VWO vs. LAC
VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index, while LAC (Lithium Americas Corp.) is a stock. Over the past year, VWO returned 24.61% vs 73.00% for LAC. At a 0.43 correlation, their price movements are largely independent.
Performance
VWO vs. LAC - Performance Comparison
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Returns By Period
In the year-to-date period, VWO achieves a 10.77% return, which is significantly higher than LAC's 4.36% return.
VWO
- 1D
- 0.76%
- 1M
- -0.65%
- YTD
- 10.77%
- 6M
- 12.57%
- 1Y
- 24.61%
- 3Y*
- 16.61%
- 5Y*
- 5.03%
- 10Y*
- 9.00%
LAC
- 1D
- 3.17%
- 1M
- -16.97%
- YTD
- 4.36%
- 6M
- -11.13%
- 1Y
- 73.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VWO vs. LAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 10.77% | 25.60% | 10.59% | 7.08% |
LAC Lithium Americas Corp. | 4.36% | 46.80% | -53.59% | -27.19% |
Correlation
The correlation between VWO and LAC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2023 | 0.43 |
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Return for Risk
VWO vs. LAC — Risk / Return Rank
VWO
LAC
VWO vs. LAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) and Lithium Americas Corp. (LAC). 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.
| VWO | LAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 1.16 | +1.05 |
| Martin ratioReturn relative to average drawdown | 7.80 | 1.77 | +6.04 |
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Drawdowns
VWO vs. LAC - Drawdown Comparison
The maximum VWO drawdown since its inception was -67.68%, smaller than the maximum LAC drawdown of -81.83%. Use the drawdown chart below to compare losses from any high point for VWO and LAC.
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Drawdown Indicators
| VWO | LAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.68% | -81.83% | +14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -63.08% | +51.91% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.39% | — | — |
Current DrawdownCurrent decline from peak | -2.68% | -61.18% | +58.50% |
Average DrawdownAverage peak-to-trough decline | -15.80% | -63.13% | +47.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 41.47% | -38.30% |
Volatility
VWO vs. LAC - Volatility Comparison
The current volatility for Vanguard FTSE Emerging Markets ETF (VWO) is 6.64%, while Lithium Americas Corp. (LAC) has a volatility of 22.78%. This indicates that VWO experiences smaller price fluctuations and is considered to be less risky than LAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWO | LAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 22.78% | -16.14% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 53.55% | -39.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 132.17% | -115.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 101.55% | -84.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 101.55% | -82.33% |
Dividends
VWO vs. LAC - Dividend Comparison
VWO's dividend yield for the trailing twelve months is around 2.44%, while LAC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LAC Lithium Americas Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.44% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
VWO and LAC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LAC has higher volatility (22.78%) compared to VWO (6.64%). In terms of maximum drawdown, VWO dropped -67.68% vs LAC's -81.83%.
VWO currently has the higher Sharpe Ratio (1.49 vs 0.56), 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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