EQB.TO vs. VEQT.TO
EQB.TO (Equitable Group Inc.) is a stock, while VEQT.TO (Vanguard All-Equity ETF Portfolio) is Global Equities fund actively managed by Vanguard. Over the past 5 years, EQB.TO returned 17.47%/yr vs 13.20%/yr for VEQT.TO. At a 0.44 correlation, their price movements are largely independent.
Performance
EQB.TO vs. VEQT.TO - Performance Comparison
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Returns By Period
In the year-to-date period, EQB.TO achieves a 36.92% return, which is significantly higher than VEQT.TO's 12.31% return.
EQB.TO
- 1D
- -1.32%
- 1M
- 11.55%
- 6M
- 39.46%
- YTD
- 36.92%
- 1Y
- 41.03%
- 3Y*
- 26.07%
- 5Y*
- 17.47%
- 10Y*
- 20.57%
- ALL TIME*
- 15.90%
VEQT.TO
- 1D
- -0.22%
- 1M
- -2.09%
- 6M
- 8.10%
- YTD
- 12.31%
- 1Y
- 25.53%
- 3Y*
- 20.87%
- 5Y*
- 13.20%
- 10Y*
- —
- ALL TIME*
- 13.98%
EQB.TO vs. VEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EQB.TO Equitable Group Inc. | 36.92% | 7.42% | 15.74% | 57.07% | -15.96% | 38.97% | -4.04% | 68.09% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 12.31% | 20.37% | 24.98% | 16.71% | -10.76% | 19.62% | 11.43% | 13.06% |
Correlation
The correlation between EQB.TO and VEQT.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2019 | 0.44 |
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Return for Risk
EQB.TO vs. VEQT.TO — Risk / Return Rank
EQB.TO
VEQT.TO
EQB.TO vs. VEQT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Equitable Group Inc. (EQB.TO) and Vanguard All-Equity ETF Portfolio (VEQT.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.
| EQB.TO | VEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 3.18 | -1.28 |
| Martin ratioReturn relative to average drawdown | 4.20 | 13.51 | -9.32 |
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Drawdowns
EQB.TO vs. VEQT.TO - Drawdown Comparison
The maximum EQB.TO drawdown since its inception was -71.96%, which is greater than VEQT.TO's maximum drawdown of -30.45%. Use the drawdown chart below to compare losses from any high point for EQB.TO and VEQT.TO.
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Drawdown Indicators
| EQB.TO | VEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.96% | -30.45% | -41.51% |
Max Drawdown (1Y)Largest decline over 1 year | -21.59% | -8.05% | -13.54% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -15.46% | -8.48% |
Max Drawdown (5Y)Largest decline over 5 years | -44.76% | -18.32% | -26.44% |
Max Drawdown (10Y)Largest decline over 10 years | -60.76% | — | — |
Current DrawdownCurrent decline from peak | -5.92% | -2.71% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -16.10% | -3.66% | -12.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.80% | 1.89% | +7.91% |
Volatility
EQB.TO vs. VEQT.TO - Volatility Comparison
Equitable Group Inc. (EQB.TO) has a higher volatility of 11.49% compared to Vanguard All-Equity ETF Portfolio (VEQT.TO) at 2.75%. This indicates that EQB.TO's price experiences larger fluctuations and is considered to be riskier than VEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQB.TO | VEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.49% | 2.75% | +8.74% |
Volatility (6M)Calculated over the trailing 6-month period | 19.68% | 10.27% | +9.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.63% | 12.39% | +16.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.46% | 13.03% | +16.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.54% | 15.74% | +20.80% |
Dividends
EQB.TO vs. VEQT.TO - Dividend Comparison
EQB.TO's dividend yield for the trailing twelve months is around 1.65%, more than VEQT.TO's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQB.TO Equitable Group Inc. | 1.65% | 2.08% | 1.85% | 1.72% | 2.13% | 1.88% | 2.93% | 2.36% | 3.65% | 2.66% | 2.78% | 2.95% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 1.26% | 1.42% | 1.58% | 1.88% | 2.09% | 1.40% | 1.48% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EQB.TO and VEQT.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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