.00
UNFI: 1.56
VTWAX: -0.12
The chart of Martin ratio for UNFI, currently valued at 11.93, compared to the broader market-10.000.0010.0020.00
UNFI: 11.93
VTWAX: -0.64

The current UNFI Sharpe Ratio is 2.14, which is higher than the VTWAX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of UNFI and VTWAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
2.14
-0.12
UNFI
VTWAX

Dividends

UNFI vs. VTWAX - Dividend Comparison

UNFI has not paid dividends to shareholders, while VTWAX's dividend yield for the trailing twelve months is around 2.10%.


TTM202420232022202120202019
UNFI
United Natural Foods, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTWAX
Vanguard Total World Stock Index Fund Admiral Shares
2.10%1.93%2.06%2.16%1.79%1.64%2.29%

Drawdowns

UNFI vs. VTWAX - Drawdown Comparison

The maximum UNFI drawdown since its inception was -93.50%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for UNFI and VTWAX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-55.78%
-14.35%
UNFI
VTWAX

Volatility

UNFI vs. VTWAX - Volatility Comparison

United Natural Foods, Inc. (UNFI) has a higher volatility of 17.79% compared to Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) at 8.43%. This indicates that UNFI'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
17.79%
8.43%
UNFI
VTWAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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