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Vanguard FTSE Canadian High Dividend Yield Index E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINCA92203Q1046
CUSIP92203Q104
IssuerVanguard
Inception DateNov 2, 2012
RegionNorth America (Canada)
CategoryDividend
Index TrackedFTSE Canada High Dividend Yield Index
Home Pagewww.vanguard.ca
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

VDY.TO has a high expense ratio of 0.22%, indicating higher-than-average management fees.


Expense ratio chart for VDY.TO: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard FTSE Canadian High Dividend Yield Index ETF

Popular comparisons: VDY.TO vs. SCHD, VDY.TO vs. XEI.TO, VDY.TO vs. TD.TO, VDY.TO vs. VUG, VDY.TO vs. RY.TO, VDY.TO vs. BNS, VDY.TO vs. BNS.TO, VDY.TO vs. FTS.TO, VDY.TO vs. XDIV.TO, VDY.TO vs. JEPI

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Vanguard FTSE Canadian High Dividend Yield Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
177.88%
402.47%
VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard FTSE Canadian High Dividend Yield Index ETF had a return of 3.60% year-to-date (YTD) and 8.23% in the last 12 months. Over the past 10 years, Vanguard FTSE Canadian High Dividend Yield Index ETF had an annualized return of 7.59%, while the S&P 500 had an annualized return of 10.41%, indicating that Vanguard FTSE Canadian High Dividend Yield Index ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.60%6.17%
1 month-1.32%-2.72%
6 months11.58%17.29%
1 year8.23%23.80%
5 years (annualized)9.50%11.47%
10 years (annualized)7.59%10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.27%1.42%4.35%-1.95%
2023-3.14%7.05%4.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VDY.TO is 40, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VDY.TO is 4040
Vanguard FTSE Canadian High Dividend Yield Index ETF(VDY.TO)
The Sharpe Ratio Rank of VDY.TO is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of VDY.TO is 3838Sortino Ratio Rank
The Omega Ratio Rank of VDY.TO is 3737Omega Ratio Rank
The Calmar Ratio Rank of VDY.TO is 4444Calmar Ratio Rank
The Martin Ratio Rank of VDY.TO is 4444Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VDY.TO
Sharpe ratio
The chart of Sharpe ratio for VDY.TO, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.005.000.71
Sortino ratio
The chart of Sortino ratio for VDY.TO, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.001.08
Omega ratio
The chart of Omega ratio for VDY.TO, currently valued at 1.13, compared to the broader market0.501.001.502.002.501.13
Calmar ratio
The chart of Calmar ratio for VDY.TO, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.0014.000.55
Martin ratio
The chart of Martin ratio for VDY.TO, currently valued at 2.64, compared to the broader market0.0020.0040.0060.0080.002.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.005.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.0014.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0020.0040.0060.0080.007.61

Sharpe Ratio

The current Vanguard FTSE Canadian High Dividend Yield Index ETF Sharpe ratio is 0.71. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE Canadian High Dividend Yield Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.71
2.29
VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE Canadian High Dividend Yield Index ETF granted a 4.70% dividend yield in the last twelve months. The annual payout for that period amounted to CA$2.04 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$2.04CA$1.98CA$1.82CA$1.54CA$1.50CA$1.48CA$1.33CA$1.33CA$1.08CA$1.12CA$1.02CA$0.75

Dividend yield

4.70%4.64%4.42%3.58%4.59%4.25%4.43%3.82%3.25%4.11%3.25%2.50%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE Canadian High Dividend Yield Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.20CA$0.18CA$0.17CA$0.18
2023CA$0.17CA$0.17CA$0.16CA$0.16CA$0.16CA$0.16CA$0.15CA$0.18CA$0.18CA$0.15CA$0.16CA$0.17
2022CA$0.14CA$0.16CA$0.16CA$0.12CA$0.14CA$0.16CA$0.13CA$0.18CA$0.21CA$0.12CA$0.19CA$0.15
2021CA$0.11CA$0.16CA$0.15CA$0.09CA$0.14CA$0.15CA$0.09CA$0.15CA$0.15CA$0.09CA$0.14CA$0.12
2020CA$0.09CA$0.16CA$0.12CA$0.09CA$0.18CA$0.13CA$0.10CA$0.15CA$0.13CA$0.09CA$0.16CA$0.11
2019CA$0.08CA$0.14CA$0.15CA$0.05CA$0.20CA$0.16CA$0.05CA$0.20CA$0.11CA$0.05CA$0.16CA$0.13
2018CA$0.07CA$0.13CA$0.14CA$0.06CA$0.19CA$0.09CA$0.05CA$0.19CA$0.11CA$0.05CA$0.19CA$0.07
2017CA$0.08CA$0.12CA$0.09CA$0.05CA$0.14CA$0.12CA$0.05CA$0.14CA$0.11CA$0.05CA$0.28CA$0.12
2016CA$0.07CA$0.13CA$0.06CA$0.07CA$0.12CA$0.09CA$0.07CA$0.13CA$0.09CA$0.07CA$0.11CA$0.08
2015CA$0.07CA$0.12CA$0.09CA$0.06CA$0.14CA$0.08CA$0.08CA$0.13CA$0.08CA$0.07CA$0.13CA$0.08
2014CA$0.09CA$0.08CA$0.08CA$0.06CA$0.11CA$0.08CA$0.06CA$0.11CA$0.08CA$0.06CA$0.11CA$0.09
2013CA$0.07CA$0.05CA$0.03CA$0.07CA$0.08CA$0.04CA$0.09CA$0.07CA$0.05CA$0.09CA$0.08CA$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.56%
-2.79%
VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Canadian High Dividend Yield Index ETF. 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 Vanguard FTSE Canadian High Dividend Yield Index ETF was 39.21%, occurring on Mar 23, 2020. Recovery took 228 trading sessions.

The current Vanguard FTSE Canadian High Dividend Yield Index ETF drawdown is 2.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.21%Feb 21, 202022Mar 23, 2020228Feb 18, 2021250
-23%Sep 4, 2014362Feb 11, 2016188Nov 10, 2016550
-16.18%Mar 23, 2022140Oct 12, 2022354Mar 11, 2024494
-14.82%Aug 23, 201886Dec 24, 201853Mar 13, 2019139
-8.31%Jan 23, 201857Apr 13, 201887Aug 17, 2018144

Volatility

Volatility Chart

The current Vanguard FTSE Canadian High Dividend Yield Index ETF volatility is 2.43%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
2.43%
3.57%
VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF)
Benchmark (^GSPC)