MSFT vs. VUN.TO

Last updated Jun 13, 2026

MSFT (Microsoft Corporation) is a stock, while VUN.TO (Vanguard U.S. Total Market Index ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, MSFT returned 24.39%/yr vs 14.58%/yr for VUN.TO. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

MSFT vs. VUN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and Vanguard U.S. Total Market Index ETF (VUN.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MSFT is traded in USD, while VUN.TO is traded in CAD. To make them comparable, the VUN.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than VUN.TO's 9.30% return. Over the past 10 years, MSFT has outperformed VUN.TO with an annualized return of 24.39%, while VUN.TO has yielded a comparatively lower 14.58% annualized return.

MSFT

• 1D: 0.10%
• 1M: -7.19%
• YTD: -18.85%
• 6M: -17.98%
• 1Y: -17.07%
• 3Y*: 6.16%
• 5Y*: 9.56%
• 10Y*: 24.39%

VUN.TO

• 1D: 0.47%
• 1M: -0.33%
• YTD: 9.30%
• 6M: 9.67%
• 1Y: 26.16%
• 3Y*: 20.37%
• 5Y*: 11.71%
• 10Y*: 14.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. VUN.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MSFT Microsoft Corporation	-18.85%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	40.73%
VUN.TO Vanguard U.S. Total Market Index ETF	9.30%	16.76%	23.32%	26.00%	-19.31%	24.60%	21.10%	29.32%	-5.59%	21.22%

Correlation

The correlation between MSFT and VUN.TO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (10Y) Calculated over the trailing 10-year period	0.56
Correlation (All Time) Calculated using the full available price history since Aug 12, 2013	0.53

The correlation between MSFT and VUN.TO shifts across timeframes, from 0.38 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

MSFT vs. VUN.TO — Risk / Return Rank

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

MSFT

MSFT Risk / Return Rank: 17
MSFT Sharpe Ratio Rank: 13
MSFT Sortino Ratio Rank: 15
MSFT Omega Ratio Rank: 14
MSFT Calmar Ratio Rank: 24
MSFT Martin Ratio Rank: 20

VUN.TO

VUN.TO Risk / Return Rank: 79
VUN.TO Sharpe Ratio Rank: 82
VUN.TO Sortino Ratio Rank: 81
VUN.TO Omega Ratio Rank: 81
VUN.TO Calmar Ratio Rank: 74
VUN.TO Martin Ratio Rank: 75

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.

MSFT vs. VUN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Vanguard U.S. Total Market Index ETF (VUN.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.

	MSFT	VUN.TO	Difference
Sharpe ratio: Return per unit of total volatility	-0.70	1.91	-2.62
Sortino ratio: Return per unit of downside risk	-0.84	2.62	-3.46
Omega ratio: Gain probability vs. loss probability	0.89	1.35	-0.46
Calmar ratio: Return relative to maximum drawdown	-0.53	2.88	-3.40
Martin ratio: Return relative to average drawdown	-1.08	12.50	-13.58

MSFT vs. VUN.TO - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.70, which is lower than the VUN.TO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of MSFT and VUN.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.

Drawdowns

MSFT vs. VUN.TO - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, which is greater than VUN.TO's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for MSFT and VUN.TO.

Drawdown Indicators

	MSFT	VUN.TO	Difference
Max Drawdown Largest peak-to-trough decline	-69.38%	-34.31%	-35.07%
Max Drawdown (1Y) Largest decline over 1 year	-33.91%	-8.78%	-25.13%
Max Drawdown (3Y) Largest decline over 3 years	-33.91%	-19.64%	-14.27%
Max Drawdown (5Y) Largest decline over 5 years	-37.15%	-25.40%	-11.75%
Max Drawdown (10Y) Largest decline over 10 years	-37.15%	-34.31%	-2.84%
Current Drawdown Current decline from peak	-27.46%	-2.22%	-25.24%
Average Drawdown Average peak-to-trough decline	-21.78%	-4.44%	-17.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.48%	2.02%	+14.46%

Volatility

MSFT vs. VUN.TO - Volatility Comparison

Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to Vanguard U.S. Total Market Index ETF (VUN.TO) at 4.43%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than VUN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSFT	VUN.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.52%	4.43%	+6.09%
Volatility (6M) Calculated over the trailing 6-month period	22.31%	9.92%	+12.39%
Volatility (1Y) Calculated over the trailing 1-year period	25.42%	13.21%	+12.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.66%	16.60%	+10.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.06%	17.88%	+9.18%

Dividends

MSFT vs. VUN.TO - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.91%, more than VUN.TO's 0.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSFT Microsoft Corporation	0.91%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
VUN.TO Vanguard U.S. Total Market Index ETF	0.75%	0.84%	0.93%	1.10%	1.21%	0.97%	1.15%	1.45%	1.52%	1.39%	1.50%	1.49%

Frequently Asked Questions

Can I hold both MSFT and VUN.TO in my portfolio?

MSFT and VUN.TO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.