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

Correlation

The correlation between RSI.TO and VFV.TO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

RSI.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rogers Sugar Inc. (RSI.TO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
62.67%
390.82%
RSI.TO
VFV.TO

Key characteristics

Sharpe Ratio

RSI.TO:

0.79

VFV.TO:

0.63

Sortino Ratio

RSI.TO:

1.42

VFV.TO:

0.98

Omega Ratio

RSI.TO:

1.17

VFV.TO:

1.15

Calmar Ratio

RSI.TO:

1.00

VFV.TO:

0.62

Martin Ratio

RSI.TO:

2.17

VFV.TO:

2.25

Ulcer Index

RSI.TO:

7.15%

VFV.TO:

5.26%

Daily Std Dev

RSI.TO:

19.68%

VFV.TO:

18.66%

Max Drawdown

RSI.TO:

-42.95%

VFV.TO:

-27.43%

Current Drawdown

RSI.TO:

-8.75%

VFV.TO:

-10.09%

Returns By Period

In the year-to-date period, RSI.TO achieves a -2.33% return, which is significantly higher than VFV.TO's -6.51% return. Over the past 10 years, RSI.TO has underperformed VFV.TO with an annualized return of 9.05%, while VFV.TO has yielded a comparatively higher 13.65% annualized return.


RSI.TO

YTD

-2.33%

1M

7.02%

6M

3.04%

1Y

15.52%

5Y*

10.58%

10Y*

9.05%

VFV.TO

YTD

-6.51%

1M

11.07%

6M

-4.33%

1Y

11.81%

5Y*

15.56%

10Y*

13.65%

*Annualized

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Risk-Adjusted Performance

RSI.TO vs. VFV.TO — Risk-Adjusted Performance Rank

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

RSI.TO
The Risk-Adjusted Performance Rank of RSI.TO is 7777
Overall Rank
The Sharpe Ratio Rank of RSI.TO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of RSI.TO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of RSI.TO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of RSI.TO is 8484
Calmar Ratio Rank
The Martin Ratio Rank of RSI.TO is 7474
Martin Ratio Rank

VFV.TO
The Risk-Adjusted Performance Rank of VFV.TO is 6767
Overall Rank
The Sharpe Ratio Rank of VFV.TO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VFV.TO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VFV.TO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VFV.TO is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VFV.TO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

This table presents a comparison of risk-adjusted performance metrics for Rogers Sugar Inc. (RSI.TO) 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.


The current RSI.TO Sharpe Ratio is 0.79, which is comparable to the VFV.TO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of RSI.TO 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.65
0.53
RSI.TO
VFV.TO

Dividends

RSI.TO vs. VFV.TO - Dividend Comparison

RSI.TO's dividend yield for the trailing twelve months is around 6.38%, more than VFV.TO's 1.10% yield.


TTM20242023202220212020201920182017201620152014
RSI.TO
Rogers Sugar Inc.
6.38%6.13%6.69%6.33%6.05%6.42%7.32%6.62%5.70%5.29%8.49%7.58%
VFV.TO
Vanguard S&P 500 Index ETF
1.10%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%

Drawdowns

RSI.TO vs. VFV.TO - Drawdown Comparison

The maximum RSI.TO drawdown since its inception was -42.95%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for RSI.TO and VFV.TO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.11%
-7.66%
RSI.TO
VFV.TO

Volatility

RSI.TO vs. VFV.TO - Volatility Comparison

The current volatility for Rogers Sugar Inc. (RSI.TO) is 6.20%, while Vanguard S&P 500 Index ETF (VFV.TO) has a volatility of 11.44%. This indicates that RSI.TO 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.20%
11.44%
RSI.TO
VFV.TO