Correlation
The correlation between ^AFLI and VDC is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
^AFLI vs. VDC
Compare and contrast key facts about S&P/ASX 50 (^AFLI) and Vanguard Consumer Staples ETF (VDC).
VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AFLI or VDC.
Performance
^AFLI vs. VDC - Performance Comparison
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Key characteristics
^AFLI:
0.78
VDC:
1.03
^AFLI:
1.02
VDC:
1.46
^AFLI:
1.14
VDC:
1.18
^AFLI:
0.69
VDC:
1.44
^AFLI:
2.50
VDC:
4.64
^AFLI:
3.79%
VDC:
2.76%
^AFLI:
13.31%
VDC:
13.23%
^AFLI:
-35.46%
VDC:
-34.24%
^AFLI:
-1.66%
VDC:
-0.16%
Returns By Period
In the year-to-date period, ^AFLI achieves a 2.87% return, which is significantly lower than VDC's 6.82% return. Over the past 10 years, ^AFLI has underperformed VDC with an annualized return of 3.68%, while VDC has yielded a comparatively higher 8.67% annualized return.
^AFLI
2.87%
3.12%
-0.30%
9.47%
5.47%
7.99%
3.68%
VDC
6.82%
2.54%
1.53%
11.77%
8.14%
11.01%
8.67%
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Risk-Adjusted Performance
^AFLI vs. VDC — Risk-Adjusted Performance Rank
^AFLI
VDC
^AFLI vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/ASX 50 (^AFLI) and Vanguard Consumer Staples ETF (VDC). 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.
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Drawdowns
^AFLI vs. VDC - Drawdown Comparison
The maximum ^AFLI drawdown since its inception was -35.46%, roughly equal to the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for ^AFLI and VDC.
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Volatility
^AFLI vs. VDC - Volatility Comparison
The current volatility for S&P/ASX 50 (^AFLI) is 2.34%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 3.76%. This indicates that ^AFLI experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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