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DGRC.TO vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRC.TO vs. VYM

Last updated Jun 4, 2026

DGRC.TO (CI Canada Quality Dividend Growth Index ETF) and VYM (Vanguard High Dividend Yield ETF) are both Dividend funds. Over the past 5 years, DGRC.TO returned 12.71%/yr vs 14.66%/yr for VYM. A 0.53 correlation means they provide meaningful diversification when combined. DGRC.TO charges 0.23%/yr vs 0.04%/yr for VYM.

Performance

DGRC.TO vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Canada Quality Dividend Growth Index ETF (DGRC.TO) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DGRC.TO is traded in CAD, while VYM is traded in USD. To make them comparable, the VYM values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with DGRC.TO having a 14.54% return and VYM slightly lower at 13.91%.

DGRC.TO

1D
0.42%
1M
2.95%
YTD
14.54%
6M
14.94%
1Y
32.94%
3Y*
20.12%
5Y*
12.71%
10Y*
—

VYM

1D
-0.02%
1M
5.44%
YTD
13.91%
6M
11.58%
1Y
27.79%
3Y*
20.26%
5Y*
14.66%
10Y*
12.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRC.TO vs. VYM - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DGRC.TO
CI Canada Quality Dividend Growth Index ETF		14.54%27.20%12.36%7.79%-1.70%20.84%7.22%18.60%-3.85%
VYM
Vanguard High Dividend Yield ETF		13.91%10.13%27.70%4.23%6.66%25.06%-0.56%17.96%1.52%

Correlation

The correlation between DGRC.TO and VYM is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

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

0.51

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

0.52

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2018

0.53

The correlation between DGRC.TO and VYM has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.

DGRC.TO vs. VYM - Sectors Allocation Comparison

Sectors
DGRC.TO
VYM

Energy

27.7%
9.8%

Financial Services

24.3%
20.5%

Industrials

16.1%
12.1%

Consumer Defensive

10.7%
8.1%

Consumer Cyclical

10.2%
6.7%

Basic Materials

8.0%
3.5%

Communication Services

1.7%
3.5%

Technology

1.2%
17.7%

Real Estate

0.1%
0.0%

Healthcare

-

12.2%

Utilities

-

5.7%

Energy

DGRC.TO
27.7%
VYM
9.8%

Financial Services

DGRC.TO
24.3%
VYM
20.5%

Industrials

DGRC.TO
16.1%
VYM
12.1%

Consumer Defensive

DGRC.TO
10.7%
VYM
8.1%

Consumer Cyclical

DGRC.TO
10.2%
VYM
6.7%

Basic Materials

DGRC.TO
8.0%
VYM
3.5%

Communication Services

DGRC.TO
1.7%
VYM
3.5%

Technology

DGRC.TO
1.2%
VYM
17.7%

Real Estate

DGRC.TO
0.1%
VYM
0.0%

Healthcare

DGRC.TO

-

VYM
12.2%

Utilities

DGRC.TO

-

VYM
5.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

CI Canada Quality Dividend Growth Index ETF

Vanguard High Dividend Yield ETF

Often compared with DGRC.TO:
DGRC.TO vs. VDY.TODGRC.TO vs. RIT.TODGRC.TO vs. ISPA.DEDGRC.TO vs. VDIV.DEDGRC.TO vs. PDC.TODGRC.TO vs. SCHDDGRC.TO vs. PDIV.TO
Often compared with VYM:
VYM vs. SCHDVYM vs. VIGVYM vs. VYMIVYM vs. FDVVVYM vs. VOOVYM vs. VTIVYM vs. DGRO

Return for Risk

DGRC.TO vs. VYM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGRC.TO
DGRC.TO Risk / Return Rank: 8888
Overall Rank
DGRC.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DGRC.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
DGRC.TO Omega Ratio Rank: 8585
Omega Ratio Rank
DGRC.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
DGRC.TO Martin Ratio Rank: 9090
Martin Ratio Rank
VYM
VYM Risk / Return Rank: 7777
Overall Rank
VYM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8080
Sortino Ratio Rank
VYM Omega Ratio Rank: 7676
Omega Ratio Rank
VYM Calmar Ratio Rank: 7676
Calmar Ratio Rank
VYM Martin Ratio Rank: 7575
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.

DGRC.TO vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Canada Quality Dividend Growth Index ETF (DGRC.TO) and Vanguard High Dividend Yield ETF (VYM). 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.

DGRC.TOVYMDifference
Sharpe ratioReturn per unit of total volatility
2.86
2.71

+0.15

Sortino ratioReturn per unit of downside risk
3.88
3.81

+0.07

Omega ratioGain probability vs. loss probability

1.52

1.50

+0.02

Calmar ratioReturn relative to maximum drawdown

5.52

4.66

+0.86

Martin ratioReturn relative to average drawdown

20.77

18.39

+2.38

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

DGRC.TO vs. VYM - Sharpe Ratio Comparison

The current DGRC.TO Sharpe Ratio is 2.86, which is comparable to the VYM Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of DGRC.TO and VYM, 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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Sharpe Ratios by Period

DGRC.TOVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

2.71

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.22

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.87

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.07

-0.25

Drawdowns

DGRC.TO vs. VYM - Drawdown Comparison

The maximum DGRC.TO drawdown since its inception was -36.59%, which is greater than VYM's maximum drawdown of -28.99%. Use the drawdown chart below to compare losses from any high point for DGRC.TO and VYM.

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Drawdown Indicators

DGRC.TOVYMDifference

Max Drawdown

Largest peak-to-trough decline

-36.59%

-28.99%

-7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.99%

-5.99%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-12.90%

-14.97%

+2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-14.97%

-0.42%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.99%

—

Current Drawdown

Current decline from peak

-0.15%

-0.02%

-0.13%

Average Drawdown

Average peak-to-trough decline

-3.20%

-2.91%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.52%

+0.07%

Volatility

DGRC.TO vs. VYM - Volatility Comparison

The current volatility for CI Canada Quality Dividend Growth Index ETF (DGRC.TO) is 2.59%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 2.75%. This indicates that DGRC.TO experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DGRC.TOVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.75%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

7.92%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

10.32%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.47%

12.07%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.73%

14.68%

+0.05%

DGRC.TO vs. VYM - Expense Ratio Comparison

DGRC.TO has a 0.23% expense ratio, which is higher than VYM's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DGRC.TO vs. VYM - Dividend Comparison

DGRC.TO's dividend yield for the trailing twelve months is around 2.41%, more than VYM's 2.19% yield.

PositionTTM20252024202320222021202020192018201720162015
DGRC.TO
CI Canada Quality Dividend Growth Index ETF		2.41%2.58%2.46%2.56%2.48%1.87%3.06%2.20%1.63%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF		2.19%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions

DGRC.TO and VYM have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYM is cheaper with a 0.04% expense ratio, compared with 0.23% for DGRC.TO.

They also come from different issuers: CI Investments and Vanguard. Their fees differ too: 0.23% for DGRC.TO and 0.04% for VYM.

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