VEQT.TO vs. DRFG.TO
VEQT.TO (Vanguard All-Equity ETF Portfolio) and DRFG.TO (Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF) are both Global Equities funds. Both are actively managed. Over the past 5 years, VEQT.TO returned 13.35%/yr vs 13.44%/yr for DRFG.TO. At a 0.48 correlation, their price movements are largely independent.
Performance
VEQT.TO vs. DRFG.TO - Performance Comparison
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Returns By Period
In the year-to-date period, VEQT.TO achieves a 12.55% return, which is significantly lower than DRFG.TO's 13.90% return.
VEQT.TO
- 1D
- -0.90%
- 1M
- -0.89%
- 6M
- 8.00%
- YTD
- 12.55%
- 1Y
- 25.49%
- 3Y*
- 21.02%
- 5Y*
- 13.35%
- 10Y*
- —
DRFG.TO
- 1D
- -0.94%
- 1M
- -1.27%
- 6M
- 10.30%
- YTD
- 13.90%
- 1Y
- 29.11%
- 3Y*
- 23.18%
- 5Y*
- 13.44%
- 10Y*
- —
VEQT.TO vs. DRFG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VEQT.TO Vanguard All-Equity ETF Portfolio | 12.55% | 20.37% | 24.98% | 16.71% | -10.76% | 19.62% | 11.43% | 9.36% |
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 13.90% | 24.31% | 26.78% | 12.68% | -12.16% | 17.99% | 7.88% | 8.78% |
Correlation
The correlation between VEQT.TO and DRFG.TO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2019 | 0.48 |
Over the past year, VEQT.TO and DRFG.TO have become more correlated (0.73) than their long-term average of 0.48, meaning their price movements have been converging.
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Return for Risk
VEQT.TO vs. DRFG.TO — Risk / Return Rank
VEQT.TO
DRFG.TO
VEQT.TO vs. DRFG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard All-Equity ETF Portfolio (VEQT.TO) and Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.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.
| VEQT.TO | DRFG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.48 | -0.30 |
| Martin ratioReturn relative to average drawdown | 13.55 | 13.73 | -0.18 |
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Drawdowns
VEQT.TO vs. DRFG.TO - Drawdown Comparison
The maximum VEQT.TO drawdown since its inception was -30.45%, which is greater than DRFG.TO's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for VEQT.TO and DRFG.TO.
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Drawdown Indicators
| VEQT.TO | DRFG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.45% | -27.73% | -2.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -8.40% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -15.46% | -16.44% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -18.32% | -21.09% | +2.77% |
Current DrawdownCurrent decline from peak | -2.50% | -2.91% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -4.62% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.13% | -0.24% |
Volatility
VEQT.TO vs. DRFG.TO - Volatility Comparison
The current volatility for Vanguard All-Equity ETF Portfolio (VEQT.TO) is 2.88%, while Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.TO) has a volatility of 3.31%. This indicates that VEQT.TO experiences smaller price fluctuations and is considered to be less risky than DRFG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEQT.TO | DRFG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.31% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 10.85% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.40% | 12.99% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.04% | 12.73% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 14.24% | +1.50% |
Dividends
VEQT.TO vs. DRFG.TO - Dividend Comparison
VEQT.TO's dividend yield for the trailing twelve months is around 1.26%, less than DRFG.TO's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 1.57% | 2.14% | 1.40% | 1.49% | 1.58% | 1.37% | 1.59% | 1.68% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 1.26% | 1.42% | 1.58% | 1.88% | 2.09% | 1.40% | 1.48% | 1.43% |
Frequently Asked Questions
VEQT.TO and DRFG.TO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Vanguard and Desjardins.
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