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VGAD.AX vs. CORE.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGAD.AX vs. CORE.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Vanguard MSCI Index International Shares (Hedged) ETF (VGAD.AX) and Schroder Global Core Fund - Active ETF (CORE.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGAD.AX achieves a 9.81% return, which is significantly higher than CORE.AX's 4.95% return.


VGAD.AX

1D
0.02%
1M
0.80%
6M
8.75%
YTD
9.81%
1Y
21.42%
3Y*
18.12%
5Y*
10.92%
10Y*
11.86%

CORE.AX

1D
-0.25%
1M
0.93%
6M
4.67%
YTD
4.95%
1Y
15.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGAD.AX vs. CORE.AX - Yearly Performance Comparison


Correlation

The correlation between VGAD.AX and CORE.AX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2025

0.54

The correlation between VGAD.AX and CORE.AX has been stable across timeframes, ranging from 0.54 to 0.56 - a consistent structural relationship.

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Return for Risk

VGAD.AX vs. CORE.AX — Risk / Return Rank

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

VGAD.AX
VGAD.AX Risk / Return Rank: 6565
Overall Rank
VGAD.AX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGAD.AX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VGAD.AX Omega Ratio Rank: 6464
Omega Ratio Rank
VGAD.AX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VGAD.AX Martin Ratio Rank: 7474
Martin Ratio Rank

CORE.AX
CORE.AX Risk / Return Rank: 4545
Overall Rank
CORE.AX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CORE.AX Sortino Ratio Rank: 4949
Sortino Ratio Rank
CORE.AX Omega Ratio Rank: 5656
Omega Ratio Rank
CORE.AX Calmar Ratio Rank: 3939
Calmar Ratio Rank
CORE.AX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGAD.AX vs. CORE.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard MSCI Index International Shares (Hedged) ETF (VGAD.AX) and Schroder Global Core Fund - Active ETF (CORE.AX). 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.


VGAD.AXCORE.AXDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.31

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

2.59

1.68

+0.91

Martin ratioReturn relative to average drawdown

10.95

4.54

+6.41

VGAD.AX vs. CORE.AX - Sharpe Ratio Comparison

The current VGAD.AX Sharpe Ratio is 1.64, which is comparable to the CORE.AX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of VGAD.AX and CORE.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VGAD.AX vs. CORE.AX - Drawdown Comparison

The maximum VGAD.AX drawdown since its inception was -36.06%, which is greater than CORE.AX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for VGAD.AX and CORE.AX.


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Drawdown Indicators


VGAD.AXCORE.AXDifference

Max Drawdown

Largest peak-to-trough decline

-36.06%

-10.20%

-25.86%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-10.20%

+1.88%

Max Drawdown (3Y)

Largest decline over 3 years

-19.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

Current Drawdown

Current decline from peak

0.00%

-1.34%

+1.34%

Average Drawdown

Average peak-to-trough decline

-4.58%

-2.60%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

Volatility

VGAD.AX vs. CORE.AX - Volatility Comparison

Vanguard MSCI Index International Shares (Hedged) ETF (VGAD.AX) has a higher volatility of 2.66% compared to Schroder Global Core Fund - Active ETF (CORE.AX) at 2.12%. This indicates that VGAD.AX's price experiences larger fluctuations and is considered to be riskier than CORE.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGAD.AXCORE.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.12%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.11%

7.39%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

12.44%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

12.50%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

12.50%

+4.15%

Dividends

VGAD.AX vs. CORE.AX - Dividend Comparison

VGAD.AX's dividend yield for the trailing twelve months is around 2.26%, more than CORE.AX's 0.68% yield.


PositionTTM2025202420232022202120202019201820172016
CORE.AX
Schroder Global Core Fund - Active ETF
0.68%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGAD.AX
Vanguard MSCI Index International Shares (Hedged) ETF
2.26%3.27%4.47%0.00%0.00%7.04%0.00%0.00%1.16%3.88%1.26%

Frequently Asked Questions


VGAD.AX and CORE.AX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Vanguard and Schroder.

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