VHGEX vs. ACWV
Compare and contrast key facts about Vanguard Global Equity Fund (VHGEX) and iShares MSCI Global Min Vol Factor ETF (ACWV).
VHGEX is managed by Vanguard. It was launched on Aug 14, 1995. ACWV is a passively managed fund by iShares that tracks the performance of the MSCI AC World Minimum Volatility (USD). It was launched on Oct 18, 2011.
Performance
VHGEX vs. ACWV - Performance Comparison
Loading graphics...
VHGEX vs. ACWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VHGEX Vanguard Global Equity Fund | -5.64% | 21.22% | 13.41% | 23.52% | -22.72% | 13.06% | 22.38% | 28.73% | -9.15% | 27.80% |
ACWV iShares MSCI Global Min Vol Factor ETF | 0.65% | 11.04% | 11.38% | 8.23% | -10.36% | 13.97% | 3.04% | 21.04% | -1.42% | 18.57% |
Returns By Period
In the year-to-date period, VHGEX achieves a -5.64% return, which is significantly lower than ACWV's 0.65% return. Over the past 10 years, VHGEX has outperformed ACWV with an annualized return of 10.60%, while ACWV has yielded a comparatively lower 7.34% annualized return.
VHGEX
- 1D
- 3.46%
- 1M
- -5.88%
- YTD
- -5.64%
- 6M
- -4.28%
- 1Y
- 17.22%
- 3Y*
- 13.60%
- 5Y*
- 5.58%
- 10Y*
- 10.60%
ACWV
- 1D
- 0.01%
- 1M
- -3.76%
- YTD
- 0.65%
- 6M
- 0.75%
- 1Y
- 4.88%
- 3Y*
- 9.78%
- 5Y*
- 6.10%
- 10Y*
- 7.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VHGEX vs. ACWV - Expense Ratio Comparison
VHGEX has a 0.45% expense ratio, which is higher than ACWV's 0.20% expense ratio.
Return for Risk
VHGEX vs. ACWV — Risk / Return Rank
VHGEX
ACWV
VHGEX vs. ACWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Equity Fund (VHGEX) and iShares MSCI Global Min Vol Factor ETF (ACWV). 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.
| VHGEX | ACWV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.46 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.40 | 0.69 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.10 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.64 | +0.76 |
Martin ratioReturn relative to average drawdown | 5.12 | 2.77 | +2.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VHGEX | ACWV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.46 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.60 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.70 | -0.19 |
Correlation
The correlation between VHGEX and ACWV is 0.78, 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.
Dividends
VHGEX vs. ACWV - Dividend Comparison
VHGEX's dividend yield for the trailing twelve months is around 13.12%, more than ACWV's 2.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHGEX Vanguard Global Equity Fund | 13.12% | 12.38% | 4.24% | 1.15% | 11.32% | 10.90% | 2.88% | 6.20% | 8.45% | 1.29% | 1.51% | 1.71% |
ACWV iShares MSCI Global Min Vol Factor ETF | 2.07% | 2.09% | 2.33% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% |
Drawdowns
VHGEX vs. ACWV - Drawdown Comparison
The maximum VHGEX drawdown since its inception was -64.81%, which is greater than ACWV's maximum drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for VHGEX and ACWV.
Loading graphics...
Drawdown Indicators
| VHGEX | ACWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.81% | -28.82% | -35.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -7.56% | -4.54% |
Max Drawdown (5Y)Largest decline over 5 years | -33.02% | -18.14% | -14.88% |
Max Drawdown (10Y)Largest decline over 10 years | -33.23% | -28.82% | -4.41% |
Current DrawdownCurrent decline from peak | -8.87% | -4.54% | -4.33% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -3.11% | -6.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 1.76% | +1.57% |
Volatility
VHGEX vs. ACWV - Volatility Comparison
Vanguard Global Equity Fund (VHGEX) has a higher volatility of 6.96% compared to iShares MSCI Global Min Vol Factor ETF (ACWV) at 3.16%. This indicates that VHGEX's price experiences larger fluctuations and is considered to be riskier than ACWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VHGEX | ACWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 3.16% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.70% | 5.53% | +6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 10.74% | +8.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 10.24% | +8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 12.31% | +5.69% |