^GSPTXDV vs. VFV.TO

Last updated Apr 2, 2026

Compare and contrast key facts about S&P/TSX Dividend Aristocrats (^GSPTXDV) and Vanguard S&P 500 Index ETF (VFV.TO).

VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.

Performance

^GSPTXDV vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P/TSX Dividend Aristocrats (^GSPTXDV) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

^GSPTXDV vs. VFV.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^GSPTXDV S&P/TSX Dividend Aristocrats	4.95%	14.03%	15.52%	5.07%	-7.83%	20.93%	-6.87%	20.90%	-12.66%	1.27%
VFV.TO Vanguard S&P 500 Index ETF	-3.75%	17.56%	24.55%	26.04%	-18.43%	28.45%	17.93%	31.40%	-5.05%	21.52%

Different Trading Currencies

^GSPTXDV is traded in USD, while VFV.TO is traded in CAD. To make them comparable, the VFV.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^GSPTXDV achieves a 4.95% return, which is significantly higher than VFV.TO's -4.36% return. Over the past 10 years, ^GSPTXDV has underperformed VFV.TO with an annualized return of 6.16%, while VFV.TO has yielded a comparatively higher 13.70% annualized return.

^GSPTXDV

• 1D: -0.10%
• 1M: -3.17%
• YTD: 4.95%
• 6M: 6.85%
• 1Y: 20.30%
• 3Y*: 12.93%
• 5Y*: 7.92%
• 10Y*: 6.16%

VFV.TO

• 1D: 0.00%
• 1M: -4.97%
• YTD: -4.36%
• 6M: -2.24%
• 1Y: 17.04%
• 3Y*: 18.00%
• 5Y*: 11.47%
• 10Y*: 13.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^GSPTXDV vs. VFV.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^GSPTXDV

^GSPTXDV Risk / Return Rank: 92
^GSPTXDV Sharpe Ratio Rank: 95
^GSPTXDV Sortino Ratio Rank: 96
^GSPTXDV Omega Ratio Rank: 97
^GSPTXDV Calmar Ratio Rank: 82
^GSPTXDV Martin Ratio Rank: 90

VFV.TO

VFV.TO Risk / Return Rank: 43
VFV.TO Sharpe Ratio Rank: 41
VFV.TO Sortino Ratio Rank: 40
VFV.TO Omega Ratio Rank: 46
VFV.TO Calmar Ratio Rank: 42
VFV.TO Martin Ratio Rank: 44

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^GSPTXDV vs. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) and Vanguard S&P 500 Index ETF (VFV.TO). 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.

	^GSPTXDV	VFV.TO	Difference
Sharpe ratio Return per unit of total volatility	2.07	0.93	+1.14
Sortino ratio Return per unit of downside risk	2.70	1.44	+1.27
Omega ratio Gain probability vs. loss probability	1.44	1.22	+0.22
Calmar ratio Return relative to maximum drawdown	2.37	1.41	+0.97
Martin ratio Return relative to average drawdown	12.44	6.69	+5.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^GSPTXDV vs. VFV.TO - Sharpe Ratio Comparison

The current ^GSPTXDV Sharpe Ratio is 2.07, which is higher than the VFV.TO Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of ^GSPTXDV and VFV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^GSPTXDV	VFV.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	0.93	+1.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.68	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.75	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.81	-0.51

Correlation

The correlation between ^GSPTXDV and VFV.TO is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^GSPTXDV vs. VFV.TO - Drawdown Comparison

The maximum ^GSPTXDV drawdown since its inception was -46.09%, which is greater than VFV.TO's maximum drawdown of -33.93%. Use the drawdown chart below to compare losses from any high point for ^GSPTXDV and VFV.TO.

Drawdown Indicators

	^GSPTXDV	VFV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-46.09%	-27.43%	-18.66%
Max Drawdown (1Y) Largest decline over 1 year	-8.65%	-12.52%	+3.87%
Max Drawdown (5Y) Largest decline over 5 years	-20.09%	-22.19%	+2.10%
Max Drawdown (10Y) Largest decline over 10 years	-46.09%	-27.43%	-18.66%
Current Drawdown Current decline from peak	-3.17%	-5.61%	+2.44%
Average Drawdown Average peak-to-trough decline	-7.14%	-3.39%	-3.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	3.31%	-1.66%

Volatility

^GSPTXDV vs. VFV.TO - Volatility Comparison

The current volatility for S&P/TSX Dividend Aristocrats (^GSPTXDV) is 3.15%, while Vanguard S&P 500 Index ETF (VFV.TO) has a volatility of 5.26%. This indicates that ^GSPTXDV experiences smaller price fluctuations and is considered to be less risky than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^GSPTXDV	VFV.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.15%	5.26%	-2.11%
Volatility (6M) Calculated over the trailing 6-month period	5.81%	9.35%	-3.54%
Volatility (1Y) Calculated over the trailing 1-year period	9.90%	18.39%	-8.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.63%	16.88%	-6.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.62%	18.29%	-3.67%