UNFI vs. VTWAX
Compare and contrast key facts about United Natural Foods, Inc. (UNFI) 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: UNFI or VTWAX.
Performance
UNFI vs. VTWAX - Performance Comparison
Returns By Period
In the year-to-date period, UNFI achieves a 40.73% return, which is significantly higher than VTWAX's 17.55% return.
UNFI
40.73%
11.74%
86.30%
50.66%
21.31%
-11.17%
VTWAX
17.55%
-0.42%
7.59%
24.70%
11.07%
N/A
Key characteristics
| UNFI | VTWAX | |
|---|---|---|
| Sharpe Ratio | 0.84 | 2.10 |
| Sortino Ratio | 1.66 | 2.87 |
| Omega Ratio | 1.21 | 1.38 |
| Calmar Ratio | 0.55 | 3.01 |
| Martin Ratio | 2.24 | 13.50 |
| Ulcer Index | 22.04% | 1.80% |
| Daily Std Dev | 58.97% | 11.56% |
| Max Drawdown | -93.50% | -34.20% |
| Current Drawdown | -72.66% | -1.81% |
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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.
Risk-Adjusted Performance
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.
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 1.83%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
UNFI United Natural Foods, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.83% | 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.
Volatility
UNFI vs. VTWAX - Volatility Comparison
United Natural Foods, Inc. (UNFI) has a higher volatility of 12.74% compared to Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) at 3.26%. 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.