TOI.V vs. VFV.TO
Compare and contrast key facts about Topicus.com Inc. (TOI.V) and Vanguard S&P 500 Index ETF (VFV.TO).
VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOI.V or VFV.TO.
Key characteristics
| TOI.V | VFV.TO | |
|---|---|---|
| YTD Return | 38.50% | 27.59% |
| 1Y Return | 31.62% | 35.77% |
| 3Y Return (Ann) | -3.41% | 12.57% |
| Sharpe Ratio | 1.22 | 3.50 |
| Sortino Ratio | 1.84 | 4.71 |
| Omega Ratio | 1.22 | 1.65 |
| Calmar Ratio | 0.93 | 4.95 |
| Martin Ratio | 5.94 | 24.22 |
| Ulcer Index | 5.90% | 1.56% |
| Daily Std Dev | 28.67% | 10.76% |
| Max Drawdown | -55.36% | -27.43% |
| Current Drawdown | -13.62% | -1.51% |
Correlation
The correlation between TOI.V and VFV.TO is 0.26, 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
TOI.V vs. VFV.TO - Performance Comparison
In the year-to-date period, TOI.V achieves a 38.50% return, which is significantly higher than VFV.TO's 27.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TOI.V vs. VFV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Topicus.com Inc. (TOI.V) 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.
Dividends
TOI.V vs. VFV.TO - Dividend Comparison
TOI.V's dividend yield for the trailing twelve months is around 2.76%, more than VFV.TO's 1.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOI.V Topicus.com Inc. | 2.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 1.03% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
Drawdowns
TOI.V vs. VFV.TO - Drawdown Comparison
The maximum TOI.V drawdown since its inception was -55.36%, 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 TOI.V and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
TOI.V vs. VFV.TO - Volatility Comparison
Topicus.com Inc. (TOI.V) has a higher volatility of 6.82% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.06%. This indicates that TOI.V's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.