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VFF vs. XLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFF vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Village Farms International, Inc. (VFF) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

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VFF vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFF
Village Farms International, Inc.
-24.66%373.41%1.31%-43.21%-79.13%-36.69%62.76%92.28%-46.80%534.37%
XLF
Financial Select Sector SPDR Fund
-9.27%14.90%30.56%12.03%-10.59%34.80%-1.74%31.88%-13.06%22.00%

Returns By Period

In the year-to-date period, VFF achieves a -24.66% return, which is significantly lower than XLF's -9.27% return. Over the past 10 years, VFF has underperformed XLF with an annualized return of 9.36%, while XLF has yielded a comparatively higher 12.45% annualized return.


VFF

1D
-3.17%
1M
-20.29%
YTD
-24.66%
6M
-6.14%
1Y
365.55%
3Y*
49.08%
5Y*
-27.57%
10Y*
9.36%

XLF

1D
0.14%
1M
-3.13%
YTD
-9.27%
6M
-6.60%
1Y
0.91%
3Y*
17.30%
5Y*
9.37%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VFF vs. XLF — Risk / Return Rank

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

VFF
VFF Risk / Return Rank: 9797
Overall Rank
VFF Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VFF Sortino Ratio Rank: 9797
Sortino Ratio Rank
VFF Omega Ratio Rank: 9494
Omega Ratio Rank
VFF Calmar Ratio Rank: 9898
Calmar Ratio Rank
VFF Martin Ratio Rank: 9898
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 1313
Overall Rank
XLF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1212
Sortino Ratio Rank
XLF Omega Ratio Rank: 1212
Omega Ratio Rank
XLF Calmar Ratio Rank: 1313
Calmar Ratio Rank
XLF Martin Ratio Rank: 1313
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.

VFF vs. XLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Village Farms International, Inc. (VFF) and Financial Select Sector SPDR Fund (XLF). 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.


VFFXLFDifference

Sharpe ratio

Return per unit of total volatility

3.87

0.05

+3.83

Sortino ratio

Return per unit of downside risk

4.08

0.19

+3.88

Omega ratio

Gain probability vs. loss probability

1.48

1.03

+0.45

Calmar ratio

Return relative to maximum drawdown

9.04

0.05

+8.99

Martin ratio

Return relative to average drawdown

23.90

0.16

+23.74

VFF vs. XLF - Sharpe Ratio Comparison

The current VFF Sharpe Ratio is 3.87, which is higher than the XLF Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of VFF and XLF, 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


VFFXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.87

0.05

+3.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.50

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.56

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.20

-0.11

Correlation

The correlation between VFF and XLF is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VFF vs. XLF - Dividend Comparison

VFF has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.60%.


TTM20252024202320222021202020192018201720162015
VFF
Village Farms International, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLF
Financial Select Sector SPDR Fund
1.60%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%

Drawdowns

VFF vs. XLF - Drawdown Comparison

The maximum VFF drawdown since its inception was -97.52%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for VFF and XLF.


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Drawdown Indicators


VFFXLFDifference

Max Drawdown

Largest peak-to-trough decline

-97.52%

-82.69%

-14.83%

Max Drawdown (1Y)

Largest decline over 1 year

-39.23%

-14.79%

-24.44%

Max Drawdown (5Y)

Largest decline over 5 years

-96.52%

-25.81%

-70.71%

Max Drawdown (10Y)

Largest decline over 10 years

-97.52%

-42.86%

-54.66%

Current Drawdown

Current decline from peak

-85.80%

-11.89%

-73.91%

Average Drawdown

Average peak-to-trough decline

-51.12%

-20.10%

-31.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.84%

4.96%

+9.88%

Volatility

VFF vs. XLF - Volatility Comparison

Village Farms International, Inc. (VFF) has a higher volatility of 21.21% compared to Financial Select Sector SPDR Fund (XLF) at 4.76%. This indicates that VFF's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFFXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.21%

4.76%

+16.45%

Volatility (6M)

Calculated over the trailing 6-month period

53.09%

11.45%

+41.64%

Volatility (1Y)

Calculated over the trailing 1-year period

95.16%

19.25%

+75.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.31%

18.69%

+59.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.83%

22.18%

+57.65%