FTS.TO vs. VDY.TO
Compare and contrast key facts about Fortis Inc. (FTS.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO).
VDY.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Canada High Dividend Yield Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTS.TO or VDY.TO.
Key characteristics
| FTS.TO | VDY.TO | |
|---|---|---|
| YTD Return | 16.75% | 21.99% |
| 1Y Return | 15.45% | 31.55% |
| 3Y Return (Ann) | 7.39% | 10.24% |
| 5Y Return (Ann) | 7.04% | 12.11% |
| 10Y Return (Ann) | 9.00% | 8.98% |
| Sharpe Ratio | 1.08 | 3.45 |
| Sortino Ratio | 1.65 | 4.79 |
| Omega Ratio | 1.19 | 1.64 |
| Calmar Ratio | 0.94 | 3.16 |
| Martin Ratio | 4.12 | 18.59 |
| Ulcer Index | 3.48% | 1.72% |
| Daily Std Dev | 13.27% | 9.29% |
| Max Drawdown | -41.48% | -39.21% |
| Current Drawdown | -0.71% | 0.00% |
Correlation
The correlation between FTS.TO and VDY.TO is 0.54, 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.
Performance
FTS.TO vs. VDY.TO - Performance Comparison
In the year-to-date period, FTS.TO achieves a 16.75% return, which is significantly lower than VDY.TO's 21.99% return. Both investments have delivered pretty close results over the past 10 years, with FTS.TO having a 9.00% annualized return and VDY.TO not far behind at 8.98%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FTS.TO vs. VDY.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortis Inc. (FTS.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.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.
Dividends
FTS.TO vs. VDY.TO - Dividend Comparison
FTS.TO's dividend yield for the trailing twelve months is around 3.83%, less than VDY.TO's 4.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTS.TO Fortis Inc. | 3.83% | 4.22% | 4.04% | 3.38% | 3.75% | 3.39% | 3.79% | 3.52% | 3.68% | 3.73% | 3.29% | 4.07% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 4.29% | 4.64% | 4.42% | 3.58% | 4.59% | 4.25% | 4.43% | 3.82% | 3.25% | 4.11% | 3.25% | 2.50% |
Drawdowns
FTS.TO vs. VDY.TO - Drawdown Comparison
The maximum FTS.TO drawdown since its inception was -41.48%, which is greater than VDY.TO's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for FTS.TO and VDY.TO. For additional features, visit the drawdowns tool.
Volatility
FTS.TO vs. VDY.TO - Volatility Comparison
Fortis Inc. (FTS.TO) has a higher volatility of 5.45% compared to Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) at 2.62%. This indicates that FTS.TO's price experiences larger fluctuations and is considered to be riskier than VDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.