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HEQT.TO vs. VXC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEQT.TO vs. VXC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Horizons All-Equity Asset Allocation ETF (HEQT.TO) and Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with HEQT.TO having a 13.37% return and VXC.TO slightly lower at 13.02%.


HEQT.TO

1D
0.59%
1M
2.47%
YTD
13.37%
6M
13.85%
1Y
32.15%
3Y*
21.39%
5Y*
12.70%
10Y*

VXC.TO

1D
0.70%
1M
1.97%
YTD
13.02%
6M
13.39%
1Y
30.74%
3Y*
21.19%
5Y*
13.33%
10Y*
13.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEQT.TO vs. VXC.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HEQT.TO
Horizons All-Equity Asset Allocation ETF
13.37%19.82%23.83%22.29%-18.95%22.54%16.34%7.44%
VXC.TO
Vanguard FTSE Global All Cap ex Canada Index ETF
13.02%16.12%26.06%19.20%-13.02%17.21%14.14%5.68%

Correlation

The correlation between HEQT.TO and VXC.TO is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.94

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

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2019

0.83

The correlation between HEQT.TO and VXC.TO shifts across timeframes, from 0.83 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HEQT.TO vs. VXC.TO — Risk / Return Rank

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

HEQT.TO
HEQT.TO Risk / Return Rank: 8484
Overall Rank
HEQT.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
HEQT.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
HEQT.TO Omega Ratio Rank: 8686
Omega Ratio Rank
HEQT.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
HEQT.TO Martin Ratio Rank: 8686
Martin Ratio Rank

VXC.TO
VXC.TO Risk / Return Rank: 8181
Overall Rank
VXC.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VXC.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VXC.TO Omega Ratio Rank: 8383
Omega Ratio Rank
VXC.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
VXC.TO Martin Ratio Rank: 8282
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.

HEQT.TO vs. VXC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizons All-Equity Asset Allocation ETF (HEQT.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.

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.


HEQT.TOVXC.TODifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.45

1.43

+0.03

Calmar ratioReturn relative to maximum drawdown

3.60

3.52

+0.08

Martin ratioReturn relative to average drawdown

15.68

14.04

+1.64

HEQT.TO vs. VXC.TO - Sharpe Ratio Comparison

The current HEQT.TO Sharpe Ratio is 2.43, which is comparable to the VXC.TO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of HEQT.TO and VXC.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

HEQT.TO vs. VXC.TO - Drawdown Comparison

The maximum HEQT.TO drawdown since its inception was -31.82%, 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 HEQT.TO and VXC.TO.


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Drawdown Indicators


HEQT.TOVXC.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.82%

-27.28%

-4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-8.24%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-15.33%

-16.76%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.89%

-21.61%

-3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

Current Drawdown

Current decline from peak

-0.75%

-0.88%

+0.13%

Average Drawdown

Average peak-to-trough decline

-5.17%

-3.89%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.07%

-0.12%

Volatility

HEQT.TO vs. VXC.TO - Volatility Comparison

Horizons All-Equity Asset Allocation ETF (HEQT.TO) and Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO) have volatilities of 4.92% and 4.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEQT.TOVXC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

4.98%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

10.61%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

12.82%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

13.79%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

15.32%

+1.58%

HEQT.TO vs. VXC.TO - Expense Ratio Comparison

HEQT.TO has a 0.20% expense ratio, which is lower than VXC.TO's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HEQT.TO vs. VXC.TO - Dividend Comparison

HEQT.TO's dividend yield for the trailing twelve months is around 1.62%, more than VXC.TO's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
HEQT.TO
Horizons All-Equity Asset Allocation ETF
1.62%1.70%1.67%0.84%0.03%0.02%1.40%0.22%0.00%0.00%0.00%0.00%
VXC.TO
Vanguard FTSE Global All Cap ex Canada Index ETF
1.23%1.39%1.45%1.69%1.82%1.49%1.46%1.81%1.95%1.68%1.86%1.83%

Frequently Asked Questions


With a correlation of 0.95, HEQT.TO and VXC.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, HEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.22% for VXC.TO.

They also come from different issuers: Horizons and Vanguard. Their fees differ too: 0.20% for HEQT.TO and 0.22% for VXC.TO.

Portfolio Optimizer

Find the right allocation for HEQT.TO and VXC.TO

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