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PAYG.TO vs. VEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PAYG.TO vs. VEQT.TO

Last updated Jun 4, 2026

PAYG.TO (Brompton Global Equity HighPay ETF) and VEQT.TO (Vanguard All-Equity ETF Portfolio) are both exchange-traded funds - PAYG.TO is a Global Equity Income fund actively managed by Brompton, while VEQT.TO is a Global Equities fund actively managed by Vanguard. Both are actively managed. Their correlation of 0.82 suggests significant overlap in exposure.

Performance

PAYG.TO vs. VEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Global Equity HighPay ETF (PAYG.TO) and Vanguard All-Equity ETF Portfolio (VEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

PAYG.TO

1D
-0.94%
1M
4.25%
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

VEQT.TO

1D
-0.54%
1M
6.10%
YTD
12.75%
6M
12.66%
1Y
31.65%
3Y*
22.37%
5Y*
14.01%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAYG.TO vs. VEQT.TO - Yearly Performance Comparison

2026 (YTD)
PAYG.TO
Brompton Global Equity HighPay ETF		18.04%
VEQT.TO
Vanguard All-Equity ETF Portfolio		12.04%

Correlation

The correlation between PAYG.TO and VEQT.TO is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 1, 2026

0.82

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Brompton Global Equity HighPay ETF

Vanguard All-Equity ETF Portfolio

Often compared with PAYG.TO:
PAYG.TO vs. EASY.TOPAYG.TO vs. HHIS.TOPAYG.TO vs. KNGG.TOPAYG.TO vs. USCL.TOPAYG.TO vs. BGIE.TOPAYG.TO vs. QQQY.TOPAYG.TO vs. KNGC.TO
Often compared with VEQT.TO:
VEQT.TO vs. XEQT.TOVEQT.TO vs. VFV.TOVEQT.TO vs. VGRO.TOVEQT.TO vs. VOOVEQT.TO vs. ZEQT.TOVEQT.TO vs. SPYVEQT.TO vs. VBAL.TO

Return for Risk

PAYG.TO vs. VEQT.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PAYG.TO
VEQT.TO
VEQT.TO Risk / Return Rank: 8181
Overall Rank
VEQT.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VEQT.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
VEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
VEQT.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
VEQT.TO Martin Ratio Rank: 8383
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.

PAYG.TO vs. VEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Equity HighPay ETF (PAYG.TO) and Vanguard All-Equity ETF Portfolio (VEQT.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PAYG.TO vs. VEQT.TO - Sharpe Ratio Comparison

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Sharpe Ratios by Period

PAYG.TOVEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.74

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.09

—

Sharpe Ratio (All Time)

Calculated using the full available price history

6.88

0.91

+5.97

Drawdowns

PAYG.TO vs. VEQT.TO - Drawdown Comparison

The maximum PAYG.TO drawdown since its inception was -3.03%, smaller than the maximum VEQT.TO drawdown of -30.45%. Use the drawdown chart below to compare losses from any high point for PAYG.TO and VEQT.TO.

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Drawdown Indicators

PAYG.TOVEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-3.03%

-30.45%

+27.42%

Max Drawdown (1Y)

Largest decline over 1 year

—

-8.05%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-15.46%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-18.32%

—

Current Drawdown

Current decline from peak

-2.32%

-0.54%

-1.78%

Average Drawdown

Average peak-to-trough decline

-0.93%

-3.71%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

1.83%

—

Volatility

PAYG.TO vs. VEQT.TO - Volatility Comparison

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Volatility by Period

PAYG.TOVEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.68%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

9.37%

—

Volatility (1Y)

Calculated over the trailing 1-year period

24.17%

11.61%

+12.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.17%

12.90%

+11.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

15.77%

+8.40%

Dividends

PAYG.TO vs. VEQT.TO - Dividend Comparison

PAYG.TO's dividend yield for the trailing twelve months is around 2.91%, more than VEQT.TO's 1.26% yield.

PositionTTM2025202420232022202120202019
PAYG.TO
Brompton Global Equity HighPay ETF		2.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEQT.TO
Vanguard All-Equity ETF Portfolio		1.26%1.42%1.58%1.88%2.09%1.40%1.48%1.42%

Frequently Asked Questions

PAYG.TO and VEQT.TO have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAYG.TO is categorized as Global Equity Income, while VEQT.TO is Global Equities. They also come from different issuers: Brompton and Vanguard.

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