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FFH.TO vs. VFV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FFH.TO vs. VFV.TO

Last updated Jul 14, 2026
Documentation

FFH.TO (Fairfax Financial Holdings Limited) is a stock, while VFV.TO (Vanguard S&P 500 Index ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, FFH.TO returned 15.26%/yr vs 15.84%/yr for VFV.TO. At a 0.22 correlation, their price movements are largely independent.

Performance

FFH.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fairfax Financial Holdings Limited (FFH.TO) and Vanguard S&P 500 Index ETF (VFV.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, FFH.TO achieves a -8.86% return, which is significantly lower than VFV.TO's 13.78% return. Both investments have delivered pretty close results over the past 10 years, with FFH.TO having a 15.26% annualized return and VFV.TO not far ahead at 15.84%.

FFH.TO

1D
0.50%
1M
4.46%
6M
-8.66%
YTD
-8.86%
1Y
-3.36%
3Y*
36.85%
5Y*
36.12%
10Y*
15.26%

VFV.TO

1D
-0.75%
1M
2.44%
6M
10.38%
YTD
13.78%
1Y
25.37%
3Y*
22.65%
5Y*
15.53%
10Y*
15.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFH.TO vs. VFV.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FFH.TO
Fairfax Financial Holdings Limited		-8.86%32.23%66.26%54.96%31.51%47.26%-27.31%3.64%-8.51%5.43%
VFV.TO
Vanguard S&P 500 Index ETF		13.78%12.18%35.23%23.23%-12.58%27.51%15.61%25.14%2.95%13.69%

Correlation

The correlation between FFH.TO and VFV.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.25

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

0.28

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

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2012

0.22

The correlation between FFH.TO and VFV.TO shifts across timeframes, from 0.13 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Fairfax Financial Holdings Limited

Vanguard S&P 500 Index ETF

Often compared with FFH.TO:
FFH.TO vs. BRK-BFFH.TO vs. MKLFFH.TO vs. IFC.TOFFH.TO vs. VOOFFH.TO vs. FRFHFFFH.TO vs. EQB.TOFFH.TO vs. ONEX.TO
Often compared with VFV.TO:
VFV.TO vs. XEQT.TOVFV.TO vs. VEQT.TOVFV.TO vs. VOOVFV.TO vs. QQC.TOVFV.TO vs. VSP.TOVFV.TO vs. VCN.TOVFV.TO vs. XQQ.TO

Return for Risk

FFH.TO vs. VFV.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FFH.TO
FFH.TO Risk / Return Rank: 3636
Overall Rank
FFH.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FFH.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
FFH.TO Omega Ratio Rank: 3232
Omega Ratio Rank
FFH.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
FFH.TO Martin Ratio Rank: 3939
Martin Ratio Rank
VFV.TO
VFV.TO Risk / Return Rank: 7979
Overall Rank
VFV.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 8282
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
VFV.TO 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.

FFH.TO vs. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Limited (FFH.TO) and Vanguard S&P 500 Index ETF (VFV.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.

FFH.TOVFV.TODifference
Sharpe ratioReturn per unit of total volatility
-0.15
2.11

-2.26

Sortino ratioReturn per unit of downside risk
-0.05
2.90

-2.95

Omega ratioGain probability vs. loss probability

0.99

1.39

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.18

2.96

-3.14

Martin ratioReturn relative to average drawdown

-0.38

11.09

-11.47

FFH.TO vs. VFV.TO - Sharpe Ratio Comparison

The current FFH.TO Sharpe Ratio is -0.15, which is lower than the VFV.TO Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FFH.TO and VFV.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

FFH.TO vs. VFV.TO - Drawdown Comparison

The maximum FFH.TO drawdown since its inception was -56.23%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for FFH.TO and VFV.TO.

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Drawdown Indicators

FFH.TOVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-56.23%

-27.43%

-28.80%

Max Drawdown (1Y)

Largest decline over 1 year

-18.88%

-8.62%

-10.26%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-19.05%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-18.88%

-22.19%

+3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-56.23%

-27.43%

-28.80%

Current Drawdown

Current decline from peak

-9.16%

-0.75%

-8.41%

Average Drawdown

Average peak-to-trough decline

-11.52%

-3.33%

-8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.93%

2.29%

+6.64%

Volatility

FFH.TO vs. VFV.TO - Volatility Comparison

Fairfax Financial Holdings Limited (FFH.TO) has a higher volatility of 5.16% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.50%. This indicates that FFH.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FFH.TOVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

3.50%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

17.82%

9.48%

+8.34%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

12.09%

+10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.94%

15.04%

+8.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.47%

16.59%

+8.88%

Dividends

FFH.TO vs. VFV.TO - Dividend Comparison

FFH.TO's dividend yield for the trailing twelve months is around 0.88%, more than VFV.TO's 0.84% yield.

PositionTTM20252024202320222021202020192018201720162015
FFH.TO
Fairfax Financial Holdings Limited		0.88%0.83%1.01%1.10%1.56%2.03%3.01%2.18%2.07%1.95%2.24%1.82%
VFV.TO
Vanguard S&P 500 Index ETF		0.84%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.69%1.51%1.65%1.63%

Frequently Asked Questions

FFH.TO and VFV.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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