PortfoliosLab logoPortfoliosLab logo
VFH vs. ZLB.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFH vs. ZLB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Financials ETF (VFH) and BMO Low Volatility Canadian Equity ETF (ZLB.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VFH vs. ZLB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFH
Vanguard Financials ETF
-9.19%14.91%30.44%14.17%-12.31%35.22%-1.96%31.57%-13.52%19.99%
ZLB.TO
BMO Low Volatility Canadian Equity ETF
0.76%26.07%6.10%11.78%-7.12%23.72%3.42%27.89%-10.41%18.62%
Different Trading Currencies

VFH is traded in USD, while ZLB.TO is traded in CAD. To make them comparable, the ZLB.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VFH achieves a -9.19% return, which is significantly lower than ZLB.TO's 0.76% return. Over the past 10 years, VFH has outperformed ZLB.TO with an annualized return of 12.30%, while ZLB.TO has yielded a comparatively lower 9.46% annualized return.


VFH

1D
0.02%
1M
-3.54%
YTD
-9.19%
6M
-6.32%
1Y
2.78%
3Y*
17.95%
5Y*
9.33%
10Y*
12.30%

ZLB.TO

1D
0.62%
1M
-4.03%
YTD
0.76%
6M
3.40%
1Y
19.07%
3Y*
12.04%
5Y*
9.44%
10Y*
9.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VFH vs. ZLB.TO - Expense Ratio Comparison

VFH has a 0.10% expense ratio, which is lower than ZLB.TO's 0.39% expense ratio.


Return for Risk

VFH vs. ZLB.TO — Risk / Return Rank

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

VFH
VFH Risk / Return Rank: 1515
Overall Rank
VFH Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VFH Sortino Ratio Rank: 1414
Sortino Ratio Rank
VFH Omega Ratio Rank: 1515
Omega Ratio Rank
VFH Calmar Ratio Rank: 1515
Calmar Ratio Rank
VFH Martin Ratio Rank: 1616
Martin Ratio Rank

ZLB.TO
ZLB.TO Risk / Return Rank: 7878
Overall Rank
ZLB.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ZLB.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
ZLB.TO Omega Ratio Rank: 7777
Omega Ratio Rank
ZLB.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
ZLB.TO Martin Ratio Rank: 7575
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.

VFH vs. ZLB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials ETF (VFH) and BMO Low Volatility Canadian Equity ETF (ZLB.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.


VFHZLB.TODifference

Sharpe ratio

Return per unit of total volatility

0.14

1.56

-1.42

Sortino ratio

Return per unit of downside risk

0.32

2.13

-1.81

Omega ratio

Gain probability vs. loss probability

1.05

1.31

-0.27

Calmar ratio

Return relative to maximum drawdown

0.18

2.77

-2.59

Martin ratio

Return relative to average drawdown

0.54

9.59

-9.05

VFH vs. ZLB.TO - Sharpe Ratio Comparison

The current VFH Sharpe Ratio is 0.14, which is lower than the ZLB.TO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of VFH and ZLB.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.


Loading graphics...

Sharpe Ratios by Period


VFHZLB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.56

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.72

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.61

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.69

-0.45

Correlation

The correlation between VFH and ZLB.TO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VFH vs. ZLB.TO - Dividend Comparison

VFH's dividend yield for the trailing twelve months is around 1.61%, less than ZLB.TO's 1.91% yield.


TTM20252024202320222021202020192018201720162015
VFH
Vanguard Financials ETF
1.61%1.55%1.75%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%
ZLB.TO
BMO Low Volatility Canadian Equity ETF
1.91%1.93%2.28%2.56%2.56%2.29%2.72%2.34%2.65%2.42%2.82%2.25%

Drawdowns

VFH vs. ZLB.TO - Drawdown Comparison

The maximum VFH drawdown since its inception was -78.61%, which is greater than ZLB.TO's maximum drawdown of -39.76%. Use the drawdown chart below to compare losses from any high point for VFH and ZLB.TO.


Loading graphics...

Drawdown Indicators


VFHZLB.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.61%

-33.96%

-44.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.75%

-6.53%

-8.22%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-13.04%

-12.62%

Max Drawdown (10Y)

Largest decline over 10 years

-44.42%

-33.96%

-10.46%

Current Drawdown

Current decline from peak

-11.95%

-2.58%

-9.37%

Average Drawdown

Average peak-to-trough decline

-18.62%

-2.51%

-16.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

1.94%

+3.05%

Volatility

VFH vs. ZLB.TO - Volatility Comparison

Vanguard Financials ETF (VFH) has a higher volatility of 4.85% compared to BMO Low Volatility Canadian Equity ETF (ZLB.TO) at 3.86%. This indicates that VFH's price experiences larger fluctuations and is considered to be riskier than ZLB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VFHZLB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

3.86%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

8.30%

+3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

19.93%

12.30%

+7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

13.15%

+6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.55%

15.48%

+7.07%