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TIH.TO vs. VEF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TIH.TO vs. VEF.TO

Last updated Jun 4, 2026

TIH.TO (Toromont Industries Ltd.) is a stock, while VEF.TO (Vanguard FTSE Developed All Cap Ex US) is Global Equities fund tracking the Spliced FTSE Developed ex US Index Hedged in CAD. Over the past 10 years, TIH.TO returned 21.31%/yr vs 11.33%/yr for VEF.TO. At a 0.37 correlation, their price movements are largely independent.

Performance

TIH.TO vs. VEF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Toromont Industries Ltd. (TIH.TO) and Vanguard FTSE Developed All Cap Ex US (VEF.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIH.TO achieves a 35.22% return, which is significantly higher than VEF.TO's 16.05% return. Over the past 10 years, TIH.TO has outperformed VEF.TO with an annualized return of 21.31%, while VEF.TO has yielded a comparatively lower 11.33% annualized return.

TIH.TO

1D
0.13%
1M
2.81%
YTD
35.22%
6M
39.52%
1Y
91.57%
3Y*
29.37%
5Y*
17.43%
10Y*
21.31%

VEF.TO

1D
-0.44%
1M
7.02%
YTD
16.05%
6M
18.30%
1Y
33.85%
3Y*
19.04%
5Y*
12.71%
10Y*
11.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIH.TO vs. VEF.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TIH.TO
Toromont Industries Ltd.		35.22%48.42%-0.52%20.67%-13.29%29.90%28.45%32.28%0.04%32.10%
VEF.TO
Vanguard FTSE Developed All Cap Ex US		16.05%24.61%10.91%18.02%-7.54%18.04%2.10%22.61%-11.96%16.90%

Correlation

The correlation between TIH.TO and VEF.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2011

0.37

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Toromont Industries Ltd.

Vanguard FTSE Developed All Cap Ex US

Often compared with TIH.TO:
TIH.TO vs. FTT.TOTIH.TO vs. WJX.TOTIH.TO vs. SPYTIH.TO vs. CP.TOTIH.TO vs. ENB.TOTIH.TO vs. CCL-B.TOTIH.TO vs. NKE
Often compared with VEF.TO:
VEF.TO vs. XEF.TOVEF.TO vs. VDU.TOVEF.TO vs. VEAVEF.TO vs. VFV.TOVEF.TO vs. VXUSVEF.TO vs. XEH.TOVEF.TO vs. VUG

Return for Risk

TIH.TO vs. VEF.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TIH.TO
TIH.TO Risk / Return Rank: 9797
Overall Rank
TIH.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TIH.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
TIH.TO Omega Ratio Rank: 9797
Omega Ratio Rank
TIH.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
TIH.TO Martin Ratio Rank: 9898
Martin Ratio Rank
VEF.TO
VEF.TO Risk / Return Rank: 7676
Overall Rank
VEF.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VEF.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VEF.TO Omega Ratio Rank: 8181
Omega Ratio Rank
VEF.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
VEF.TO Martin Ratio Rank: 7676
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.

TIH.TO vs. VEF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toromont Industries Ltd. (TIH.TO) and Vanguard FTSE Developed All Cap Ex US (VEF.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.

TIH.TOVEF.TODifference
Sharpe ratioReturn per unit of total volatility
3.93
2.59

+1.34

Sortino ratioReturn per unit of downside risk
4.90
3.54

+1.36

Omega ratioGain probability vs. loss probability

1.67

1.50

+0.18

Calmar ratioReturn relative to maximum drawdown

8.44

3.44

+5.01

Martin ratioReturn relative to average drawdown

29.82

14.77

+15.05

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

TIH.TO vs. VEF.TO - Sharpe Ratio Comparison

The current TIH.TO Sharpe Ratio is 3.93, which is higher than the VEF.TO Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of TIH.TO and VEF.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.

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Sharpe Ratios by Period

TIH.TOVEF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.93

2.59

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.95

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.73

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.71

-0.10

Drawdowns

TIH.TO vs. VEF.TO - Drawdown Comparison

The maximum TIH.TO drawdown since its inception was -49.99%, which is greater than VEF.TO's maximum drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for TIH.TO and VEF.TO.

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Drawdown Indicators

TIH.TOVEF.TODifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-33.03%

-16.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-9.89%

-1.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.53%

-13.78%

-4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-16.35%

-5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-25.45%

-33.03%

+7.58%

Current Drawdown

Current decline from peak

-1.53%

-0.44%

-1.09%

Average Drawdown

Average peak-to-trough decline

-10.43%

-4.27%

-6.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.30%

+0.78%

Volatility

TIH.TO vs. VEF.TO - Volatility Comparison

Toromont Industries Ltd. (TIH.TO) has a higher volatility of 7.63% compared to Vanguard FTSE Developed All Cap Ex US (VEF.TO) at 4.94%. This indicates that TIH.TO's price experiences larger fluctuations and is considered to be riskier than VEF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TIH.TOVEF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

4.94%

+2.69%

Volatility (6M)

Calculated over the trailing 6-month period

18.58%

11.06%

+7.52%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

13.11%

+10.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.12%

13.51%

+7.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.84%

15.50%

+7.34%

Dividends

TIH.TO vs. VEF.TO - Dividend Comparison

TIH.TO's dividend yield for the trailing twelve months is around 0.95%, less than VEF.TO's 2.05% yield.

PositionTTM20252024202320222021202020192018201720162015
TIH.TO
Toromont Industries Ltd.		0.95%1.25%1.69%1.48%1.60%1.19%1.39%1.53%1.70%1.38%1.70%2.16%
VEF.TO
Vanguard FTSE Developed All Cap Ex US		2.05%2.61%2.55%2.50%2.21%2.55%1.73%2.41%2.64%2.21%2.31%2.39%

Frequently Asked Questions

TIH.TO and VEF.TO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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