VASGX vs. ACWI
Compare and contrast key facts about Vanguard LifeStrategy Growth Fund (VASGX) and iShares MSCI ACWI ETF (ACWI).
VASGX is managed by Vanguard. It was launched on Sep 30, 1994. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VASGX or ACWI.
Performance
VASGX vs. ACWI - Performance Comparison
Returns By Period
In the year-to-date period, VASGX achieves a 14.46% return, which is significantly lower than ACWI's 18.91% return. Over the past 10 years, VASGX has underperformed ACWI with an annualized return of 7.01%, while ACWI has yielded a comparatively higher 9.25% annualized return.
VASGX
14.46%
0.06%
7.60%
20.01%
8.03%
7.01%
ACWI
18.91%
0.17%
9.04%
25.12%
11.29%
9.25%
Key characteristics
| VASGX | ACWI | |
|---|---|---|
| Sharpe Ratio | 2.14 | 2.21 |
| Sortino Ratio | 2.98 | 3.02 |
| Omega Ratio | 1.39 | 1.40 |
| Calmar Ratio | 2.19 | 3.14 |
| Martin Ratio | 13.65 | 14.06 |
| Ulcer Index | 1.49% | 1.81% |
| Daily Std Dev | 9.48% | 11.55% |
| Max Drawdown | -51.16% | -56.00% |
| Current Drawdown | -1.22% | -1.32% |
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VASGX vs. ACWI - Expense Ratio Comparison
VASGX has a 0.14% expense ratio, which is lower than ACWI's 0.32% expense ratio.
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.
Risk-Adjusted Performance
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.
Dividends
VASGX vs. ACWI - Dividend Comparison
VASGX's dividend yield for the trailing twelve months is around 2.18%, more than ACWI's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VASGX Vanguard LifeStrategy Growth Fund | 2.18% | 2.34% | 2.10% | 1.87% | 1.68% | 2.32% | 2.56% | 2.09% | 2.22% | 2.20% | 2.10% | 1.92% |
ACWI iShares MSCI ACWI ETF | 1.58% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
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.
Volatility
VASGX vs. ACWI - Volatility Comparison
The current volatility for Vanguard LifeStrategy Growth Fund (VASGX) is 2.54%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 3.11%. 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.