DCM.TO vs. VIU.TO

Last updated Jun 4, 2026

DCM.TO (DATA Communications Management Corp.) is a stock, while VIU.TO (Vanguard FTSE Developed All Cap ex North America Index ETF) is International Equity fund tracking the FTSE Developed All Cap ex North America Index. Over the past 10 years, DCM.TO returned -3.90%/yr vs 10.41%/yr for VIU.TO. At a 0.06 correlation, their price movements are largely independent.

Performance

DCM.TO vs. VIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in DATA Communications Management Corp. (DCM.TO) and Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DCM.TO achieves a 5.21% return, which is significantly lower than VIU.TO's 16.73% return. Over the past 10 years, DCM.TO has underperformed VIU.TO with an annualized return of -3.90%, while VIU.TO has yielded a comparatively higher 10.41% annualized return.

DCM.TO

• 1D: 0.59%
• 1M: 1.80%
• YTD: 5.21%
• 6M: -5.34%
• 1Y: 0.25%
• 3Y*: -8.39%
• 5Y*: 14.81%
• 10Y*: -3.90%

VIU.TO

• 1D: -0.44%
• 1M: 7.93%
• YTD: 16.73%
• 6M: 17.50%
• 1Y: 33.05%
• 3Y*: 20.38%
• 5Y*: 11.99%
• 10Y*: 10.41%

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

DCM.TO vs. VIU.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DCM.TO DATA Communications Management Corp.	5.21%	-8.38%	-20.23%	80.69%	13.28%	103.17%	162.50%	-81.95%	19.82%	-47.39%
VIU.TO Vanguard FTSE Developed All Cap ex North America Index ETF	16.73%	27.83%	10.72%	15.66%	-10.63%	9.74%	7.56%	15.30%	-7.39%	19.22%

Correlation

The correlation between DCM.TO and VIU.TO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.07
Correlation (All Time) Calculated using the full available price history since Dec 9, 2015	0.06

The correlation between DCM.TO and VIU.TO shifts across timeframes, from -0.01 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DCM.TO vs. VIU.TO — Risk / Return Rank

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

DCM.TO

DCM.TO Risk / Return Rank: 40
DCM.TO Sharpe Ratio Rank: 41
DCM.TO Sortino Ratio Rank: 38
DCM.TO Omega Ratio Rank: 38
DCM.TO Calmar Ratio Rank: 41
DCM.TO Martin Ratio Rank: 40

VIU.TO

VIU.TO Risk / Return Rank: 62
VIU.TO Sharpe Ratio Rank: 63
VIU.TO Sortino Ratio Rank: 63
VIU.TO Omega Ratio Rank: 66
VIU.TO Calmar Ratio Rank: 56
VIU.TO Martin Ratio Rank: 62

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.

DCM.TO vs. VIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DATA Communications Management Corp. (DCM.TO) and Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.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.

	DCM.TO	VIU.TO	Difference
Sharpe ratio: Return per unit of total volatility	0.01	2.17	-2.17
Sortino ratio: Return per unit of downside risk	0.36	3.01	-2.65
Omega ratio: Gain probability vs. loss probability	1.04	1.41	-0.36
Calmar ratio: Return relative to maximum drawdown	0.01	2.83	-2.82
Martin ratio: Return relative to average drawdown	0.01	11.39	-11.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCM.TO vs. VIU.TO - Sharpe Ratio Comparison

The current DCM.TO Sharpe Ratio is 0.01, which is lower than the VIU.TO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DCM.TO and VIU.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.

Sharpe Ratios by Period

	DCM.TO	VIU.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.01	2.17	-2.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.87	-0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.05	0.69	-0.74
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.62	-0.62

Drawdowns

DCM.TO vs. VIU.TO - Drawdown Comparison

The maximum DCM.TO drawdown since its inception was -99.98%, which is greater than VIU.TO's maximum drawdown of -29.15%. Use the drawdown chart below to compare losses from any high point for DCM.TO and VIU.TO.

Drawdown Indicators

	DCM.TO	VIU.TO	Difference
Max Drawdown Largest peak-to-trough decline	-99.98%	-29.15%	-70.83%
Max Drawdown (1Y) Largest decline over 1 year	-34.84%	-11.74%	-23.10%
Max Drawdown (3Y) Largest decline over 3 years	-60.94%	-14.26%	-46.68%
Max Drawdown (5Y) Largest decline over 5 years	-60.94%	-25.35%	-35.59%
Max Drawdown (10Y) Largest decline over 10 years	-98.19%	-29.15%	-69.04%
Current Drawdown Current decline from peak	-99.65%	-0.44%	-99.21%
Average Drawdown Average peak-to-trough decline	-69.48%	-5.34%	-64.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.57%	2.91%	+17.66%

Volatility

DCM.TO vs. VIU.TO - Volatility Comparison

DATA Communications Management Corp. (DCM.TO) has a higher volatility of 10.03% compared to Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) at 5.83%. This indicates that DCM.TO's price experiences larger fluctuations and is considered to be riskier than VIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCM.TO	VIU.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.03%	5.83%	+4.20%
Volatility (6M) Calculated over the trailing 6-month period	32.52%	13.08%	+19.44%
Volatility (1Y) Calculated over the trailing 1-year period	45.06%	15.31%	+29.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.46%	13.90%	+36.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	85.32%	15.12%	+70.20%

Dividends

DCM.TO vs. VIU.TO - Dividend Comparison

DCM.TO's dividend yield for the trailing twelve months is around 5.88%, more than VIU.TO's 2.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DCM.TO DATA Communications Management Corp.	5.88%	18.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIU.TO Vanguard FTSE Developed All Cap ex North America Index ETF	2.16%	2.48%	2.55%	2.65%	2.75%	2.37%	1.97%	2.67%	2.75%	2.12%	1.71%	0.27%

Frequently Asked Questions

Can I hold both DCM.TO and VIU.TO in my portfolio?

DCM.TO and VIU.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.