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VCE.TO vs. VEQT.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VCE.TOVEQT.TO
YTD Return21.28%24.15%
1Y Return30.89%32.32%
3Y Return (Ann)8.96%9.10%
5Y Return (Ann)11.91%12.00%
Sharpe Ratio3.143.42
Sortino Ratio4.364.76
Omega Ratio1.591.65
Calmar Ratio5.484.89
Martin Ratio23.4726.28
Ulcer Index1.33%1.21%
Daily Std Dev9.97%9.33%
Max Drawdown-35.92%-30.45%
Current Drawdown-0.16%-0.04%

Correlation

-0.50.00.51.00.9

The correlation between VCE.TO and VEQT.TO is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VCE.TO vs. VEQT.TO - Performance Comparison

In the year-to-date period, VCE.TO achieves a 21.28% return, which is significantly lower than VEQT.TO's 24.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.13%
10.70%
VCE.TO
VEQT.TO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VCE.TO vs. VEQT.TO - Expense Ratio Comparison

VCE.TO has a 0.06% expense ratio, which is lower than VEQT.TO's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VEQT.TO
Vanguard All-Equity ETF Portfolio
Expense ratio chart for VEQT.TO: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
Expense ratio chart for VCE.TO: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VCE.TO vs. VEQT.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Canada Index ETF (VCE.TO) and Vanguard All-Equity ETF Portfolio (VEQT.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.


VCE.TO
Sharpe ratio
The chart of Sharpe ratio for VCE.TO, currently valued at 2.34, compared to the broader market-2.000.002.004.002.34
Sortino ratio
The chart of Sortino ratio for VCE.TO, currently valued at 3.21, compared to the broader market-2.000.002.004.006.008.0010.0012.003.21
Omega ratio
The chart of Omega ratio for VCE.TO, currently valued at 1.41, compared to the broader market1.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for VCE.TO, currently valued at 2.05, compared to the broader market0.005.0010.0015.002.05
Martin ratio
The chart of Martin ratio for VCE.TO, currently valued at 16.90, compared to the broader market0.0020.0040.0060.0080.00100.0016.90
VEQT.TO
Sharpe ratio
The chart of Sharpe ratio for VEQT.TO, currently valued at 2.66, compared to the broader market-2.000.002.004.002.66
Sortino ratio
The chart of Sortino ratio for VEQT.TO, currently valued at 3.68, compared to the broader market-2.000.002.004.006.008.0010.0012.003.68
Omega ratio
The chart of Omega ratio for VEQT.TO, currently valued at 1.48, compared to the broader market1.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for VEQT.TO, currently valued at 2.61, compared to the broader market0.005.0010.0015.002.61
Martin ratio
The chart of Martin ratio for VEQT.TO, currently valued at 19.10, compared to the broader market0.0020.0040.0060.0080.00100.0019.10

VCE.TO vs. VEQT.TO - Sharpe Ratio Comparison

The current VCE.TO Sharpe Ratio is 3.14, which is comparable to the VEQT.TO Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of VCE.TO and VEQT.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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.34
2.66
VCE.TO
VEQT.TO

Dividends

VCE.TO vs. VEQT.TO - Dividend Comparison

VCE.TO's dividend yield for the trailing twelve months is around 2.80%, more than VEQT.TO's 1.52% yield.


TTM20232022202120202019201820172016201520142013
VCE.TO
Vanguard FTSE Canada Index ETF
2.80%3.23%3.29%2.67%3.00%3.08%3.28%2.63%2.70%3.05%2.55%2.83%
VEQT.TO
Vanguard All-Equity ETF Portfolio
1.52%1.88%2.09%1.40%1.48%1.42%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VCE.TO vs. VEQT.TO - Drawdown Comparison

The maximum VCE.TO drawdown since its inception was -35.92%, which is greater than VEQT.TO's maximum drawdown of -30.45%. Use the drawdown chart below to compare losses from any high point for VCE.TO and VEQT.TO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.57%
-0.39%
VCE.TO
VEQT.TO

Volatility

VCE.TO vs. VEQT.TO - Volatility Comparison

Vanguard FTSE Canada Index ETF (VCE.TO) and Vanguard All-Equity ETF Portfolio (VEQT.TO) have volatilities of 3.01% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.01%
2.99%
VCE.TO
VEQT.TO