^AW05 vs. VONG
Compare and contrast key facts about FTSE All World ex South Africa Index (^AW05) and Vanguard Russell 1000 Growth ETF (VONG).
VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW05 or VONG.
Key characteristics
| ^AW05 | VONG | |
|---|---|---|
| YTD Return | 16.98% | 26.07% |
| 1Y Return | 28.13% | 39.50% |
| 3Y Return (Ann) | 4.97% | 11.00% |
| 5Y Return (Ann) | 9.80% | 19.82% |
| 10Y Return (Ann) | 7.71% | 17.13% |
| Sharpe Ratio | 3.36 | 2.33 |
| Sortino Ratio | 4.47 | 3.04 |
| Omega Ratio | 1.66 | 1.42 |
| Calmar Ratio | 2.14 | 2.50 |
| Martin Ratio | 20.12 | 11.45 |
| Ulcer Index | 1.68% | 3.42% |
| Daily Std Dev | 10.24% | 16.76% |
| Max Drawdown | -59.47% | -32.72% |
| Current Drawdown | -0.57% | -0.80% |
Correlation
The correlation between ^AW05 and VONG is 0.82, 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
^AW05 vs. VONG - Performance Comparison
In the year-to-date period, ^AW05 achieves a 16.98% return, which is significantly lower than VONG's 26.07% return. Over the past 10 years, ^AW05 has underperformed VONG with an annualized return of 7.71%, while VONG has yielded a comparatively higher 17.13% 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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Risk-Adjusted Performance
^AW05 vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World ex South Africa Index (^AW05) and Vanguard Russell 1000 Growth ETF (VONG). 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.
Drawdowns
^AW05 vs. VONG - Drawdown Comparison
The maximum ^AW05 drawdown since its inception was -59.47%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for ^AW05 and VONG. For additional features, visit the drawdowns tool.
Volatility
^AW05 vs. VONG - Volatility Comparison
The current volatility for FTSE All World ex South Africa Index (^AW05) is 2.46%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 3.89%. This indicates that ^AW05 experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.