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VEQT.TO vs. ^DJUS
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VEQT.TO and ^DJUS is 0.90, 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.


-0.50.00.51.00.9

Performance

VEQT.TO vs. ^DJUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard All-Equity ETF Portfolio (VEQT.TO) and Dow Jones U.S. Index (^DJUS). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.20%
3.59%
VEQT.TO
^DJUS

Key characteristics

Sharpe Ratio

VEQT.TO:

2.38

^DJUS:

1.71

Sortino Ratio

VEQT.TO:

3.26

^DJUS:

2.30

Omega Ratio

VEQT.TO:

1.44

^DJUS:

1.31

Calmar Ratio

VEQT.TO:

3.51

^DJUS:

2.58

Martin Ratio

VEQT.TO:

16.30

^DJUS:

10.36

Ulcer Index

VEQT.TO:

1.40%

^DJUS:

2.14%

Daily Std Dev

VEQT.TO:

9.62%

^DJUS:

12.95%

Max Drawdown

VEQT.TO:

-30.45%

^DJUS:

-56.62%

Current Drawdown

VEQT.TO:

-3.81%

^DJUS:

-4.27%

Returns By Period

In the year-to-date period, VEQT.TO achieves a -0.82% return, which is significantly lower than ^DJUS's -0.44% return.


VEQT.TO

YTD

-0.82%

1M

-3.05%

6M

6.20%

1Y

22.41%

5Y*

10.88%

10Y*

N/A

^DJUS

YTD

-0.44%

1M

-3.47%

6M

3.59%

1Y

22.15%

5Y*

11.69%

10Y*

10.94%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VEQT.TO vs. ^DJUS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEQT.TO
The Risk-Adjusted Performance Rank of VEQT.TO is 9292
Overall Rank
The Sharpe Ratio Rank of VEQT.TO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of VEQT.TO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of VEQT.TO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of VEQT.TO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VEQT.TO is 9292
Martin Ratio Rank

^DJUS
The Risk-Adjusted Performance Rank of ^DJUS is 8888
Overall Rank
The Sharpe Ratio Rank of ^DJUS is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUS is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUS is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUS is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEQT.TO vs. ^DJUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard All-Equity ETF Portfolio (VEQT.TO) and Dow Jones U.S. Index (^DJUS). 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.


Sharpe ratio
The chart of Sharpe ratio for VEQT.TO, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.005.001.301.59
The chart of Sortino ratio for VEQT.TO, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.001.802.15
The chart of Omega ratio for VEQT.TO, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.30
The chart of Calmar ratio for VEQT.TO, currently valued at 2.10, compared to the broader market0.005.0010.0015.002.102.38
The chart of Martin ratio for VEQT.TO, currently valued at 7.46, compared to the broader market0.0020.0040.0060.0080.00100.007.469.51
VEQT.TO
^DJUS

The current VEQT.TO Sharpe Ratio is 2.38, which is higher than the ^DJUS Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of VEQT.TO and ^DJUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.30
1.59
VEQT.TO
^DJUS

Drawdowns

VEQT.TO vs. ^DJUS - Drawdown Comparison

The maximum VEQT.TO drawdown since its inception was -30.45%, smaller than the maximum ^DJUS drawdown of -56.62%. Use the drawdown chart below to compare losses from any high point for VEQT.TO and ^DJUS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.14%
-4.27%
VEQT.TO
^DJUS

Volatility

VEQT.TO vs. ^DJUS - Volatility Comparison

The current volatility for Vanguard All-Equity ETF Portfolio (VEQT.TO) is 4.11%, while Dow Jones U.S. Index (^DJUS) has a volatility of 4.66%. This indicates that VEQT.TO experiences smaller price fluctuations and is considered to be less risky than ^DJUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.11%
4.66%
VEQT.TO
^DJUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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