VASGX vs. ACWI
VASGX (Vanguard LifeStrategy Growth Fund) and ACWI (iShares MSCI ACWI ETF) are both funds - VASGX is a Diversified Portfolio fund actively managed by Vanguard, while ACWI is a Global Equities fund tracking the MSCI All Country World Index. VASGX is actively managed, while ACWI is passively managed. Over the past 10 years, VASGX returned 11.05%/yr vs 13.09%/yr for ACWI. With a 0.97 correlation, they move nearly in lockstep. VASGX charges 0.14%/yr vs 0.32%/yr for ACWI.
Performance
VASGX vs. ACWI - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VASGX having a 10.19% return and ACWI slightly lower at 9.86%. Over the past 10 years, VASGX has underperformed ACWI with an annualized return of 11.05%, while ACWI has yielded a comparatively higher 13.09% annualized return.
VASGX
- 1D
- -0.16%
- 1M
- 1.45%
- YTD
- 10.19%
- 6M
- 9.63%
- 1Y
- 23.77%
- 3Y*
- 17.41%
- 5Y*
- 8.92%
- 10Y*
- 11.05%
ACWI
- 1D
- -2.00%
- 1M
- -0.35%
- YTD
- 9.86%
- 6M
- 9.11%
- 1Y
- 25.60%
- 3Y*
- 20.00%
- 5Y*
- 10.74%
- 10Y*
- 13.09%
VASGX vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VASGX Vanguard LifeStrategy Growth Fund | 10.19% | 19.65% | 12.95% | 18.76% | -17.21% | 14.35% | 15.45% | 23.14% | -6.89% | 19.21% |
ACWI iShares MSCI ACWI ETF | 9.86% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Correlation
The correlation between VASGX and ACWI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2008 | 0.97 |
The correlation between VASGX and ACWI has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
VASGX vs. ACWI — Risk / Return Rank
VASGX
ACWI
VASGX vs. ACWI - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VASGX | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.64 | +0.39 |
| Martin ratioReturn relative to average drawdown | 13.08 | 11.51 | +1.57 |
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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.
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Drawdown Indicators
| VASGX | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.16% | -56.00% | +4.84% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -9.73% | +1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -16.55% | +3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.43% | -26.42% | +1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -28.53% | -33.53% | +5.00% |
Current DrawdownCurrent decline from peak | -0.60% | -2.83% | +2.23% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -8.59% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.23% | -0.34% |
Volatility
VASGX vs. ACWI - Volatility Comparison
The current volatility for Vanguard LifeStrategy Growth Fund (VASGX) is 4.37%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 5.57%. 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.
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Volatility by Period
| VASGX | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 5.57% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 11.38% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.00% | 13.64% | -2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 16.20% | -3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.52% | 17.08% | -3.56% |
VASGX vs. ACWI - Expense Ratio Comparison
VASGX has a 0.14% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Dividends
VASGX vs. ACWI - Dividend Comparison
VASGX's dividend yield for the trailing twelve months is around 3.72%, more than ACWI's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.45% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
VASGX Vanguard LifeStrategy Growth Fund | 3.72% | 4.09% | 6.15% | 3.00% | 2.10% | 3.54% | 3.54% | 2.34% | 4.36% | 2.13% | 2.23% | 4.54% |
Frequently Asked Questions
With a correlation of 0.99, VASGX and ACWI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ACWI has higher volatility (5.57%) compared to VASGX (4.37%). In terms of maximum drawdown, VASGX dropped -51.16% vs ACWI's -56.00%.
VASGX currently has the higher Sharpe Ratio (2.25 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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