Correlation
The correlation between VEF.TO and VXUS is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
VEF.TO vs. VXUS
Compare and contrast key facts about Vanguard FTSE Developed All Cap Ex US (VEF.TO) and Vanguard Total International Stock ETF (VXUS).
VEF.TO and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEF.TO is a passively managed fund by Vanguard that tracks the performance of the Spliced FTSE Developed ex US Index Hedged in CAD. It was launched on Nov 30, 2011. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both VEF.TO and VXUS 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: VEF.TO or VXUS.
Performance
VEF.TO vs. VXUS - Performance Comparison
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Key characteristics
VEF.TO:
0.56
VXUS:
0.80
VEF.TO:
0.91
VXUS:
1.12
VEF.TO:
1.13
VXUS:
1.15
VEF.TO:
0.68
VXUS:
0.90
VEF.TO:
3.02
VXUS:
2.86
VEF.TO:
3.11%
VXUS:
4.27%
VEF.TO:
16.09%
VXUS:
16.86%
VEF.TO:
-33.03%
VXUS:
-35.97%
VEF.TO:
-0.56%
VXUS:
-0.68%
Returns By Period
In the year-to-date period, VEF.TO achieves a 7.70% return, which is significantly lower than VXUS's 13.93% return. Over the past 10 years, VEF.TO has outperformed VXUS with an annualized return of 6.97%, while VXUS has yielded a comparatively lower 5.58% annualized return.
VEF.TO
7.70%
4.67%
6.62%
9.06%
11.62%
12.71%
6.97%
VXUS
13.93%
4.82%
10.66%
13.38%
9.22%
10.46%
5.58%
Compare stocks, funds, or ETFs
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VEF.TO vs. VXUS - Expense Ratio Comparison
VEF.TO has a 0.22% expense ratio, which is higher than VXUS's 0.07% 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
VEF.TO vs. VXUS — Risk-Adjusted Performance Rank
VEF.TO
VXUS
VEF.TO vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed All Cap Ex US (VEF.TO) and Vanguard Total International Stock ETF (VXUS). 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.
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Dividends
VEF.TO vs. VXUS - Dividend Comparison
VEF.TO's dividend yield for the trailing twelve months is around 2.39%, less than VXUS's 2.92% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEF.TO Vanguard FTSE Developed All Cap Ex US | 2.39% | 2.55% | 2.53% | 2.23% | 2.58% | 1.75% | 2.43% | 2.67% | 2.23% | 2.33% | 2.42% | 2.63% |
VXUS Vanguard Total International Stock ETF | 2.92% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
Drawdowns
VEF.TO vs. VXUS - Drawdown Comparison
The maximum VEF.TO drawdown since its inception was -33.03%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VEF.TO and VXUS.
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Volatility
VEF.TO vs. VXUS - Volatility Comparison
Vanguard FTSE Developed All Cap Ex US (VEF.TO) has a higher volatility of 3.35% compared to Vanguard Total International Stock ETF (VXUS) at 3.01%. This indicates that VEF.TO's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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