GFL vs. VFV.TO
Compare and contrast key facts about GFL Environmental Inc. (GFL) and Vanguard S&P 500 Index ETF (VFV.TO).
VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 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: GFL or VFV.TO.
Performance
GFL vs. VFV.TO - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with GFL having a 31.38% return and VFV.TO slightly higher at 32.05%.
GFL
31.38%
9.14%
42.51%
53.69%
N/A
N/A
VFV.TO
32.05%
2.19%
14.45%
34.45%
16.44%
15.33%
Key characteristics
| GFL | VFV.TO | |
|---|---|---|
| Sharpe Ratio | 1.75 | 3.06 |
| Sortino Ratio | 2.61 | 4.27 |
| Omega Ratio | 1.32 | 1.58 |
| Calmar Ratio | 1.50 | 4.45 |
| Martin Ratio | 8.04 | 21.56 |
| Ulcer Index | 6.36% | 1.57% |
| Daily Std Dev | 29.25% | 11.10% |
| Max Drawdown | -42.59% | -27.43% |
| Current Drawdown | -0.70% | -1.30% |
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Correlation
The correlation between GFL and VFV.TO is 0.43, 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.
Risk-Adjusted Performance
GFL vs. VFV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GFL Environmental Inc. (GFL) 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.
Dividends
GFL vs. VFV.TO - Dividend Comparison
GFL's dividend yield for the trailing twelve months is around 0.12%, less than VFV.TO's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFL GFL Environmental Inc. | 0.12% | 0.15% | 0.50% | 0.11% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
Drawdowns
GFL vs. VFV.TO - Drawdown Comparison
The maximum GFL drawdown since its inception was -42.59%, 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 GFL and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
GFL vs. VFV.TO - Volatility Comparison
GFL Environmental Inc. (GFL) has a higher volatility of 8.93% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 4.11%. This indicates that GFL'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.