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VA.TO vs. FRDM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VA.TO vs. FRDM - 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 Freedom 100 Emerging Markets ETF (FRDM). The values are adjusted to include any dividend payments, if applicable.

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VA.TO vs. FRDM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VA.TO
Vanguard FTSE Developed Asia Pacific All Cap Index ETF
11.84%25.82%10.30%12.15%-9.26%0.89%13.71%7.49%
FRDM
Freedom 100 Emerging Markets ETF
8.49%53.88%10.44%20.07%-8.35%5.17%14.93%8.17%
Different Trading Currencies

VA.TO is traded in CAD, while FRDM is traded in USD. To make them comparable, the FRDM values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VA.TO achieves a 11.84% return, which is significantly higher than FRDM's 8.49% return.


VA.TO

1D
2.00%
1M
-4.84%
YTD
11.84%
6M
15.48%
1Y
38.10%
3Y*
18.44%
5Y*
9.26%
10Y*
9.86%

FRDM

1D
0.00%
1M
-8.62%
YTD
8.49%
6M
23.21%
1Y
54.07%
3Y*
27.53%
5Y*
15.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VA.TO vs. FRDM - Expense Ratio Comparison

VA.TO has a 0.22% expense ratio, which is lower than FRDM's 0.49% expense ratio.


Return for Risk

VA.TO vs. FRDM — 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: 8888
Overall Rank
VA.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VA.TO Sortino Ratio Rank: 8888
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: 8888
Martin Ratio Rank

FRDM
FRDM Risk / Return Rank: 9595
Overall Rank
FRDM Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FRDM Sortino Ratio Rank: 9595
Sortino Ratio Rank
FRDM Omega Ratio Rank: 9595
Omega Ratio Rank
FRDM Calmar Ratio Rank: 9494
Calmar Ratio Rank
FRDM Martin Ratio Rank: 9595
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. FRDM - 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 Freedom 100 Emerging Markets ETF (FRDM). 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.


VA.TOFRDMDifference

Sharpe ratio

Return per unit of total volatility

1.91

2.41

-0.50

Sortino ratio

Return per unit of downside risk

2.48

2.98

-0.49

Omega ratio

Gain probability vs. loss probability

1.38

1.44

-0.06

Calmar ratio

Return relative to maximum drawdown

3.09

3.54

-0.45

Martin ratio

Return relative to average drawdown

11.56

13.15

-1.59

VA.TO vs. FRDM - Sharpe Ratio Comparison

The current VA.TO Sharpe Ratio is 1.91, which is comparable to the FRDM Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of VA.TO and FRDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VA.TOFRDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

2.41

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.89

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.79

-0.18

Correlation

The correlation between VA.TO and FRDM is 0.62, 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.


Dividends

VA.TO vs. FRDM - Dividend Comparison

VA.TO's dividend yield for the trailing twelve months is around 1.94%, less than FRDM's 2.00% yield.


TTM20252024202320222021202020192018201720162015
VA.TO
Vanguard FTSE Developed Asia Pacific All Cap Index ETF
1.94%2.17%2.31%2.57%3.09%2.35%2.14%2.53%2.84%1.71%1.62%1.88%
FRDM
Freedom 100 Emerging Markets ETF
2.00%2.26%2.53%2.66%2.72%2.17%1.11%1.07%0.00%0.00%0.00%0.00%

Drawdowns

VA.TO vs. FRDM - Drawdown Comparison

The maximum VA.TO drawdown since its inception was -25.81%, smaller than the maximum FRDM drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for VA.TO and FRDM.


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Drawdown Indicators


VA.TOFRDMDifference

Max Drawdown

Largest peak-to-trough decline

-25.81%

-40.49%

+14.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-16.87%

+4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-24.74%

-29.25%

+4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-25.81%

Current Drawdown

Current decline from peak

-6.63%

-11.24%

+4.61%

Average Drawdown

Average peak-to-trough decline

-5.59%

-7.21%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

4.10%

-0.87%

Volatility

VA.TO vs. FRDM - Volatility Comparison

The current volatility for Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO) is 10.00%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 11.29%. This indicates that VA.TO experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VA.TOFRDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

11.29%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

14.87%

17.83%

-2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

20.05%

22.57%

-2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.27%

17.33%

-3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.94%

19.45%

-4.51%