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BPF-UN.TO vs. VDY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

BPF-UN.TO vs. VDY.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Boston Pizza Royalties Income Fund (BPF-UN.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO).

VDY.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Canada High Dividend Yield Index. It was launched on Nov 2, 2012.

Performance

BPF-UN.TO vs. VDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Boston Pizza Royalties Income Fund (BPF-UN.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). The values are adjusted to include any dividend payments, if applicable.

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BPF-UN.TO vs. VDY.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BPF-UN.TO
Boston Pizza Royalties Income Fund		8.93%39.45%24.81%10.18%5.44%51.64%-12.49%-3.10%-25.51%2.03%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		9.07%29.20%20.71%8.40%-0.23%36.78%-1.37%21.43%-10.09%8.75%

Returns By Period

The year-to-date returns for both investments are quite close, with BPF-UN.TO having a 8.93% return and VDY.TO slightly higher at 9.07%. Over the past 10 years, BPF-UN.TO has underperformed VDY.TO with an annualized return of 10.76%, while VDY.TO has yielded a comparatively higher 13.53% annualized return.

BPF-UN.TO

1D
1.71%
1M
-3.99%
YTD
8.93%
6M
20.68%
1Y
52.99%
3Y*
27.39%
5Y*
22.53%
10Y*
10.76%

VDY.TO

1D
1.12%
1M
0.19%
YTD
9.07%
6M
16.25%
1Y
39.26%
3Y*
22.01%
5Y*
16.73%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Boston Pizza Royalties Income Fund

Vanguard FTSE Canadian High Dividend Yield Index ETF

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Often compared with VDY.TO:
VDY.TO vs. XEI.TOVDY.TO vs. XDIV.TOVDY.TO vs. VCN.TOVDY.TO vs. SCHDVDY.TO vs. XIC.TOVDY.TO vs. VCE.TOVDY.TO vs. ZDV.TO

Return for Risk

BPF-UN.TO vs. VDY.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BPF-UN.TO
BPF-UN.TO Risk / Return Rank: 9797
Overall Rank
BPF-UN.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BPF-UN.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
BPF-UN.TO Omega Ratio Rank: 9898
Omega Ratio Rank
BPF-UN.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
BPF-UN.TO Martin Ratio Rank: 9797
Martin Ratio Rank
VDY.TO
VDY.TO Risk / Return Rank: 9797
Overall Rank
VDY.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VDY.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
VDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
VDY.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
VDY.TO Martin Ratio Rank: 9898
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.

BPF-UN.TO vs. VDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Pizza Royalties Income Fund (BPF-UN.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.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.

BPF-UN.TOVDY.TODifference

Sharpe ratio

Return per unit of total volatility

3.35

3.58

-0.23

Sortino ratio

Return per unit of downside risk

4.75

4.31

+0.44

Omega ratio

Gain probability vs. loss probability

1.67

1.77

-0.10

Calmar ratio

Return relative to maximum drawdown

5.81

4.00

+1.81

Martin ratio

Return relative to average drawdown

20.37

22.92

-2.54

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BPF-UN.TO vs. VDY.TO - Sharpe Ratio Comparison

The current BPF-UN.TO Sharpe Ratio is 3.35, which is comparable to the VDY.TO Sharpe Ratio of 3.58. The chart below compares the historical Sharpe Ratios of BPF-UN.TO and VDY.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

BPF-UN.TOVDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

3.58

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

1.47

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.85

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.80

-0.31

Correlation

The correlation between BPF-UN.TO and VDY.TO is 0.37, 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

BPF-UN.TO vs. VDY.TO - Dividend Comparison

BPF-UN.TO's dividend yield for the trailing twelve months is around 6.28%, more than VDY.TO's 3.51% yield.

TTM20252024202320222021202020192018201720162015
BPF-UN.TO
Boston Pizza Royalties Income Fund		6.28%6.73%8.67%8.31%7.95%5.57%7.07%10.25%9.13%6.30%6.04%7.14%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		3.51%3.59%4.40%4.64%4.42%3.58%4.59%4.25%4.43%3.82%3.25%4.11%

Drawdowns

BPF-UN.TO vs. VDY.TO - Drawdown Comparison

The maximum BPF-UN.TO drawdown since its inception was -70.67%, which is greater than VDY.TO's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for BPF-UN.TO and VDY.TO.

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Drawdown Indicators

BPF-UN.TOVDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-70.67%

-39.21%

-31.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-10.07%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-16.18%

-2.45%

Max Drawdown (10Y)

Largest decline over 10 years

-70.67%

-39.21%

-31.46%

Current Drawdown

Current decline from peak

-4.59%

-0.55%

-4.04%

Average Drawdown

Average peak-to-trough decline

-11.85%

-4.67%

-7.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.76%

+0.89%

Volatility

BPF-UN.TO vs. VDY.TO - Volatility Comparison

Boston Pizza Royalties Income Fund (BPF-UN.TO) has a higher volatility of 6.77% compared to Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) at 3.37%. This indicates that BPF-UN.TO's price experiences larger fluctuations and is considered to be riskier than VDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BPF-UN.TOVDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

3.37%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.55%

6.43%

+5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

11.03%

+4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

11.49%

+5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.72%

15.96%

+13.76%