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CRQ.NEO vs. VCE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRQ.NEO vs. VCE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Fundamental Index ETF (CRQ.NEO) and Vanguard FTSE Canada Index ETF (VCE.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, CRQ.NEO achieves a 21.35% return, which is significantly higher than VCE.TO's 13.00% return. Over the past 10 years, CRQ.NEO has outperformed VCE.TO with an annualized return of 13.72%, while VCE.TO has yielded a comparatively lower 12.75% annualized return.


CRQ.NEO

1D
-0.03%
1M
2.62%
6M
16.94%
YTD
21.35%
1Y
44.57%
3Y*
26.99%
5Y*
19.04%
10Y*
13.72%

VCE.TO

1D
-0.27%
1M
1.30%
6M
9.06%
YTD
13.00%
1Y
27.98%
3Y*
22.61%
5Y*
14.93%
10Y*
12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRQ.NEO vs. VCE.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRQ.NEO
iShares Canadian Fundamental Index ETF
21.35%31.87%22.17%9.76%0.89%33.95%-2.73%19.66%-10.18%6.98%
VCE.TO
Vanguard FTSE Canada Index ETF
13.00%26.45%21.50%12.34%-5.14%28.63%4.18%23.06%-7.82%8.84%

Correlation

The correlation between CRQ.NEO and VCE.TO is 0.68, 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

0.68

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

0.74

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

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2011

0.84

The correlation between CRQ.NEO and VCE.TO shifts across timeframes, from 0.68 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CRQ.NEO vs. VCE.TO — Risk / Return Rank

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

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

VCE.TO
VCE.TO Risk / Return Rank: 8585
Overall Rank
VCE.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VCE.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
VCE.TO Omega Ratio Rank: 8484
Omega Ratio Rank
VCE.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
VCE.TO Martin Ratio Rank: 9090
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.

CRQ.NEO vs. VCE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Fundamental Index ETF (CRQ.NEO) and Vanguard FTSE Canada Index ETF (VCE.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.


CRQ.NEOVCE.TODifference
Sharpe ratioReturn per unit of total volatility

+2.19

Sortino ratioReturn per unit of downside risk

+3.17

Omega ratioGain probability vs. loss probability

1.96

1.40

+0.56

Calmar ratioReturn relative to maximum drawdown

6.58

3.48

+3.10

Martin ratioReturn relative to average drawdown

31.79

15.86

+15.93

CRQ.NEO vs. VCE.TO - Sharpe Ratio Comparison

The current CRQ.NEO Sharpe Ratio is 4.42, which is higher than the VCE.TO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of CRQ.NEO and VCE.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

CRQ.NEO vs. VCE.TO - Drawdown Comparison

The maximum CRQ.NEO drawdown since its inception was -41.75%, which is greater than VCE.TO's maximum drawdown of -35.93%. Use the drawdown chart below to compare losses from any high point for CRQ.NEO and VCE.TO.


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Drawdown Indicators


CRQ.NEOVCE.TODifference

Max Drawdown

Largest peak-to-trough decline

-41.75%

-35.93%

-5.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-8.09%

+1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-11.70%

-12.15%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.82%

-15.86%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-41.75%

-35.93%

-5.82%

Current Drawdown

Current decline from peak

-0.03%

-0.27%

+0.24%

Average Drawdown

Average peak-to-trough decline

-5.59%

-3.68%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.77%

-0.36%

Volatility

CRQ.NEO vs. VCE.TO - Volatility Comparison

iShares Canadian Fundamental Index ETF (CRQ.NEO) has a higher volatility of 2.19% compared to Vanguard FTSE Canada Index ETF (VCE.TO) at 2.03%. This indicates that CRQ.NEO's price experiences larger fluctuations and is considered to be riskier than VCE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRQ.NEOVCE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

2.03%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

10.05%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

12.66%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.40%

12.83%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

14.98%

+1.21%

CRQ.NEO vs. VCE.TO - Expense Ratio Comparison

CRQ.NEO has a 0.72% expense ratio, which is higher than VCE.TO's 0.06% expense ratio.


Dividends

CRQ.NEO vs. VCE.TO - Dividend Comparison

CRQ.NEO's dividend yield for the trailing twelve months is around 1.78%, less than VCE.TO's 2.12% yield.


PositionTTM20252024202320222021202020192018201720162015
CRQ.NEO
iShares Canadian Fundamental Index ETF
1.78%2.18%2.72%2.97%2.90%2.17%2.98%2.71%2.46%1.91%1.89%3.09%
VCE.TO
Vanguard FTSE Canada Index ETF
2.12%2.46%2.89%3.22%3.27%2.66%2.99%3.06%3.27%2.62%2.69%3.04%

Frequently Asked Questions


CRQ.NEO and VCE.TO have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCE.TO is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCE.TO is cheaper with a 0.06% expense ratio, compared with 0.72% for CRQ.NEO.

CRQ.NEO tracks FTSE RAFI Canada Index, while VCE.TO tracks FTSE Canada Domestic Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.72% for CRQ.NEO and 0.06% for VCE.TO.

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