GRT-UN.TO vs. VXC.TO
Compare and contrast key facts about Granite Real Estate Investment Trust (GRT-UN.TO) and Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO).
VXC.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex Canada China A Inclusion Index. It was launched on Jun 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GRT-UN.TO or VXC.TO.
Key characteristics
| GRT-UN.TO | VXC.TO | |
|---|---|---|
| YTD Return | 0.12% | 20.97% |
| 1Y Return | 12.92% | 28.86% |
| 3Y Return (Ann) | -6.57% | 8.28% |
| 5Y Return (Ann) | 5.80% | 11.64% |
| 10Y Return (Ann) | 10.19% | 11.13% |
| Sharpe Ratio | 0.77 | 3.04 |
| Sortino Ratio | 1.27 | 4.18 |
| Omega Ratio | 1.15 | 1.56 |
| Calmar Ratio | 0.45 | 4.12 |
| Martin Ratio | 2.20 | 20.59 |
| Ulcer Index | 7.39% | 1.45% |
| Daily Std Dev | 20.99% | 9.81% |
| Max Drawdown | -87.72% | -27.28% |
| Current Drawdown | -23.30% | -1.96% |
Correlation
The correlation between GRT-UN.TO and VXC.TO is 0.45, 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
GRT-UN.TO vs. VXC.TO - Performance Comparison
In the year-to-date period, GRT-UN.TO achieves a 0.12% return, which is significantly lower than VXC.TO's 20.97% return. Over the past 10 years, GRT-UN.TO has underperformed VXC.TO with an annualized return of 10.19%, while VXC.TO has yielded a comparatively higher 11.13% annualized return. 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
GRT-UN.TO vs. VXC.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Granite Real Estate Investment Trust (GRT-UN.TO) and Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.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
GRT-UN.TO vs. VXC.TO - Dividend Comparison
GRT-UN.TO's dividend yield for the trailing twelve months is around 2.65%, more than VXC.TO's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRT-UN.TO Granite Real Estate Investment Trust | 2.65% | 2.59% | 3.75% | 2.28% | 2.97% | 3.20% | 4.14% | 4.53% | 4.47% | 5.20% | 5.25% | 5.72% |
VXC.TO Vanguard FTSE Global All Cap ex Canada Index ETF | 1.45% | 1.69% | 1.82% | 1.49% | 1.46% | 1.80% | 1.94% | 1.68% | 1.86% | 1.83% | 0.84% | 0.00% |
Drawdowns
GRT-UN.TO vs. VXC.TO - Drawdown Comparison
The maximum GRT-UN.TO drawdown since its inception was -87.72%, which is greater than VXC.TO's maximum drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for GRT-UN.TO and VXC.TO. For additional features, visit the drawdowns tool.
Volatility
GRT-UN.TO vs. VXC.TO - Volatility Comparison
Granite Real Estate Investment Trust (GRT-UN.TO) has a higher volatility of 6.22% compared to Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO) at 2.51%. This indicates that GRT-UN.TO's price experiences larger fluctuations and is considered to be riskier than VXC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.