Correlation
The correlation between ^AFLI and VEA 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. VEA
Compare and contrast key facts about S&P/ASX 50 (^AFLI) and Vanguard FTSE Developed Markets ETF (VEA).
VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AFLI or VEA.
Performance
^AFLI vs. VEA - Performance Comparison
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Key characteristics
^AFLI:
0.78
VEA:
0.83
^AFLI:
1.02
VEA:
1.18
^AFLI:
1.14
VEA:
1.16
^AFLI:
0.69
VEA:
0.98
^AFLI:
2.50
VEA:
2.96
^AFLI:
3.79%
VEA:
4.44%
^AFLI:
13.31%
VEA:
17.19%
^AFLI:
-35.46%
VEA:
-60.69%
^AFLI:
-1.66%
VEA:
-0.39%
Returns By Period
In the year-to-date period, ^AFLI achieves a 2.87% return, which is significantly lower than VEA's 16.76% return. Over the past 10 years, ^AFLI has underperformed VEA with an annualized return of 3.68%, while VEA has yielded a comparatively higher 6.14% annualized return.
^AFLI
2.87%
3.12%
-0.30%
9.47%
5.47%
7.99%
3.68%
VEA
16.76%
5.57%
12.67%
13.09%
10.44%
11.40%
6.14%
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Risk-Adjusted Performance
^AFLI vs. VEA — Risk-Adjusted Performance Rank
^AFLI
VEA
^AFLI vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/ASX 50 (^AFLI) and Vanguard FTSE Developed Markets ETF (VEA). 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. VEA - Drawdown Comparison
The maximum ^AFLI drawdown since its inception was -35.46%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for ^AFLI and VEA.
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Volatility
^AFLI vs. VEA - Volatility Comparison
The current volatility for S&P/ASX 50 (^AFLI) is 2.34%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.04%. This indicates that ^AFLI experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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