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VEQT.TO vs. VXC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEQT.TO vs. VXC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard All-Equity ETF Portfolio (VEQT.TO) and Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO). The values are adjusted to include any dividend payments, if applicable.

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VEQT.TO vs. VXC.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VEQT.TO
Vanguard All-Equity ETF Portfolio
0.63%20.37%24.73%16.70%-10.76%19.62%11.42%12.94%
VXC.TO
Vanguard FTSE Global All Cap ex Canada Index ETF
-0.69%15.89%26.06%19.20%-13.02%17.20%14.13%14.05%

Returns By Period

In the year-to-date period, VEQT.TO achieves a 0.63% return, which is significantly higher than VXC.TO's -0.69% return.


VEQT.TO

1D
2.72%
1M
-4.40%
YTD
0.63%
6M
3.57%
1Y
21.64%
3Y*
18.51%
5Y*
12.03%
10Y*

VXC.TO

1D
2.96%
1M
-4.51%
YTD
-0.69%
6M
0.69%
1Y
16.38%
3Y*
17.40%
5Y*
10.94%
10Y*
11.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEQT.TO vs. VXC.TO - Expense Ratio Comparison

VEQT.TO has a 0.24% expense ratio, which is higher than VXC.TO's 0.22% 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%.


Return for Risk

VEQT.TO vs. VXC.TO — 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: 7979
Overall Rank
VEQT.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VEQT.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VEQT.TO Omega Ratio Rank: 8181
Omega Ratio Rank
VEQT.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
VEQT.TO Martin Ratio Rank: 8282
Martin Ratio Rank

VXC.TO
VXC.TO Risk / Return Rank: 6060
Overall Rank
VXC.TO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VXC.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VXC.TO Omega Ratio Rank: 6262
Omega Ratio Rank
VXC.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VXC.TO Martin Ratio Rank: 6363
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. VXC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard All-Equity ETF Portfolio (VEQT.TO) and Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.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.


VEQT.TOVXC.TODifference

Sharpe ratio

Return per unit of total volatility

1.37

0.96

+0.41

Sortino ratio

Return per unit of downside risk

1.89

1.39

+0.51

Omega ratio

Gain probability vs. loss probability

1.30

1.22

+0.08

Calmar ratio

Return relative to maximum drawdown

1.88

1.38

+0.50

Martin ratio

Return relative to average drawdown

8.54

5.83

+2.71

VEQT.TO vs. VXC.TO - Sharpe Ratio Comparison

The current VEQT.TO Sharpe Ratio is 1.37, which is higher than the VXC.TO Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VEQT.TO and VXC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEQT.TOVXC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.96

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.81

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.76

+0.05

Correlation

The correlation between VEQT.TO and VXC.TO is 0.96, 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.


Dividends

VEQT.TO vs. VXC.TO - Dividend Comparison

VEQT.TO's dividend yield for the trailing twelve months is around 1.41%, which matches VXC.TO's 1.40% yield.


TTM20252024202320222021202020192018201720162015
VEQT.TO
Vanguard All-Equity ETF Portfolio
1.41%1.42%1.58%1.88%2.09%1.40%1.48%1.42%0.00%0.00%0.00%0.00%
VXC.TO
Vanguard FTSE Global All Cap ex Canada Index ETF
1.40%1.39%1.45%1.68%1.82%1.48%1.46%1.80%1.94%1.68%1.85%1.83%

Drawdowns

VEQT.TO vs. VXC.TO - Drawdown Comparison

The maximum VEQT.TO drawdown since its inception was -30.45%, which is greater than VXC.TO's maximum drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for VEQT.TO and VXC.TO.


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Drawdown Indicators


VEQT.TOVXC.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.45%

-27.28%

-3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-12.32%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-18.32%

-21.61%

+3.29%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

Current Drawdown

Current decline from peak

-4.98%

-5.53%

+0.55%

Average Drawdown

Average peak-to-trough decline

-3.78%

-3.93%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.92%

-0.30%

Volatility

VEQT.TO vs. VXC.TO - Volatility Comparison

The current volatility for Vanguard All-Equity ETF Portfolio (VEQT.TO) is 5.90%, while Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO) has a volatility of 6.29%. This indicates that VEQT.TO experiences smaller price fluctuations and is considered to be less risky than VXC.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.TOVXC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

6.29%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.38%

9.84%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

17.19%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.79%

13.60%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

15.25%

+0.59%