^AW05 vs. VTSAX
Compare and contrast key facts about FTSE All World ex South Africa Index (^AW05) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW05 or VTSAX.
Key characteristics
| ^AW05 | VTSAX | |
|---|---|---|
| YTD Return | 14.18% | 17.85% |
| 1Y Return | 23.89% | 29.80% |
| 3Y Return (Ann) | 4.07% | 7.97% |
| 5Y Return (Ann) | 10.29% | 15.71% |
| 10Y Return (Ann) | 6.60% | 12.33% |
| Sharpe Ratio | 2.11 | 2.18 |
| Daily Std Dev | 10.42% | 12.89% |
| Max Drawdown | -59.47% | -55.34% |
| Current Drawdown | 0.00% | -0.50% |
Correlation
The correlation between ^AW05 and VTSAX is 0.85, 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. VTSAX - Performance Comparison
In the year-to-date period, ^AW05 achieves a 14.18% return, which is significantly lower than VTSAX's 17.85% return. Over the past 10 years, ^AW05 has underperformed VTSAX with an annualized return of 6.60%, while VTSAX has yielded a comparatively higher 12.33% 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. VTSAX - 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 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.
Drawdowns
^AW05 vs. VTSAX - Drawdown Comparison
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.
Volatility
^AW05 vs. VTSAX - Volatility Comparison
The current volatility for FTSE All World ex South Africa Index (^AW05) is 5.52%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 6.07%. 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.