VFV 50%
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DOL.TO Dollarama Inc. | Consumer Defensive | 18% |
NA.TO National Bank of Canada | Financial Services | 32% |
VFV.TO Vanguard S&P 500 Index ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VFV 50%, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
The earliest data available for this chart is Nov 8, 2012, corresponding to the inception date of VFV.TO
Returns By Period
As of May 6, 2025, the VFV 50% returned 2.15% Year-To-Date and 14.41% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.93% | 11.36% | -1.09% | 10.19% | 14.74% | 10.35% |
| VFV 50% | 2.15% | 11.89% | 0.71% | 17.41% | 21.66% | 14.41% |
| Portfolio components: | ||||||
VFV.TO Vanguard S&P 500 Index ETF | -3.75% | 11.20% | -0.75% | 11.24% | 16.15% | 11.96% |
DOL.TO Dollarama Inc. | 26.96% | 14.25% | 14.75% | 45.41% | 33.17% | 20.50% |
NA.TO National Bank of Canada | -1.85% | 11.51% | -5.29% | 10.81% | 22.73% | 12.94% |
Monthly Returns
The table below presents the monthly returns of VFV 50%, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.08% | -0.88% | -2.40% | 4.39% | 1.07% | 2.15% | |||||||
| 2024 | 1.29% | 4.18% | 4.16% | -1.62% | 7.19% | -0.97% | 2.81% | 5.63% | 2.64% | 0.12% | 4.36% | -4.76% | 27.30% |
| 2023 | 7.27% | -2.52% | 1.84% | 2.77% | -1.28% | 6.93% | 2.69% | -4.61% | -2.50% | -3.34% | 7.98% | 7.10% | 23.33% |
| 2022 | -0.47% | -1.39% | 2.39% | -7.71% | 4.23% | -8.55% | 7.72% | -3.79% | -7.14% | 7.51% | 5.15% | -5.50% | -9.11% |
| 2021 | -1.15% | 4.71% | 8.04% | 5.78% | 1.76% | 0.61% | 2.46% | 2.09% | -4.13% | 6.78% | -3.05% | 4.77% | 31.71% |
| 2020 | -0.19% | -8.30% | -15.34% | 9.85% | 6.67% | 2.20% | 5.83% | 10.18% | -5.09% | -4.23% | 13.59% | 2.71% | 14.74% |
| 2019 | 11.36% | 1.52% | -0.17% | 6.02% | -4.03% | 7.85% | 2.44% | -1.24% | 1.93% | 1.21% | 4.64% | 1.74% | 37.61% |
| 2018 | 5.75% | -6.47% | -1.26% | -0.57% | 1.55% | 0.93% | 1.19% | 3.19% | -2.33% | -8.51% | 0.21% | -9.15% | -15.44% |
| 2017 | 3.43% | 1.91% | 1.19% | -0.74% | 2.33% | 3.19% | 3.57% | 1.13% | 4.79% | 1.89% | 3.70% | 1.54% | 31.64% |
| 2016 | -4.24% | -0.35% | 13.96% | 3.64% | -2.14% | 1.48% | 3.18% | 0.81% | 1.50% | -1.31% | 3.34% | 3.83% | 25.14% |
| 2015 | -8.86% | 7.25% | -0.04% | 4.47% | -1.15% | -0.16% | -1.59% | -5.40% | 1.57% | 5.19% | -0.39% | -6.26% | -6.44% |
| 2014 | -6.51% | 5.16% | 0.23% | 3.09% | 1.76% | 1.24% | 1.04% | 4.97% | -2.06% | 2.57% | 2.51% | -0.91% | 13.29% |
Expense Ratio
VFV 50% has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 77, VFV 50% is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VFV.TO Vanguard S&P 500 Index ETF | 0.65 | 1.04 | 1.15 | 0.67 | 2.69 |
DOL.TO Dollarama Inc. | 2.04 | 2.87 | 1.37 | 3.11 | 8.69 |
NA.TO National Bank of Canada | 0.56 | 0.90 | 1.13 | 0.49 | 1.35 |
Dividends
Dividend yield
VFV 50% provided a 1.76% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.76% | 1.87% | 1.94% | 1.99% | 1.58% | 2.00% | 2.05% | 2.31% | 1.94% | 2.13% | 2.48% | 1.98% |
| Portfolio components: | ||||||||||||
VFV.TO Vanguard S&P 500 Index ETF | 1.11% | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% |
DOL.TO Dollarama Inc. | 0.22% | 0.25% | 0.28% | 0.27% | 0.31% | 0.34% | 0.39% | 0.27% | 0.03% | 0.04% | 0.05% | 0.01% |
NA.TO National Bank of Canada | 3.66% | 4.17% | 4.03% | 4.03% | 3.11% | 3.96% | 3.77% | 4.44% | 3.70% | 4.03% | 5.16% | 3.88% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the VFV 50%. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VFV 50% was 38.64%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.
The current VFV 50% drawdown is 3.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.64% | Jan 24, 2020 | 41 | Mar 23, 2020 | 102 | Aug 18, 2020 | 143 |
| -24.72% | Jan 29, 2018 | 229 | Dec 24, 2018 | 130 | Jul 3, 2019 | 359 |
| -20.99% | May 15, 2015 | 171 | Jan 20, 2016 | 59 | Apr 14, 2016 | 230 |
| -17.35% | Feb 10, 2022 | 167 | Oct 11, 2022 | 170 | Jun 14, 2023 | 337 |
| -16.41% | Dec 4, 2024 | 86 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current VFV 50% volatility is 11.07%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.60, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | DOL.TO | NA.TO | VFV.TO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.39 | 0.52 | 0.97 | 0.83 |
| DOL.TO | 0.39 | 1.00 | 0.36 | 0.39 | 0.65 |
| NA.TO | 0.52 | 0.36 | 1.00 | 0.52 | 0.79 |
| VFV.TO | 0.97 | 0.39 | 0.52 | 1.00 | 0.84 |
| Portfolio | 0.83 | 0.65 | 0.79 | 0.84 | 1.00 |