^AW05 vs. VTSAX

In the year-to-date period, ^AW05 achieves a 2.70% return, which is significantly higher than VTSAX's -3.66% return. Over the past 10 years, ^AW05 has underperformed VTSAX with an annualized return of 6.74%, while VTSAX has yielded a comparatively higher 11.66% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for FTSE All World ex South Africa Index (^AW05) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.

The current ^AW05 Sharpe Ratio is 0.70, which is higher than the VTSAX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ^AW05 and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^AW05 drawdown since its inception was -59.47%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for ^AW05 and VTSAX. For additional features, visit the drawdowns tool.

The current volatility for FTSE All World ex South Africa Index (^AW05) is 4.07%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 6.90%. This indicates that ^AW05 experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.