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

Performance

VCNS.TO vs. FMAGX - Performance Comparison

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

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VCNS.TO vs. FMAGX - 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%
FMAGX
Fidelity Magellan Fund
-6.26%10.94%39.06%28.15%-21.99%25.93%26.17%24.81%-2.67%
Different Trading Currencies

VCNS.TO is traded in CAD, while FMAGX is traded in USD. To make them comparable, the FMAGX 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 higher than FMAGX's -6.26% 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*

FMAGX

1D
3.23%
1M
-4.84%
YTD
-6.26%
6M
-10.20%
1Y
10.22%
3Y*
19.61%
5Y*
12.63%
10Y*
14.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCNS.TO vs. FMAGX - Expense Ratio Comparison

VCNS.TO has a 0.25% expense ratio, which is lower than FMAGX's 0.68% expense ratio.


Return for Risk

VCNS.TO vs. FMAGX — 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

FMAGX
FMAGX Risk / Return Rank: 3131
Overall Rank
FMAGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FMAGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
FMAGX Omega Ratio Rank: 2929
Omega Ratio Rank
FMAGX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FMAGX Martin Ratio Rank: 3333
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. FMAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Conservative ETF Portfolio (VCNS.TO) and Fidelity Magellan Fund (FMAGX). 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.TOFMAGXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.51

+0.44

Sortino ratio

Return per unit of downside risk

1.31

0.87

+0.44

Omega ratio

Gain probability vs. loss probability

1.19

1.12

+0.07

Calmar ratio

Return relative to maximum drawdown

1.35

0.78

+0.57

Martin ratio

Return relative to average drawdown

4.86

2.35

+2.51

VCNS.TO vs. FMAGX - Sharpe Ratio Comparison

The current VCNS.TO Sharpe Ratio is 0.96, which is higher than the FMAGX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VCNS.TO and FMAGX, 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.TOFMAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.51

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.69

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.85

-0.61

Correlation

The correlation between VCNS.TO and FMAGX is 0.66, 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

VCNS.TO vs. FMAGX - Dividend Comparison

VCNS.TO's dividend yield for the trailing twelve months is around 1.92%, less than FMAGX's 15.04% 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%
FMAGX
Fidelity Magellan Fund
15.04%13.90%6.12%11.72%5.02%7.01%0.30%14.93%10.83%9.64%2.92%7.60%

Drawdowns

VCNS.TO vs. FMAGX - Drawdown Comparison

The maximum VCNS.TO drawdown since its inception was -18.04%, smaller than the maximum FMAGX drawdown of -29.82%. Use the drawdown chart below to compare losses from any high point for VCNS.TO and FMAGX.


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Drawdown Indicators


VCNS.TOFMAGXDifference

Max Drawdown

Largest peak-to-trough decline

-18.04%

-71.14%

+53.10%

Max Drawdown (1Y)

Largest decline over 1 year

-5.38%

-14.00%

+8.62%

Max Drawdown (5Y)

Largest decline over 5 years

-15.73%

-33.13%

+17.40%

Max Drawdown (10Y)

Largest decline over 10 years

-33.13%

Current Drawdown

Current decline from peak

-3.57%

-11.17%

+7.60%

Average Drawdown

Average peak-to-trough decline

-3.09%

-15.00%

+11.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

3.94%

-2.45%

Volatility

VCNS.TO vs. FMAGX - Volatility Comparison

The current volatility for Vanguard Conservative ETF Portfolio (VCNS.TO) is 3.19%, while Fidelity Magellan Fund (FMAGX) has a volatility of 6.22%. This indicates that VCNS.TO experiences smaller price fluctuations and is considered to be less risky than FMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCNS.TOFMAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

6.22%

-3.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.92%

11.08%

-6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

7.42%

20.41%

-12.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.73%

18.41%

-11.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.43%

18.60%

+73.83%