VFWPX vs. ACWX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and iShares MSCI ACWI ex U.S. ETF (ACWX).
VFWPX is managed by Vanguard. It was launched on Dec 16, 2010. ACWX is a passively managed fund by iShares that tracks the performance of the MSCI All Country World ex-U.S. 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: VFWPX or ACWX.
Key characteristics
| VFWPX | ACWX | |
|---|---|---|
| YTD Return | 7.43% | 6.95% |
| 1Y Return | 17.62% | 16.75% |
| 3Y Return (Ann) | 0.94% | 0.42% |
| 5Y Return (Ann) | 5.76% | 5.18% |
| 10Y Return (Ann) | 5.03% | 4.52% |
| Sharpe Ratio | 1.44 | 1.31 |
| Sortino Ratio | 2.04 | 1.87 |
| Omega Ratio | 1.25 | 1.23 |
| Calmar Ratio | 1.30 | 1.18 |
| Martin Ratio | 8.10 | 7.32 |
| Ulcer Index | 2.19% | 2.32% |
| Daily Std Dev | 12.33% | 12.99% |
| Max Drawdown | -34.85% | -60.39% |
| Current Drawdown | -6.59% | -6.94% |
Correlation
The correlation between VFWPX and ACWX is 0.98, 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.
Performance
VFWPX vs. ACWX - Performance Comparison
In the year-to-date period, VFWPX achieves a 7.43% return, which is significantly higher than ACWX's 6.95% return. Over the past 10 years, VFWPX has outperformed ACWX with an annualized return of 5.03%, while ACWX has yielded a comparatively lower 4.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFWPX vs. ACWX - Expense Ratio Comparison
VFWPX has a 0.06% expense ratio, which is lower than ACWX's 0.32% expense ratio.
Risk-Adjusted Performance
VFWPX vs. ACWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and iShares MSCI ACWI ex U.S. ETF (ACWX). 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
VFWPX vs. ACWX - Dividend Comparison
VFWPX's dividend yield for the trailing twelve months is around 2.98%, more than ACWX's 2.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWPX Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares | 2.98% | 3.33% | 3.12% | 3.08% | 2.01% | 3.12% | 3.30% | 2.70% | 3.00% | 2.99% | 3.57% | 2.72% |
ACWX iShares MSCI ACWI ex U.S. ETF | 2.78% | 2.96% | 2.68% | 2.73% | 1.88% | 3.22% | 2.65% | 2.40% | 2.77% | 2.51% | 3.18% | 2.69% |
Drawdowns
VFWPX vs. ACWX - Drawdown Comparison
The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum ACWX drawdown of -60.39%. Use the drawdown chart below to compare losses from any high point for VFWPX and ACWX. For additional features, visit the drawdowns tool.
Volatility
VFWPX vs. ACWX - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) is 4.03%, while iShares MSCI ACWI ex U.S. ETF (ACWX) has a volatility of 4.26%. This indicates that VFWPX experiences smaller price fluctuations and is considered to be less risky than ACWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.