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VALT.TO vs. VFV.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VALT.TO vs. VFV.TO

Last updated Apr 2, 2026

Compare and contrast key facts about CI Gold Bullion Fund (VALT.TO) and Vanguard S&P 500 Index ETF (VFV.TO).

VALT.TO and VFV.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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.

Performance

VALT.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Gold Bullion Fund (VALT.TO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

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VALT.TO vs. VFV.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021
VALT.TO
CI Gold Bullion Fund		10.27%60.46%25.58%12.35%0.92%-3.19%
VFV.TO
Vanguard S&P 500 Index ETF		-2.62%12.18%35.23%23.23%-12.58%26.04%

Returns By Period

In the year-to-date period, VALT.TO achieves a 10.27% return, which is significantly higher than VFV.TO's -2.62% return.

VALT.TO

1D
1.72%
1M
-10.87%
YTD
10.27%
6M
22.00%
1Y
49.49%
3Y*
32.22%
5Y*
21.15%
10Y*
—

VFV.TO

1D
0.52%
1M
-2.92%
YTD
-2.62%
6M
-1.97%
1Y
14.39%
3Y*
19.32%
5Y*
13.90%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CI Gold Bullion Fund

Vanguard S&P 500 Index ETF

Often compared with VALT.TO:
VALT.TO vs. KILO.TOVALT.TO vs. CGL.TOVALT.TO vs. ZGLD.TOVALT.TO vs. HUG.TOVALT.TO vs. CGL-C.TOVALT.TO vs. FBTCVALT.TO vs. ZLB.TO
Often compared with VFV.TO:
VFV.TO vs. XEQT.TOVFV.TO vs. VEQT.TOVFV.TO vs. VOOVFV.TO vs. VSP.TOVFV.TO vs. QQC.TOVFV.TO vs. VCN.TOVFV.TO vs. XQQ.TO

VALT.TO vs. VFV.TO - Expense Ratio Comparison

VFV.TO
Vanguard S&P 500 Index ETF

Return for Risk

VALT.TO vs. VFV.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VALT.TO
VALT.TO Risk / Return Rank: 8282
Overall Rank
VALT.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VALT.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
VALT.TO Omega Ratio Rank: 8080
Omega Ratio Rank
VALT.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
VALT.TO Martin Ratio Rank: 7979
Martin Ratio Rank
VFV.TO
VFV.TO Risk / Return Rank: 4343
Overall Rank
VFV.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 4646
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 4444
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.

VALT.TO vs. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Gold Bullion Fund (VALT.TO) 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.

VALT.TOVFV.TODifference

Sharpe ratio

Return per unit of total volatility

1.77

0.79

+0.98

Sortino ratio

Return per unit of downside risk

2.21

1.19

+1.02

Omega ratio

Gain probability vs. loss probability

1.32

1.19

+0.13

Calmar ratio

Return relative to maximum drawdown

2.53

1.14

+1.39

Martin ratio

Return relative to average drawdown

9.17

4.30

+4.87

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

VALT.TO vs. VFV.TO - Sharpe Ratio Comparison

The current VALT.TO Sharpe Ratio is 1.77, which is higher than the VFV.TO Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VALT.TO and VFV.TO, 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

VALT.TOVFV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.79

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

0.94

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.88

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.07

-0.02

Correlation

The correlation between VALT.TO and VFV.TO is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

VALT.TO vs. VFV.TO - Dividend Comparison

VALT.TO has not paid dividends to shareholders, while VFV.TO's dividend yield for the trailing twelve months is around 0.96%.

TTM20252024202320222021202020192018201720162015
VALT.TO
CI Gold Bullion Fund		0.00%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		0.96%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%

Drawdowns

VALT.TO vs. VFV.TO - Drawdown Comparison

The maximum VALT.TO drawdown since its inception was -20.96%, smaller than the maximum VFV.TO drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for VALT.TO and VFV.TO.

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Drawdown Indicators

VALT.TOVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

-27.43%

+6.47%

Max Drawdown (1Y)

Largest decline over 1 year

-19.47%

-12.52%

-6.95%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

-22.19%

+1.23%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.43%

—

Current Drawdown

Current decline from peak

-12.03%

-5.61%

-6.42%

Average Drawdown

Average peak-to-trough decline

-5.50%

-3.39%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

3.31%

+2.06%

Volatility

VALT.TO vs. VFV.TO - Volatility Comparison

CI Gold Bullion Fund (VALT.TO) has a higher volatility of 10.56% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 5.11%. This indicates that VALT.TO'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.

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Volatility by Period

VALT.TOVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.56%

5.11%

+5.45%

Volatility (6M)

Calculated over the trailing 6-month period

24.26%

9.28%

+14.98%

Volatility (1Y)

Calculated over the trailing 1-year period

28.09%

18.26%

+9.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

14.91%

+2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

16.57%

+1.20%