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VEQT.TO vs. FINN.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEQT.TO vs. FINN.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard All-Equity ETF Portfolio (VEQT.TO) and Fidelity Global Innovators ETF (FINN.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEQT.TO achieves a 13.96% return, which is significantly lower than FINN.NEO's 39.95% return.


VEQT.TO

1D
-0.03%
1M
1.32%
6M
9.81%
YTD
13.96%
1Y
27.98%
3Y*
21.71%
5Y*
13.46%
10Y*

FINN.NEO

1D
0.76%
1M
6.73%
6M
31.51%
YTD
39.95%
1Y
59.13%
3Y*
42.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEQT.TO vs. FINN.NEO - Yearly Performance Comparison


2026 (YTD)202520242023
VEQT.TO
Vanguard All-Equity ETF Portfolio
13.96%20.37%24.98%8.43%
FINN.NEO
Fidelity Global Innovators ETF
39.95%20.61%58.65%21.40%

Correlation

The correlation between VEQT.TO and FINN.NEO is 0.74, 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

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (All Time)
Calculated using the full available price history since May 19, 2023

0.74

The correlation between VEQT.TO and FINN.NEO has been stable across timeframes, ranging from 0.74 to 0.74 - a consistent structural relationship.

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Return for Risk

VEQT.TO vs. FINN.NEO — Risk / Return Rank

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

VEQT.TO
VEQT.TO Risk / Return Rank: 8686
Overall Rank
VEQT.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VEQT.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
VEQT.TO Omega Ratio Rank: 8787
Omega Ratio Rank
VEQT.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
VEQT.TO Martin Ratio Rank: 8888
Martin Ratio Rank

FINN.NEO
FINN.NEO Risk / Return Rank: 8989
Overall Rank
FINN.NEO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FINN.NEO Sortino Ratio Rank: 8686
Sortino Ratio Rank
FINN.NEO Omega Ratio Rank: 8787
Omega Ratio Rank
FINN.NEO Calmar Ratio Rank: 9393
Calmar Ratio Rank
FINN.NEO Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEQT.TO vs. FINN.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard All-Equity ETF Portfolio (VEQT.TO) and Fidelity Global Innovators ETF (FINN.NEO). 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.TOFINN.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.49

4.98

-1.49

Martin ratioReturn relative to average drawdown

14.96

15.65

-0.69

VEQT.TO vs. FINN.NEO - Sharpe Ratio Comparison

The current VEQT.TO Sharpe Ratio is 2.27, which is comparable to the FINN.NEO Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of VEQT.TO and FINN.NEO, 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

VEQT.TO vs. FINN.NEO - Drawdown Comparison

The maximum VEQT.TO drawdown since its inception was -30.45%, which is greater than FINN.NEO's maximum drawdown of -25.66%. Use the drawdown chart below to compare losses from any high point for VEQT.TO and FINN.NEO.


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Drawdown Indicators


VEQT.TOFINN.NEODifference

Max Drawdown

Largest peak-to-trough decline

-30.45%

-25.66%

-4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-11.94%

+3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-15.46%

-25.66%

+10.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.32%

Current Drawdown

Current decline from peak

-1.27%

-3.62%

+2.35%

Average Drawdown

Average peak-to-trough decline

-3.66%

-3.98%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

3.79%

-1.91%

Volatility

VEQT.TO vs. FINN.NEO - Volatility Comparison

The current volatility for Vanguard All-Equity ETF Portfolio (VEQT.TO) is 3.09%, while Fidelity Global Innovators ETF (FINN.NEO) has a volatility of 10.26%. This indicates that VEQT.TO experiences smaller price fluctuations and is considered to be less risky than FINN.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEQT.TOFINN.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

10.26%

-7.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

20.07%

-9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.36%

24.63%

-12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.04%

22.38%

-9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

22.38%

-6.63%

VEQT.TO vs. FINN.NEO - Expense Ratio Comparison

VEQT.TO has a 0.24% expense ratio, which is lower than FINN.NEO's 1.09% expense ratio.


Dividends

VEQT.TO vs. FINN.NEO - Dividend Comparison

VEQT.TO's dividend yield for the trailing twelve months is around 1.24%, while FINN.NEO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
FINN.NEO
Fidelity Global Innovators ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEQT.TO
Vanguard All-Equity ETF Portfolio
1.24%1.42%1.58%1.88%2.09%1.40%1.48%1.43%

Frequently Asked Questions


VEQT.TO and FINN.NEO have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEQT.TO is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEQT.TO is cheaper with a 0.24% expense ratio, compared with 1.09% for FINN.NEO.

They also come from different issuers: Vanguard and Fidelity. Their fees differ too: 0.24% for VEQT.TO and 1.09% for FINN.NEO.

Portfolio Optimizer

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