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VDU.TO vs. PID.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDU.TO vs. PID.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) and Purpose International Dividend Fund (PID.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VDU.TO achieves a 16.08% return, which is significantly lower than PID.TO's 17.77% return. Over the past 10 years, VDU.TO has underperformed PID.TO with an annualized return of 10.12%, while PID.TO has yielded a comparatively higher 10.73% annualized return.


VDU.TO

1D
-0.46%
1M
-1.58%
6M
9.52%
YTD
16.08%
1Y
30.94%
3Y*
19.41%
5Y*
11.64%
10Y*
10.12%
ALL TIME*
9.93%

PID.TO

1D
-0.86%
1M
1.57%
6M
12.71%
YTD
17.77%
1Y
35.02%
3Y*
22.89%
5Y*
15.17%
10Y*
10.73%
ALL TIME*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$137.31KCA$154.29KCA$193.57K
CA$601.69KCA$734.63KCA$1.16M

VDU.TO vs. PID.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF
16.08%27.97%11.37%14.56%-9.89%10.22%7.06%15.90%-8.11%17.64%
PID.TO
Purpose International Dividend Fund
17.77%33.43%13.85%15.75%-2.67%7.76%-3.24%14.04%0.49%11.86%

Correlation

The correlation between VDU.TO and PID.TO is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (3Y)
Balances recent behavior with more history.

0.75

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (10Y)
Provides a long-term view across more market conditions.

0.75

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2015

0.71

The correlation between VDU.TO and PID.TO has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.

VDU.TO vs. PID.TO - Sectors Allocation Comparison


Sectors
VDU.TO
PID.TO

Financial Services

23.1%
39.7%

Technology

18.5%
2.3%

Industrials

17.8%
8.1%

Healthcare

7.9%
10.8%

Basic Materials

7.1%
8.3%

Consumer Cyclical

6.9%
8.8%

Consumer Defensive

5.4%
5.4%

Energy

4.4%
4.8%

Utilities

3.1%
6.3%

Communication Services

2.8%
5.6%

Real Estate

2.3%

-

Financial Services

VDU.TO
23.1%
PID.TO
39.7%

Technology

VDU.TO
18.5%
PID.TO
2.3%

Industrials

VDU.TO
17.8%
PID.TO
8.1%

Healthcare

VDU.TO
7.9%
PID.TO
10.8%

Basic Materials

VDU.TO
7.1%
PID.TO
8.3%

Consumer Cyclical

VDU.TO
6.9%
PID.TO
8.8%

Consumer Defensive

VDU.TO
5.4%
PID.TO
5.4%

Energy

VDU.TO
4.4%
PID.TO
4.8%

Utilities

VDU.TO
3.1%
PID.TO
6.3%

Communication Services

VDU.TO
2.8%
PID.TO
5.6%

Real Estate

VDU.TO
2.3%
PID.TO

-

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Return for Risk

VDU.TO vs. PID.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VDU.TO
VDU.TO Risk / Return Rank: 7777
Overall Rank
VDU.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VDU.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VDU.TO Omega Ratio Rank: 8080
Omega Ratio Rank
VDU.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
VDU.TO Martin Ratio Rank: 7777
Martin Ratio Rank

PID.TO
PID.TO Risk / Return Rank: 8787
Overall Rank
PID.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PID.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
PID.TO Omega Ratio Rank: 9090
Omega Ratio Rank
PID.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
PID.TO Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VDU.TO vs. PID.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) and Purpose International Dividend Fund (PID.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VDU.TOPID.TODifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.34

1.44

-0.09

Calmar ratioReturn relative to maximum drawdown

2.64

3.12

-0.48

Martin ratioReturn relative to average drawdown

10.12

12.05

-1.93

VDU.TO vs. PID.TO - Sharpe Ratio Comparison

The current VDU.TO Sharpe Ratio is 1.87, which is comparable to the PID.TO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of VDU.TO and PID.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VDU.TO vs. PID.TO - Drawdown Comparison

The maximum VDU.TO drawdown since its inception was -29.19%, which is greater than PID.TO's maximum drawdown of -27.27%. Use the drawdown chart below to compare losses from any high point for VDU.TO and PID.TO.


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Drawdown Indicators


VDU.TOPID.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.19%

-27.27%

-1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-11.09%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-12.35%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-20.07%

-4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-29.19%

-27.27%

-1.92%

Current Drawdown

Current decline from peak

-3.53%

-0.86%

-2.67%

Average Drawdown

Average peak-to-trough decline

-4.63%

-4.11%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.86%

+0.12%

Volatility

VDU.TO vs. PID.TO - Volatility Comparison

Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a higher volatility of 5.16% compared to Purpose International Dividend Fund (PID.TO) at 4.45%. This indicates that VDU.TO's price experiences larger fluctuations and is considered to be riskier than PID.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDU.TOPID.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

4.45%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.35%

12.23%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

14.48%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

12.51%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

13.80%

+0.87%

VDU.TO vs. PID.TO - Expense Ratio Comparison

VDU.TO has a 0.22% expense ratio, which is lower than PID.TO's 0.65% expense ratio.


Dividends

VDU.TO vs. PID.TO - Dividend Comparison

VDU.TO's dividend yield for the trailing twelve months is around 2.02%, less than PID.TO's 2.69% yield.


PositionTTM20252024202320222021202020192018201720162015
PID.TO
Purpose International Dividend Fund
2.69%3.12%4.02%4.39%4.86%4.50%4.64%4.28%4.67%3.53%3.49%2.10%
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF
2.02%2.61%2.55%2.54%2.14%2.66%1.64%2.48%2.61%2.25%2.41%2.24%

Frequently Asked Questions


VDU.TO and PID.TO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDU.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDU.TO is cheaper with a 0.22% expense ratio, compared with 0.65% for PID.TO.

They also come from different issuers: Vanguard and Purpose. Their fees differ too: 0.22% for VDU.TO and 0.65% for PID.TO.

Portfolio Optimizer

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