VBAL.TO vs. MSFT
Compare and contrast key facts about Vanguard Balanced ETF Portfolio (VBAL.TO) and Microsoft Corporation (MSFT).
VBAL.TO is an actively managed fund by Vanguard. It was launched on Jan 25, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBAL.TO or MSFT.
Key characteristics
| VBAL.TO | MSFT | |
|---|---|---|
| YTD Return | 14.98% | 13.69% |
| 1Y Return | 19.77% | 15.70% |
| 3Y Return (Ann) | 4.73% | 9.03% |
| 5Y Return (Ann) | 7.08% | 24.40% |
| Sharpe Ratio | 3.37 | 0.86 |
| Sortino Ratio | 4.98 | 1.21 |
| Omega Ratio | 1.66 | 1.16 |
| Calmar Ratio | 4.40 | 1.09 |
| Martin Ratio | 27.38 | 2.65 |
| Ulcer Index | 0.78% | 6.34% |
| Daily Std Dev | 6.35% | 19.58% |
| Max Drawdown | -21.19% | -69.41% |
| Current Drawdown | -0.42% | -8.90% |
Correlation
The correlation between VBAL.TO and MSFT is 0.59, 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
VBAL.TO vs. MSFT - Performance Comparison
In the year-to-date period, VBAL.TO achieves a 14.98% return, which is significantly higher than MSFT's 13.69% 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
VBAL.TO vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Balanced ETF Portfolio (VBAL.TO) and Microsoft Corporation (MSFT). 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
VBAL.TO vs. MSFT - Dividend Comparison
VBAL.TO's dividend yield for the trailing twelve months is around 2.41%, more than MSFT's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBAL.TO Vanguard Balanced ETF Portfolio | 2.41% | 2.37% | 2.21% | 1.95% | 1.83% | 2.25% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
VBAL.TO vs. MSFT - Drawdown Comparison
The maximum VBAL.TO drawdown since its inception was -21.19%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for VBAL.TO and MSFT. For additional features, visit the drawdowns tool.
Volatility
VBAL.TO vs. MSFT - Volatility Comparison
The current volatility for Vanguard Balanced ETF Portfolio (VBAL.TO) is 2.30%, while Microsoft Corporation (MSFT) has a volatility of 7.77%. This indicates that VBAL.TO experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.