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SDAY.NEO vs. VTV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SDAY.NEO vs. VTV

Last updated Apr 4, 2026

Compare and contrast key facts about Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO) and Vanguard Value ETF (VTV).

SDAY.NEO and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDAY.NEO is an actively managed fund by Hamilton Capital. It was launched on Jul 14, 2025. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.

Performance

SDAY.NEO vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

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SDAY.NEO vs. VTV - Yearly Performance Comparison

2026 (YTD)2025
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF		5.02%5.49%
VTV
Vanguard Value ETF		5.20%9.58%
Different Trading Currencies

SDAY.NEO is traded in CAD, while VTV is traded in USD. To make them comparable, the VTV values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SDAY.NEO having a 5.02% return and VTV slightly higher at 5.20%.

SDAY.NEO

1D
-0.21%
1M
-1.81%
YTD
5.02%
6M
3.75%
1Y
—
3Y*
—
5Y*
—
10Y*
—

VTV

1D
0.49%
1M
-1.42%
YTD
5.20%
6M
5.97%
1Y
19.09%
3Y*
16.29%
5Y*
13.28%
10Y*
12.59%
*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.

Hamilton Enhanced U.S. Equity DayMAX™ ETF

Vanguard Value ETF

Often compared with SDAY.NEO:
SDAY.NEO vs. QDAY.NEOSDAY.NEO vs. USCL.TOSDAY.NEO vs. CDAY.NEOSDAY.NEO vs. HYLD.TOSDAY.NEO vs. SCHDSDAY.NEO vs. HMAX.TOSDAY.NEO vs. QQQ
Often compared with VTV:
VTV vs. SCHDVTV vs. VOOVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG

SDAY.NEO vs. VTV - Expense Ratio Comparison

SDAY.NEO has a 0.85% expense ratio, which is higher than VTV's 0.04% expense ratio.

SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF
VTV
Vanguard Value ETF

Return for Risk

SDAY.NEO vs. VTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDAY.NEO
VTV
VTV Risk / Return Rank: 5454
Overall Rank
VTV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 5757
Sortino Ratio Rank
VTV Omega Ratio Rank: 6060
Omega Ratio Rank
VTV Calmar Ratio Rank: 4444
Calmar Ratio Rank
VTV Martin Ratio Rank: 5454
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.

SDAY.NEO vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO) and Vanguard Value ETF (VTV). 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.

SDAY.NEO vs. VTV - Sharpe Ratio Comparison

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Sharpe Ratios by Period

SDAY.NEOVTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.92

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.11

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.84

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.97

+0.33

Correlation

The correlation between SDAY.NEO and VTV is 0.82, 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.

Dividends

SDAY.NEO vs. VTV - Dividend Comparison

SDAY.NEO's dividend yield for the trailing twelve months is around 11.53%, more than VTV's 2.02% yield.

TTM20252024202320222021202020192018201720162015
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF		11.53%8.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTV
Vanguard Value ETF		2.02%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Drawdowns

SDAY.NEO vs. VTV - Drawdown Comparison

The maximum SDAY.NEO drawdown since its inception was -8.27%, smaller than the maximum VTV drawdown of -30.85%. Use the drawdown chart below to compare losses from any high point for SDAY.NEO and VTV.

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Drawdown Indicators

SDAY.NEOVTVDifference

Max Drawdown

Largest peak-to-trough decline

-8.27%

-59.27%

+51.00%

Max Drawdown (1Y)

Largest decline over 1 year

—

-6.35%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-17.04%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.78%

—

Current Drawdown

Current decline from peak

-3.93%

-4.43%

+0.50%

Average Drawdown

Average peak-to-trough decline

-1.64%

-7.92%

+6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.53%

—

Volatility

SDAY.NEO vs. VTV - Volatility Comparison

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Volatility by Period

SDAY.NEOVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.89%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

8.07%

—

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

14.80%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.92%

11.97%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.92%

14.97%

-3.05%