PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Vanguard U.S. High Dividend Yield Index ETF (VUDV.TO) Sortino Ratio

ETF · Currency in CAD · Last updated Jun 4, 2026

The Vanguard U.S. High Dividend Yield Index ETF seeks to track the FTSE High Dividend Yield Index, providing Canadian investors with low-cost exposure to U.S. companies with above-average dividend yields. The fund holds a diversified portfolio of more than 500 U.S. equities with a value tilt and distributes income quarterly. It is the Canada-domiciled, CAD-denominated counterpart to the U.S.-listed VYM.

Sortino ratio is not yet available for VUDV.TO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Vanguard U.S. High Dividend Yield Index ETF's Sortino Ratio with other ETFs in the Dividend category across multiple time periods, showing how VUDV.TO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
VDY.TOVanguard FTSE Canadian High Dividend Yield Index ETF8.14
XDIV.TOiShares Core MSCI Canadian Quality Dividend Index ETF7.29
TBNK.TOTD Canadian Bank Dividend Index ETF6.52
FCCD.TOFidelity Canadian High Dividend Index ETF5.43
PDIV.TOPurpose Enhanced Dividend Fund ETF3.86
CWIN.TOHAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units3.60
DXU.TODynamic Active U.S. Dividend ETF3.24
CDIV.TOManulife Smart Dividend ETF3.21
ZDY.TOBMO US Dividend ETF (CAD)2.97
FCID.TOFidelity International High Dividend ETF2.95
VUDV.TOVanguard U.S. High Dividend Yield Index ETF—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows VUDV.TO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VUDV.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sortino Ratio Calculator

IHow does VUDV.TO fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio