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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VHGEX or ACWV.
Key characteristics
VHGEX | ACWV | |
---|---|---|
YTD Return | 4.44% | 2.46% |
1Y Return | 20.37% | 6.74% |
3Y Return (Ann) | 0.77% | 2.45% |
5Y Return (Ann) | 8.78% | 5.09% |
10Y Return (Ann) | 8.49% | 7.17% |
Sharpe Ratio | 1.25 | 0.82 |
Daily Std Dev | 14.31% | 7.72% |
Max Drawdown | -64.62% | -28.82% |
Current Drawdown | -3.86% | -2.39% |
Correlation
The correlation between VHGEX and ACWV is 0.81, 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
VHGEX vs. ACWV - Performance Comparison
In the year-to-date period, VHGEX achieves a 4.44% return, which is significantly higher than ACWV's 2.46% return. Over the past 10 years, VHGEX has outperformed ACWV with an annualized return of 8.49%, while ACWV has yielded a comparatively lower 7.17% 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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VHGEX vs. ACWV - Expense Ratio Comparison
VHGEX has a 0.45% expense ratio, which is higher than ACWV's 0.20% expense ratio.
Risk-Adjusted Performance
VHGEX vs. ACWV - Risk-Adjusted Performance 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.
Dividends
VHGEX vs. ACWV - Dividend Comparison
VHGEX's dividend yield for the trailing twelve months is around 1.10%, less than ACWV's 2.35% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Vanguard Global Equity Fund | 1.10% | 1.15% | 11.32% | 10.90% | 2.88% | 6.20% | 8.45% | 1.29% | 1.51% | 1.71% | 1.56% | 1.53% |
iShares MSCI Global Min Vol Factor ETF | 2.35% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% | 2.22% | 2.47% |
Drawdowns
VHGEX vs. ACWV - Drawdown Comparison
The maximum VHGEX drawdown since its inception was -64.62%, 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. For additional features, visit the drawdowns tool.
Volatility
VHGEX vs. ACWV - Volatility Comparison
Vanguard Global Equity Fund (VHGEX) has a higher volatility of 3.85% compared to iShares MSCI Global Min Vol Factor ETF (ACWV) at 2.26%. 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.