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VCNS.TO vs. FCNVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCNS.TO vs. FCNVX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard Conservative ETF Portfolio (VCNS.TO) and Fidelity Conservative Income Bond Institutional Class (FCNVX). The values are adjusted to include any dividend payments, if applicable.

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VCNS.TO vs. FCNVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VCNS.TO
Vanguard Conservative ETF Portfolio
-0.16%8.13%9.74%10.32%-11.72%5.79%9.46%12.04%257.13%
FCNVX
Fidelity Conservative Income Bond Institutional Class
1.93%-0.28%14.48%3.53%8.03%-0.96%-0.61%-2.06%13.12%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, VCNS.TO achieves a -0.16% return, which is significantly lower than FCNVX's 1.93% return.


VCNS.TO

1D
-0.38%
1M
-3.12%
YTD
-0.16%
6M
-0.78%
1Y
7.06%
3Y*
7.82%
5Y*
4.07%
10Y*

FCNVX

1D
-0.06%
1M
1.67%
YTD
1.93%
6M
1.40%
1Y
1.07%
3Y*
6.04%
5Y*
5.58%
10Y*
3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCNS.TO vs. FCNVX - Expense Ratio Comparison

Both VCNS.TO and FCNVX have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VCNS.TO vs. FCNVX — Risk / Return Rank

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

VCNS.TO
VCNS.TO Risk / Return Rank: 4848
Overall Rank
VCNS.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VCNS.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
VCNS.TO Omega Ratio Rank: 4949
Omega Ratio Rank
VCNS.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
VCNS.TO Martin Ratio Rank: 4848
Martin Ratio Rank

FCNVX
FCNVX Risk / Return Rank: 100100
Overall Rank
FCNVX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FCNVX Sortino Ratio Rank: 100100
Sortino Ratio Rank
FCNVX Omega Ratio Rank: 100100
Omega Ratio Rank
FCNVX Calmar Ratio Rank: 100100
Calmar Ratio Rank
FCNVX Martin Ratio Rank: 100100
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.

VCNS.TO vs. FCNVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Conservative ETF Portfolio (VCNS.TO) and Fidelity Conservative Income Bond Institutional Class (FCNVX). 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.


VCNS.TOFCNVXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.09

+0.87

Sortino ratio

Return per unit of downside risk

1.31

0.16

+1.16

Omega ratio

Gain probability vs. loss probability

1.19

1.02

+0.17

Calmar ratio

Return relative to maximum drawdown

1.35

0.28

+1.07

Martin ratio

Return relative to average drawdown

4.86

0.53

+4.33

VCNS.TO vs. FCNVX - Sharpe Ratio Comparison

The current VCNS.TO Sharpe Ratio is 0.96, which is higher than the FCNVX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of VCNS.TO and FCNVX, 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


VCNS.TOFCNVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.09

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.86

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.59

-0.35

Correlation

The correlation between VCNS.TO and FCNVX is -0.17. 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

VCNS.TO vs. FCNVX - Dividend Comparison

VCNS.TO's dividend yield for the trailing twelve months is around 1.92%, less than FCNVX's 3.91% yield.


TTM20252024202320222021202020192018201720162015
VCNS.TO
Vanguard Conservative ETF Portfolio
1.92%2.54%2.58%2.57%2.28%2.09%1.88%2.28%75.90%0.00%0.00%0.00%
FCNVX
Fidelity Conservative Income Bond Institutional Class
3.91%4.41%5.17%4.97%1.24%0.24%0.99%2.45%2.21%1.30%1.01%0.48%

Drawdowns

VCNS.TO vs. FCNVX - Drawdown Comparison

The maximum VCNS.TO drawdown since its inception was -18.04%, which is greater than FCNVX's maximum drawdown of -15.47%. Use the drawdown chart below to compare losses from any high point for VCNS.TO and FCNVX.


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Drawdown Indicators


VCNS.TOFCNVXDifference

Max Drawdown

Largest peak-to-trough decline

-18.04%

-2.19%

-15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-5.38%

-0.20%

-5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-15.73%

-0.59%

-15.14%

Max Drawdown (10Y)

Largest decline over 10 years

-2.19%

Current Drawdown

Current decline from peak

-3.57%

-0.10%

-3.47%

Average Drawdown

Average peak-to-trough decline

-3.09%

-0.05%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

0.05%

+1.44%

Volatility

VCNS.TO vs. FCNVX - Volatility Comparison

Vanguard Conservative ETF Portfolio (VCNS.TO) has a higher volatility of 3.19% compared to Fidelity Conservative Income Bond Institutional Class (FCNVX) at 1.37%. This indicates that VCNS.TO's price experiences larger fluctuations and is considered to be riskier than FCNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCNS.TOFCNVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

1.37%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

4.92%

3.58%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

7.42%

5.53%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.73%

6.50%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.43%

6.89%

+85.54%