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VA.TO vs. CJP.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VA.TO vs. CJP.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VA.TO achieves a 32.28% return, which is significantly higher than CJP.NEO's 21.65% return. Over the past 10 years, VA.TO has underperformed CJP.NEO with an annualized return of 11.43%, while CJP.NEO has yielded a comparatively higher 17.24% annualized return.


VA.TO

1D
2.86%
1M
0.18%
6M
30.57%
YTD
32.28%
1Y
51.98%
3Y*
24.75%
5Y*
13.29%
10Y*
11.43%

CJP.NEO

1D
2.10%
1M
1.98%
6M
20.76%
YTD
21.65%
1Y
51.49%
3Y*
28.99%
5Y*
23.76%
10Y*
17.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VA.TO vs. CJP.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VA.TO
Vanguard FTSE Developed Asia Pacific All Cap Index ETF
32.28%26.08%10.31%12.16%-9.26%0.89%13.72%11.68%-7.50%21.44%
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
21.65%30.67%26.74%35.03%3.67%18.19%0.18%13.12%-17.35%21.33%

Correlation

The correlation between VA.TO and CJP.NEO is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.67

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

0.62

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2014

0.65

The correlation between VA.TO and CJP.NEO has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.

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Return for Risk

VA.TO vs. CJP.NEO — Risk / Return Rank

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

VA.TO
VA.TO Risk / Return Rank: 8787
Overall Rank
VA.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VA.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VA.TO Omega Ratio Rank: 8888
Omega Ratio Rank
VA.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
VA.TO Martin Ratio Rank: 8989
Martin Ratio Rank

CJP.NEO
CJP.NEO Risk / Return Rank: 9292
Overall Rank
CJP.NEO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 9191
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 9292
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 9191
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 9191
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.

VA.TO vs. CJP.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VA.TOCJP.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.44

1.51

-0.07

Calmar ratioReturn relative to maximum drawdown

4.32

4.73

-0.41

Martin ratioReturn relative to average drawdown

15.82

17.45

-1.64

VA.TO vs. CJP.NEO - Sharpe Ratio Comparison

The current VA.TO Sharpe Ratio is 2.36, which is comparable to the CJP.NEO Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of VA.TO and CJP.NEO, 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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Drawdowns

VA.TO vs. CJP.NEO - Drawdown Comparison

The maximum VA.TO drawdown since its inception was -25.81%, smaller than the maximum CJP.NEO drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for VA.TO and CJP.NEO.


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Drawdown Indicators


VA.TOCJP.NEODifference

Max Drawdown

Largest peak-to-trough decline

-25.81%

-38.36%

+12.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-10.99%

-1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-13.99%

-20.86%

+6.87%

Max Drawdown (5Y)

Largest decline over 5 years

-24.73%

-20.86%

-3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-25.81%

-37.75%

+11.94%

Current Drawdown

Current decline from peak

-3.77%

-0.35%

-3.42%

Average Drawdown

Average peak-to-trough decline

-5.52%

-11.12%

+5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.97%

+0.33%

Volatility

VA.TO vs. CJP.NEO - Volatility Comparison

Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO) has a higher volatility of 12.10% compared to iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) at 7.36%. This indicates that VA.TO's price experiences larger fluctuations and is considered to be riskier than CJP.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VA.TOCJP.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.10%

7.36%

+4.74%

Volatility (6M)

Calculated over the trailing 6-month period

20.06%

14.44%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

18.97%

+3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

18.48%

-2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

19.37%

-3.86%

VA.TO vs. CJP.NEO - Expense Ratio Comparison

VA.TO has a 0.22% expense ratio, which is lower than CJP.NEO's 0.71% expense ratio.


Dividends

VA.TO vs. CJP.NEO - Dividend Comparison

VA.TO's dividend yield for the trailing twelve months is around 1.67%, more than CJP.NEO's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
1.15%1.48%1.71%1.24%1.96%1.56%1.97%2.42%2.38%1.48%0.97%0.84%
VA.TO
Vanguard FTSE Developed Asia Pacific All Cap Index ETF
1.67%2.17%2.31%2.57%3.10%2.35%2.14%2.55%2.89%1.71%1.63%1.93%

Frequently Asked Questions


VA.TO and CJP.NEO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VA.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VA.TO is cheaper with a 0.22% expense ratio, compared with 0.71% for CJP.NEO.

VA.TO is categorized as Asia Pacific Equities, while CJP.NEO is Japan Equities. VA.TO tracks FTSE Developed Asia Pacific All Cap Index, while CJP.NEO tracks FTSE RAFI Japan Canadian Dollar Hedged Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VA.TO and 0.71% for CJP.NEO.

Portfolio Optimizer

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