IFC.TO vs. XIC.TO
Compare and contrast key facts about Intact Financial Corporation (IFC.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO).
XIC.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Feb 16, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IFC.TO or XIC.TO.
Key characteristics
| IFC.TO | XIC.TO | |
|---|---|---|
| YTD Return | 34.10% | 18.54% |
| 1Y Return | 38.21% | 26.01% |
| 3Y Return (Ann) | 20.30% | 7.18% |
| 5Y Return (Ann) | 17.79% | 10.90% |
| 10Y Return (Ann) | 15.94% | 8.38% |
| Sharpe Ratio | 2.34 | 2.92 |
| Sortino Ratio | 3.57 | 4.14 |
| Omega Ratio | 1.46 | 1.55 |
| Calmar Ratio | 5.23 | 4.43 |
| Martin Ratio | 12.51 | 22.54 |
| Ulcer Index | 3.03% | 1.37% |
| Daily Std Dev | 16.21% | 10.61% |
| Max Drawdown | -53.53% | -48.21% |
| Current Drawdown | -0.63% | -2.20% |
Correlation
The correlation between IFC.TO and XIC.TO is 0.55, 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
IFC.TO vs. XIC.TO - Performance Comparison
In the year-to-date period, IFC.TO achieves a 34.10% return, which is significantly higher than XIC.TO's 18.54% return. Over the past 10 years, IFC.TO has outperformed XIC.TO with an annualized return of 15.94%, while XIC.TO has yielded a comparatively lower 8.38% 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
IFC.TO vs. XIC.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intact Financial Corporation (IFC.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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
IFC.TO vs. XIC.TO - Dividend Comparison
IFC.TO's dividend yield for the trailing twelve months is around 1.76%, less than XIC.TO's 2.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFC.TO Intact Financial Corporation | 1.76% | 2.16% | 2.05% | 2.07% | 2.20% | 2.16% | 2.82% | 2.44% | 2.41% | 2.39% | 2.29% | 2.54% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 2.55% | 2.95% | 3.10% | 2.45% | 3.03% | 3.01% | 3.19% | 2.49% | 2.72% | 3.21% | 2.59% | 2.67% |
Drawdowns
IFC.TO vs. XIC.TO - Drawdown Comparison
The maximum IFC.TO drawdown since its inception was -53.53%, which is greater than XIC.TO's maximum drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for IFC.TO and XIC.TO. For additional features, visit the drawdowns tool.
Volatility
IFC.TO vs. XIC.TO - Volatility Comparison
Intact Financial Corporation (IFC.TO) has a higher volatility of 4.90% compared to iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) at 2.57%. This indicates that IFC.TO's price experiences larger fluctuations and is considered to be riskier than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.