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FSV vs. VFV.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSV and VFV.TO is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

FSV vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FirstService Corporation (FSV) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
15.27%
5.64%
FSV
VFV.TO

Key characteristics

Sharpe Ratio

FSV:

0.57

VFV.TO:

3.05

Sortino Ratio

FSV:

0.99

VFV.TO:

4.19

Omega Ratio

FSV:

1.11

VFV.TO:

1.57

Calmar Ratio

FSV:

0.38

VFV.TO:

4.63

Martin Ratio

FSV:

1.61

VFV.TO:

21.96

Ulcer Index

FSV:

6.71%

VFV.TO:

1.61%

Daily Std Dev

FSV:

19.08%

VFV.TO:

11.56%

Max Drawdown

FSV:

-47.45%

VFV.TO:

-27.43%

Current Drawdown

FSV:

-10.45%

VFV.TO:

-1.90%

Returns By Period

In the year-to-date period, FSV achieves a -1.95% return, which is significantly lower than VFV.TO's 0.62% return.


FSV

YTD

-1.95%

1M

-7.35%

6M

15.27%

1Y

11.15%

5Y*

13.42%

10Y*

N/A

VFV.TO

YTD

0.62%

1M

-0.75%

6M

11.48%

1Y

35.01%

5Y*

16.36%

10Y*

15.12%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FSV vs. VFV.TO — Risk-Adjusted Performance Rank

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

FSV
The Risk-Adjusted Performance Rank of FSV is 6363
Overall Rank
The Sharpe Ratio Rank of FSV is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FSV is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FSV is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FSV is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FSV is 6565
Martin Ratio Rank

VFV.TO
The Risk-Adjusted Performance Rank of VFV.TO is 9696
Overall Rank
The Sharpe Ratio Rank of VFV.TO is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of VFV.TO is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VFV.TO is 9595
Omega Ratio Rank
The Calmar Ratio Rank of VFV.TO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VFV.TO is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSV vs. VFV.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FirstService Corporation (FSV) 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.


Sharpe ratio
The chart of Sharpe ratio for FSV, currently valued at 0.52, compared to the broader market-4.00-2.000.002.000.522.00
The chart of Sortino ratio for FSV, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.922.72
The chart of Omega ratio for FSV, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.37
The chart of Calmar ratio for FSV, currently valued at 0.34, compared to the broader market0.002.004.006.000.343.01
The chart of Martin ratio for FSV, currently valued at 1.45, compared to the broader market-10.000.0010.0020.001.4512.95
FSV
VFV.TO

The current FSV Sharpe Ratio is 0.57, which is lower than the VFV.TO Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of FSV and VFV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.52
2.00
FSV
VFV.TO

Dividends

FSV vs. VFV.TO - Dividend Comparison

FSV's dividend yield for the trailing twelve months is around 0.56%, less than VFV.TO's 0.98% yield.


TTM20242023202220212020201920182017201620152014
FSV
FirstService Corporation
0.56%0.55%0.56%0.66%0.37%0.48%0.64%0.79%0.70%0.93%0.74%0.00%
VFV.TO
Vanguard S&P 500 Index ETF
0.98%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%

Drawdowns

FSV vs. VFV.TO - Drawdown Comparison

The maximum FSV drawdown since its inception was -47.45%, 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 FSV and VFV.TO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.45%
-2.66%
FSV
VFV.TO

Volatility

FSV vs. VFV.TO - Volatility Comparison

The current volatility for FirstService Corporation (FSV) is 4.08%, while Vanguard S&P 500 Index ETF (VFV.TO) has a volatility of 4.50%. This indicates that FSV experiences smaller price fluctuations and is considered to be less risky than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.08%
4.50%
FSV
VFV.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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