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VASGX vs. ACWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VASGX and ACWI is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 1.0

Performance

VASGX vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Growth Fund (VASGX) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

180.00%190.00%200.00%210.00%220.00%230.00%240.00%NovemberDecember2025FebruaryMarchApril
181.43%
225.85%
VASGX
ACWI

Key characteristics

Sharpe Ratio

VASGX:

0.33

ACWI:

0.67

Sortino Ratio

VASGX:

0.50

ACWI:

0.98

Omega Ratio

VASGX:

1.07

ACWI:

1.13

Calmar Ratio

VASGX:

0.46

ACWI:

1.07

Martin Ratio

VASGX:

1.17

ACWI:

3.45

Ulcer Index

VASGX:

3.17%

ACWI:

2.52%

Daily Std Dev

VASGX:

11.14%

ACWI:

12.89%

Max Drawdown

VASGX:

-51.16%

ACWI:

-56.00%

Current Drawdown

VASGX:

-6.49%

ACWI:

-5.42%

Returns By Period

In the year-to-date period, VASGX achieves a 0.48% return, which is significantly higher than ACWI's -0.09% return. Over the past 10 years, VASGX has underperformed ACWI with an annualized return of 6.43%, while ACWI has yielded a comparatively higher 9.02% annualized return.


VASGX

YTD

0.48%

1M

-1.20%

6M

-4.22%

1Y

4.26%

5Y*

11.36%

10Y*

6.43%

ACWI

YTD

-0.09%

1M

-1.80%

6M

-0.54%

1Y

9.34%

5Y*

16.46%

10Y*

9.02%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VASGX vs. ACWI - Expense Ratio Comparison

VASGX has a 0.14% expense ratio, which is lower than ACWI's 0.32% expense ratio.


ACWI
iShares MSCI ACWI ETF
Expense ratio chart for ACWI: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACWI: 0.32%
Expense ratio chart for VASGX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VASGX: 0.14%

Risk-Adjusted Performance

VASGX vs. ACWI — Risk-Adjusted Performance Rank

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

VASGX
The Risk-Adjusted Performance Rank of VASGX is 5151
Overall Rank
The Sharpe Ratio Rank of VASGX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VASGX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VASGX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VASGX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VASGX is 4848
Martin Ratio Rank

ACWI
The Risk-Adjusted Performance Rank of ACWI is 6565
Overall Rank
The Sharpe Ratio Rank of ACWI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ACWI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ACWI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ACWI is 7070
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.

VASGX vs. ACWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Growth Fund (VASGX) and iShares MSCI ACWI ETF (ACWI). 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 VASGX, currently valued at 0.33, compared to the broader market-1.000.001.002.003.004.00
VASGX: 0.33
ACWI: 0.67
The chart of Sortino ratio for VASGX, currently valued at 0.50, compared to the broader market0.002.004.006.008.00
VASGX: 0.50
ACWI: 0.98
The chart of Omega ratio for VASGX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.50
VASGX: 1.07
ACWI: 1.13
The chart of Calmar ratio for VASGX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
VASGX: 0.46
ACWI: 1.07
The chart of Martin ratio for VASGX, currently valued at 1.17, compared to the broader market0.0010.0020.0030.0040.0050.0060.00
VASGX: 1.17
ACWI: 3.45

The current VASGX Sharpe Ratio is 0.33, which is lower than the ACWI Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of VASGX and ACWI, 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.33
0.67
VASGX
ACWI

Dividends

VASGX vs. ACWI - Dividend Comparison

VASGX's dividend yield for the trailing twelve months is around 2.43%, more than ACWI's 1.70% yield.


TTM20242023202220212020201920182017201620152014
VASGX
Vanguard LifeStrategy Growth Fund
2.43%2.44%2.34%2.10%1.87%1.68%2.32%2.56%2.09%2.22%2.20%2.10%
ACWI
iShares MSCI ACWI ETF
1.70%1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%

Drawdowns

VASGX vs. ACWI - Drawdown Comparison

The maximum VASGX drawdown since its inception was -51.16%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for VASGX and ACWI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.49%
-5.42%
VASGX
ACWI

Volatility

VASGX vs. ACWI - Volatility Comparison

The current volatility for Vanguard LifeStrategy Growth Fund (VASGX) is 4.00%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 5.34%. This indicates that VASGX experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
4.00%
5.34%
VASGX
ACWI
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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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