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CJP.NEO vs. VIDY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CJP.NEO vs. VIDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CJP.NEO achieves a 20.36% return, which is significantly higher than VIDY.TO's 17.58% return.


CJP.NEO

1D
0.88%
1M
2.18%
6M
15.65%
YTD
20.36%
1Y
43.34%
3Y*
28.63%
5Y*
23.84%
10Y*
16.43%
ALL TIME*
10.52%

VIDY.TO

1D
0.98%
1M
3.97%
6M
13.54%
YTD
17.58%
1Y
31.61%
3Y*
23.05%
5Y*
16.44%
10Y*
ALL TIME*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$1.04MCA$644.80KCA$793.54K
CA$1.96MCA$2.16MCA$2.22M

CJP.NEO vs. VIDY.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
20.36%30.67%26.74%35.03%3.67%18.19%0.18%13.12%-13.65%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
17.58%35.07%11.97%15.46%1.57%14.26%-2.63%12.64%-6.56%

Correlation

The correlation between CJP.NEO and VIDY.TO is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2018

0.55

The correlation between CJP.NEO and VIDY.TO has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.

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Return for Risk

CJP.NEO vs. VIDY.TO — Risk / Return Rank

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

CJP.NEO
CJP.NEO Risk / Return Rank: 9191
Overall Rank
CJP.NEO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 9191
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 9090
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 9090
Martin Ratio Rank

VIDY.TO
VIDY.TO Risk / Return Rank: 8888
Overall Rank
VIDY.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 9292
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 8484
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.

CJP.NEO vs. VIDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CJP.NEOVIDY.TODifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.42

1.44

-0.01

Calmar ratioReturn relative to maximum drawdown

3.98

3.03

+0.95

Martin ratioReturn relative to average drawdown

14.47

11.68

+2.79

CJP.NEO vs. VIDY.TO - Sharpe Ratio Comparison

The current CJP.NEO Sharpe Ratio is 2.34, which is comparable to the VIDY.TO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of CJP.NEO and VIDY.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CJP.NEO vs. VIDY.TO - Drawdown Comparison

The maximum CJP.NEO drawdown since its inception was -38.36%, which is greater than VIDY.TO's maximum drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for CJP.NEO and VIDY.TO.


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Drawdown Indicators


CJP.NEOVIDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.36%

-31.99%

-6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-10.48%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-20.86%

-13.89%

-6.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-19.01%

-1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-37.75%

Current Drawdown

Current decline from peak

-1.97%

-0.11%

-1.86%

Average Drawdown

Average peak-to-trough decline

-11.09%

-4.21%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.71%

+0.31%

Volatility

CJP.NEO vs. VIDY.TO - Volatility Comparison

iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) has a higher volatility of 4.78% compared to Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) at 3.19%. This indicates that CJP.NEO's price experiences larger fluctuations and is considered to be riskier than VIDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CJP.NEOVIDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

3.19%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

11.10%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

13.27%

+5.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.43%

13.53%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.28%

16.38%

+2.90%

CJP.NEO vs. VIDY.TO - Expense Ratio Comparison

CJP.NEO has a 0.71% expense ratio, which is higher than VIDY.TO's 0.31% expense ratio.


Dividends

CJP.NEO vs. VIDY.TO - Dividend Comparison

CJP.NEO's dividend yield for the trailing twelve months is around 1.16%, less than VIDY.TO's 2.87% yield.


PositionTTM20252024202320222021202020192018201720162015
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
1.16%1.48%1.71%1.24%1.96%1.56%1.97%2.42%2.38%1.48%0.97%0.84%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
2.87%2.80%3.64%3.91%4.39%3.30%3.36%3.37%0.02%0.00%0.00%0.00%

Frequently Asked Questions


CJP.NEO and VIDY.TO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIDY.TO is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIDY.TO is cheaper with a 0.31% expense ratio, compared with 0.71% for CJP.NEO.

CJP.NEO is categorized as Japan Equities, while VIDY.TO is Foreign Large Cap Equities. CJP.NEO tracks FTSE RAFI Japan Canadian Dollar Hedged Index, while VIDY.TO tracks FTSE Developed ex North America High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.71% for CJP.NEO and 0.31% for VIDY.TO.

Portfolio Optimizer

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