TRI vs. VFV.TO
Compare and contrast key facts about Thomson Reuters Corp (TRI) 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: TRI or VFV.TO.
Key characteristics
| TRI | VFV.TO | |
|---|---|---|
| YTD Return | 16.79% | 33.13% |
| 1Y Return | 28.91% | 38.56% |
| 3Y Return (Ann) | 15.41% | 13.85% |
| 5Y Return (Ann) | 22.44% | 16.82% |
| 10Y Return (Ann) | 19.32% | 15.53% |
| Sharpe Ratio | 1.71 | 3.47 |
| Sortino Ratio | 2.72 | 4.81 |
| Omega Ratio | 1.33 | 1.66 |
| Calmar Ratio | 2.59 | 5.06 |
| Martin Ratio | 7.80 | 24.64 |
| Ulcer Index | 3.97% | 1.56% |
| Daily Std Dev | 18.10% | 11.11% |
| Max Drawdown | -56.40% | -27.43% |
| Current Drawdown | -3.49% | -0.21% |
Correlation
The correlation between TRI and VFV.TO is 0.55, 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.
Performance
TRI vs. VFV.TO - Performance Comparison
In the year-to-date period, TRI achieves a 16.79% return, which is significantly lower than VFV.TO's 33.13% return. Over the past 10 years, TRI has outperformed VFV.TO with an annualized return of 19.32%, while VFV.TO has yielded a comparatively lower 15.53% annualized 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
TRI vs. VFV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thomson Reuters Corp (TRI) 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
TRI vs. VFV.TO - Dividend Comparison
TRI's dividend yield for the trailing twelve months is around 1.24%, more than VFV.TO's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRI Thomson Reuters Corp | 1.24% | 4.68% | 1.62% | 1.41% | 1.93% | 2.09% | 2.30% | 3.29% | 3.23% | 3.68% | 3.40% | 3.57% |
VFV.TO Vanguard S&P 500 Index ETF | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
Drawdowns
TRI vs. VFV.TO - Drawdown Comparison
The maximum TRI drawdown since its inception was -56.40%, 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 TRI and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
TRI vs. VFV.TO - Volatility Comparison
Thomson Reuters Corp (TRI) has a higher volatility of 5.78% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.79%. This indicates that TRI'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.