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PDC.TO vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PDC.TO vs. VIG

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Canadian Dividend Index ETF (PDC.TO) and Vanguard Dividend Appreciation ETF (VIG).

PDC.TO and VIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PDC.TO is managed by Invesco. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Dec 19, 2013.

Performance

PDC.TO vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco Canadian Dividend Index ETF (PDC.TO) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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PDC.TO vs. VIG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PDC.TO
Invesco Canadian Dividend Index ETF		9.18%21.62%16.14%6.74%-4.34%29.91%-5.70%24.75%-12.03%10.06%
VIG
Vanguard Dividend Appreciation ETF		-0.44%8.93%27.04%11.99%-3.37%22.64%13.48%23.25%6.22%14.44%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, PDC.TO achieves a 9.18% return, which is significantly higher than VIG's -2.37% return. Over the past 10 years, PDC.TO has underperformed VIG with an annualized return of 10.43%, while VIG has yielded a comparatively higher 12.78% annualized return.

PDC.TO

1D
1.12%
1M
-1.10%
YTD
9.18%
6M
10.22%
1Y
30.92%
3Y*
17.13%
5Y*
12.79%
10Y*
10.43%

VIG

1D
0.00%
1M
-5.19%
YTD
-2.37%
6M
-1.58%
1Y
6.81%
3Y*
14.14%
5Y*
11.61%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Invesco Canadian Dividend Index ETF

Vanguard Dividend Appreciation ETF

Often compared with PDC.TO:
PDC.TO vs. XDIV.TOPDC.TO vs. VDY.TOPDC.TO vs. XDV.TOPDC.TO vs. VOOPDC.TO vs. DFNDPDC.TO vs. DWXPDC.TO vs. SOXQ
Often compared with VIG:
VIG vs. SCHDVIG vs. VYMVIG vs. VOOVIG vs. DGROVIG vs. VDIGXVIG vs. VTIVIG vs. VTV

PDC.TO vs. VIG - Expense Ratio Comparison

PDC.TO has a 0.58% expense ratio, which is higher than VIG's 0.04% expense ratio.

PDC.TO
Invesco Canadian Dividend Index ETF
VIG
Vanguard Dividend Appreciation ETF

Return for Risk

PDC.TO vs. VIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PDC.TO
PDC.TO Risk / Return Rank: 9797
Overall Rank
PDC.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PDC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
PDC.TO Omega Ratio Rank: 9898
Omega Ratio Rank
PDC.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
PDC.TO Martin Ratio Rank: 9797
Martin Ratio Rank
VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
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.

PDC.TO vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Canadian Dividend Index ETF (PDC.TO) and Vanguard Dividend Appreciation ETF (VIG). 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.

PDC.TOVIGDifference

Sharpe ratio

Return per unit of total volatility

3.10

0.45

+2.65

Sortino ratio

Return per unit of downside risk

3.72

0.72

+3.00

Omega ratio

Gain probability vs. loss probability

1.68

1.10

+0.57

Calmar ratio

Return relative to maximum drawdown

3.76

0.76

+3.00

Martin ratio

Return relative to average drawdown

19.20

2.81

+16.39

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PDC.TO vs. VIG - Sharpe Ratio Comparison

The current PDC.TO Sharpe Ratio is 3.10, which is higher than the VIG Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of PDC.TO and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

PDC.TOVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

0.45

+2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.93

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.88

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.03

-0.31

Correlation

The correlation between PDC.TO and VIG is 0.41, 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.

Dividends

PDC.TO vs. VIG - Dividend Comparison

PDC.TO's dividend yield for the trailing twelve months is around 3.57%, more than VIG's 1.61% yield.

TTM20252024202320222021202020192018201720162015
PDC.TO
Invesco Canadian Dividend Index ETF		3.57%3.84%4.29%4.56%4.05%3.49%4.85%4.14%4.90%4.05%3.61%4.20%
VIG
Vanguard Dividend Appreciation ETF		1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

PDC.TO vs. VIG - Drawdown Comparison

The maximum PDC.TO drawdown since its inception was -41.94%, which is greater than VIG's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for PDC.TO and VIG.

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Drawdown Indicators

PDC.TOVIGDifference

Max Drawdown

Largest peak-to-trough decline

-41.94%

-46.81%

+4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.43%

-10.83%

+2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-18.24%

-20.39%

+2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

-31.72%

-10.22%

Current Drawdown

Current decline from peak

-1.72%

-6.00%

+4.28%

Average Drawdown

Average peak-to-trough decline

-4.61%

-5.55%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.42%

-0.77%

Volatility

PDC.TO vs. VIG - Volatility Comparison

Invesco Canadian Dividend Index ETF (PDC.TO) and Vanguard Dividend Appreciation ETF (VIG) have volatilities of 3.33% and 3.47%, 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

PDC.TOVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

3.47%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

6.85%

7.97%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.03%

15.13%

-5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

12.55%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

14.64%

+0.64%