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LIRAX vs. VFV.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LIRAX and VFV.TO is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

LIRAX vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Index Retirement Fund Investor A Shares (LIRAX) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.25%
7.86%
LIRAX
VFV.TO

Key characteristics

Sharpe Ratio

LIRAX:

1.28

VFV.TO:

3.01

Sortino Ratio

LIRAX:

1.80

VFV.TO:

4.15

Omega Ratio

LIRAX:

1.23

VFV.TO:

1.57

Calmar Ratio

LIRAX:

0.90

VFV.TO:

4.50

Martin Ratio

LIRAX:

6.83

VFV.TO:

21.86

Ulcer Index

LIRAX:

1.17%

VFV.TO:

1.57%

Daily Std Dev

LIRAX:

6.24%

VFV.TO:

11.36%

Max Drawdown

LIRAX:

-21.24%

VFV.TO:

-27.43%

Current Drawdown

LIRAX:

-2.59%

VFV.TO:

-2.48%

Returns By Period

In the year-to-date period, LIRAX achieves a 7.00% return, which is significantly lower than VFV.TO's 34.97% return. Over the past 10 years, LIRAX has underperformed VFV.TO with an annualized return of 3.99%, while VFV.TO has yielded a comparatively higher 15.08% annualized return.


LIRAX

YTD

7.00%

1M

-0.43%

6M

3.25%

1Y

7.52%

5Y*

3.40%

10Y*

3.99%

VFV.TO

YTD

34.97%

1M

2.34%

6M

13.33%

1Y

35.98%

5Y*

16.31%

10Y*

15.08%

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LIRAX vs. VFV.TO - Expense Ratio Comparison

LIRAX has a 0.44% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.


LIRAX
BlackRock LifePath Index Retirement Fund Investor A Shares
Expense ratio chart for LIRAX: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%
Expense ratio chart for VFV.TO: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

LIRAX vs. VFV.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index Retirement Fund Investor A Shares (LIRAX) 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.


Sharpe ratio
The chart of Sharpe ratio for LIRAX, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.001.091.98
The chart of Sortino ratio for LIRAX, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.532.70
The chart of Omega ratio for LIRAX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.37
The chart of Calmar ratio for LIRAX, currently valued at 0.76, compared to the broader market0.002.004.006.008.0010.0012.0014.000.762.92
The chart of Martin ratio for LIRAX, currently valued at 5.88, compared to the broader market0.0020.0040.0060.005.8812.89
LIRAX
VFV.TO

The current LIRAX Sharpe Ratio is 1.28, which is lower than the VFV.TO Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of LIRAX and VFV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.09
1.98
LIRAX
VFV.TO

Dividends

LIRAX vs. VFV.TO - Dividend Comparison

LIRAX's dividend yield for the trailing twelve months is around 2.55%, more than VFV.TO's 0.97% yield.


TTM20232022202120202019201820172016201520142013
LIRAX
BlackRock LifePath Index Retirement Fund Investor A Shares
2.55%2.37%2.26%1.87%1.69%2.12%2.11%1.77%1.75%1.68%1.59%1.50%
VFV.TO
Vanguard S&P 500 Index ETF
0.97%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%1.42%

Drawdowns

LIRAX vs. VFV.TO - Drawdown Comparison

The maximum LIRAX drawdown since its inception was -21.24%, smaller than the maximum VFV.TO drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for LIRAX and VFV.TO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.59%
-3.60%
LIRAX
VFV.TO

Volatility

LIRAX vs. VFV.TO - Volatility Comparison

The current volatility for BlackRock LifePath Index Retirement Fund Investor A Shares (LIRAX) is 2.10%, while Vanguard S&P 500 Index ETF (VFV.TO) has a volatility of 3.53%. This indicates that LIRAX experiences smaller price fluctuations and is considered to be less risky than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.10%
3.53%
LIRAX
VFV.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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