VCNS.TO vs. PYF.TO
Compare and contrast key facts about Vanguard Conservative ETF Portfolio (VCNS.TO) and Purpose Premium Yield Fund Series ETF (PYF.TO).
VCNS.TO and PYF.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VCNS.TO is an actively managed fund by Vanguard. It was launched on Jan 25, 2018. PYF.TO is an actively managed fund by Purpose Investments. It was launched on Nov 28, 2018.
Performance
VCNS.TO vs. PYF.TO - Performance Comparison
Loading graphics...
VCNS.TO vs. PYF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VCNS.TO Vanguard Conservative ETF Portfolio | -0.16% | 8.13% | 9.74% | 10.32% | -11.72% | 5.79% | 9.46% | 12.04% | 257.13% |
PYF.TO Purpose Premium Yield Fund Series ETF | -0.17% | 5.45% | 7.42% | 8.40% | 5.25% | 4.95% | -1.59% | 7.28% | 1.41% |
Returns By Period
In the year-to-date period, VCNS.TO achieves a -0.16% return, which is significantly higher than PYF.TO's -0.17% 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*
- —
PYF.TO
- 1D
- 0.06%
- 1M
- 0.36%
- YTD
- -0.17%
- 6M
- -0.29%
- 1Y
- 2.92%
- 3Y*
- 6.26%
- 5Y*
- 5.89%
- 10Y*
- 4.48%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VCNS.TO vs. PYF.TO - Expense Ratio Comparison
Return for Risk
VCNS.TO vs. PYF.TO — Risk / Return Rank
VCNS.TO
PYF.TO
VCNS.TO vs. PYF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Conservative ETF Portfolio (VCNS.TO) and Purpose Premium Yield Fund Series ETF (PYF.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.
| VCNS.TO | PYF.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.47 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.31 | 0.78 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 0.56 | +0.79 |
Martin ratioReturn relative to average drawdown | 4.86 | 3.09 | +1.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VCNS.TO | PYF.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.47 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.15 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.69 | -0.45 |
Correlation
The correlation between VCNS.TO and PYF.TO is 0.42, 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. PYF.TO - Dividend Comparison
VCNS.TO's dividend yield for the trailing twelve months is around 1.92%, less than PYF.TO's 7.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PYF.TO Purpose Premium Yield Fund Series ETF | 7.62% | 7.84% | 7.66% | 7.47% | 5.78% | 5.74% | 5.69% | 5.29% | 5.38% | 5.83% | 6.59% |
Drawdowns
VCNS.TO vs. PYF.TO - Drawdown Comparison
The maximum VCNS.TO drawdown since its inception was -18.04%, smaller than the maximum PYF.TO drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for VCNS.TO and PYF.TO.
Loading graphics...
Drawdown Indicators
| VCNS.TO | PYF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.04% | -20.53% | +2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -5.38% | -5.13% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -15.73% | -5.57% | -10.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.53% | — |
Current DrawdownCurrent decline from peak | -3.57% | -0.92% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -0.99% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 0.93% | +0.56% |
Volatility
VCNS.TO vs. PYF.TO - Volatility Comparison
Vanguard Conservative ETF Portfolio (VCNS.TO) has a higher volatility of 3.19% compared to Purpose Premium Yield Fund Series ETF (PYF.TO) at 0.88%. This indicates that VCNS.TO's price experiences larger fluctuations and is considered to be riskier than PYF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VCNS.TO | PYF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 0.88% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 4.92% | 2.20% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.42% | 6.31% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.73% | 5.17% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.43% | 6.66% | +85.77% |