VFVA vs. ^GSPTSE
Compare and contrast key facts about Vanguard U.S. Value Factor ETF (VFVA) and S&P TSX Composite Index (Canada) (^GSPTSE).
VFVA is managed by Vanguard. It was launched on Feb 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFVA or ^GSPTSE.
Correlation
The correlation between VFVA and ^GSPTSE is 0.76, 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.
Performance
VFVA vs. ^GSPTSE - Performance Comparison
Key characteristics
VFVA:
0.04
^GSPTSE:
1.05
VFVA:
0.21
^GSPTSE:
1.47
VFVA:
1.03
^GSPTSE:
1.21
VFVA:
0.03
^GSPTSE:
1.19
VFVA:
0.11
^GSPTSE:
5.19
VFVA:
7.48%
^GSPTSE:
2.93%
VFVA:
22.36%
^GSPTSE:
14.52%
VFVA:
-48.57%
^GSPTSE:
-49.99%
VFVA:
-14.02%
^GSPTSE:
-3.01%
Returns By Period
In the year-to-date period, VFVA achieves a -6.17% return, which is significantly lower than ^GSPTSE's 1.23% return.
VFVA
-6.17%
3.09%
-6.26%
-0.68%
18.54%
N/A
^GSPTSE
1.23%
2.86%
3.20%
14.05%
11.22%
5.27%
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Risk-Adjusted Performance
VFVA vs. ^GSPTSE — Risk-Adjusted Performance Rank
VFVA
^GSPTSE
VFVA vs. ^GSPTSE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) and S&P TSX Composite Index (Canada) (^GSPTSE). 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.
Drawdowns
VFVA vs. ^GSPTSE - Drawdown Comparison
The maximum VFVA drawdown since its inception was -48.57%, roughly equal to the maximum ^GSPTSE drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for VFVA and ^GSPTSE. For additional features, visit the drawdowns tool.
Volatility
VFVA vs. ^GSPTSE - Volatility Comparison
Vanguard U.S. Value Factor ETF (VFVA) has a higher volatility of 15.72% compared to S&P TSX Composite Index (Canada) (^GSPTSE) at 10.95%. This indicates that VFVA's price experiences larger fluctuations and is considered to be riskier than ^GSPTSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.