VDY.TO vs. VUG
Compare and contrast key facts about Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) and Vanguard Growth ETF (VUG).
VDY.TO and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDY.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Canada High Dividend Yield Index. It was launched on Nov 2, 2012. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both VDY.TO and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDY.TO or VUG.
Key characteristics
| VDY.TO | VUG | |
|---|---|---|
| YTD Return | 7.04% | 13.18% |
| 1Y Return | 13.25% | 39.04% |
| 3Y Return (Ann) | 9.14% | 10.55% |
| 5Y Return (Ann) | 10.39% | 18.02% |
| 10Y Return (Ann) | 8.00% | 15.27% |
| Sharpe Ratio | 0.99 | 2.49 |
| Daily Std Dev | 11.29% | 15.62% |
| Max Drawdown | -39.21% | -50.68% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VDY.TO and VUG is 0.52, 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.
Performance
VDY.TO vs. VUG - Performance Comparison
In the year-to-date period, VDY.TO achieves a 7.04% return, which is significantly lower than VUG's 13.18% return. Over the past 10 years, VDY.TO has underperformed VUG with an annualized return of 8.00%, while VUG has yielded a comparatively higher 15.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VDY.TO vs. VUG - Expense Ratio Comparison
VDY.TO has a 0.22% expense ratio, which is higher than VUG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VDY.TO vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) and Vanguard Growth ETF (VUG). 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.
Dividends
VDY.TO vs. VUG - Dividend Comparison
VDY.TO's dividend yield for the trailing twelve months is around 4.55%, more than VUG's 0.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 4.55% | 4.64% | 4.42% | 3.58% | 4.59% | 4.25% | 4.43% | 3.82% | 3.25% | 4.11% | 3.25% | 2.50% |
VUG Vanguard Growth ETF | 0.52% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
VDY.TO vs. VUG - Drawdown Comparison
The maximum VDY.TO drawdown since its inception was -39.21%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VDY.TO and VUG. For additional features, visit the drawdowns tool.
Volatility
VDY.TO vs. VUG - Volatility Comparison
The current volatility for Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) is 2.67%, while Vanguard Growth ETF (VUG) has a volatility of 5.22%. This indicates that VDY.TO experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.