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ATSX.TO vs. VFV.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATSX.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Accelerate Enhanced Canadian Benchmark Alternative Fund (ATSX.TO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

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ATSX.TO vs. VFV.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ATSX.TO
Accelerate Enhanced Canadian Benchmark Alternative Fund
8.16%41.34%21.66%6.63%2.11%20.33%2.68%6.26%
VFV.TO
Vanguard S&P 500 Index ETF
-3.12%12.18%35.23%23.23%-12.58%27.51%15.62%9.61%

Returns By Period

In the year-to-date period, ATSX.TO achieves a 8.16% return, which is significantly higher than VFV.TO's -3.12% return.


ATSX.TO

1D
3.41%
1M
-3.96%
YTD
8.16%
6M
20.08%
1Y
54.83%
3Y*
26.18%
5Y*
18.17%
10Y*

VFV.TO

1D
2.76%
1M
-3.12%
YTD
-3.12%
6M
-1.94%
1Y
13.65%
3Y*
19.11%
5Y*
13.78%
10Y*
14.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ATSX.TO vs. VFV.TO - Expense Ratio Comparison


Return for Risk

ATSX.TO vs. VFV.TO — Risk / Return Rank

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

ATSX.TO
ATSX.TO Risk / Return Rank: 9797
Overall Rank
ATSX.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ATSX.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
ATSX.TO Omega Ratio Rank: 9696
Omega Ratio Rank
ATSX.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
ATSX.TO Martin Ratio Rank: 9898
Martin Ratio Rank

VFV.TO
VFV.TO Risk / Return Rank: 4848
Overall Rank
VFV.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 5050
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 5151
Martin Ratio Rank
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.

ATSX.TO vs. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Accelerate Enhanced Canadian Benchmark Alternative Fund (ATSX.TO) 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.


ATSX.TOVFV.TODifference

Sharpe ratio

Return per unit of total volatility

2.78

0.75

+2.03

Sortino ratio

Return per unit of downside risk

3.51

1.13

+2.38

Omega ratio

Gain probability vs. loss probability

1.53

1.18

+0.35

Calmar ratio

Return relative to maximum drawdown

5.12

1.19

+3.94

Martin ratio

Return relative to average drawdown

22.02

4.51

+17.51

ATSX.TO vs. VFV.TO - Sharpe Ratio Comparison

The current ATSX.TO Sharpe Ratio is 2.78, which is higher than the VFV.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ATSX.TO 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.


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Sharpe Ratios by Period


ATSX.TOVFV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

0.75

+2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.93

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.07

-0.32

Correlation

The correlation between ATSX.TO and VFV.TO is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ATSX.TO vs. VFV.TO - Dividend Comparison

ATSX.TO has not paid dividends to shareholders, while VFV.TO's dividend yield for the trailing twelve months is around 0.96%.


TTM20252024202320222021202020192018201720162015
ATSX.TO
Accelerate Enhanced Canadian Benchmark Alternative Fund
0.00%0.00%1.56%7.45%7.37%4.33%1.92%0.97%0.00%0.00%0.00%0.00%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%

Drawdowns

ATSX.TO vs. VFV.TO - Drawdown Comparison

The maximum ATSX.TO drawdown since its inception was -25.95%, smaller than the maximum VFV.TO drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for ATSX.TO and VFV.TO.


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Drawdown Indicators


ATSX.TOVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.95%

-27.43%

+1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-12.52%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-14.45%

-22.19%

+7.74%

Max Drawdown (10Y)

Largest decline over 10 years

-27.43%

Current Drawdown

Current decline from peak

-3.96%

-6.10%

+2.14%

Average Drawdown

Average peak-to-trough decline

-5.34%

-3.39%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

3.29%

-0.81%

Volatility

ATSX.TO vs. VFV.TO - Volatility Comparison

Accelerate Enhanced Canadian Benchmark Alternative Fund (ATSX.TO) has a higher volatility of 7.53% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 5.12%. This indicates that ATSX.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATSX.TOVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

5.12%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

9.27%

+6.28%

Volatility (1Y)

Calculated over the trailing 1-year period

19.81%

18.28%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

14.92%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.54%

16.57%

+3.97%