VGG.TO vs. CIE.NEO
VGG.TO (Vanguard U.S. Dividend Appreciation Index ETF) and CIE.NEO (iShares International Fundamental Common Class) are both exchange-traded funds - VGG.TO is a Dividend fund tracking the S&P U.S. Dividend Growers Index, while CIE.NEO is a Global Equities fund tracking the FTSE RAFI Developed ex US 1000 Index. Both are passively managed. Over the past 10 years, VGG.TO returned 13.46%/yr vs 11.89%/yr for CIE.NEO. At a 0.49 correlation, their price movements are largely independent. VGG.TO charges 0.30%/yr vs 0.73%/yr for CIE.NEO.
Performance
VGG.TO vs. CIE.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, VGG.TO achieves a 8.57% return, which is significantly lower than CIE.NEO's 17.83% return. Over the past 10 years, VGG.TO has outperformed CIE.NEO with an annualized return of 13.46%, while CIE.NEO has yielded a comparatively lower 11.89% annualized return.
VGG.TO
- 1D
- 0.23%
- 1M
- 6.00%
- YTD
- 8.57%
- 6M
- 6.30%
- 1Y
- 20.66%
- 3Y*
- 17.22%
- 5Y*
- 13.16%
- 10Y*
- 13.46%
CIE.NEO
- 1D
- -0.39%
- 1M
- 6.26%
- YTD
- 17.83%
- 6M
- 19.92%
- 1Y
- 39.49%
- 3Y*
- 25.09%
- 5Y*
- 15.50%
- 10Y*
- 11.89%
VGG.TO vs. CIE.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGG.TO Vanguard U.S. Dividend Appreciation Index ETF | 8.57% | 8.61% | 26.49% | 11.58% | -4.21% | 22.23% | 12.67% | 23.32% | 5.20% | 13.99% |
CIE.NEO iShares International Fundamental Common Class | 17.83% | 34.92% | 12.83% | 15.59% | -2.83% | 14.42% | 1.33% | 11.29% | -8.19% | 16.74% |
Correlation
The correlation between VGG.TO and CIE.NEO is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2013 | 0.49 |
The correlation between VGG.TO and CIE.NEO shifts across timeframes, from 0.48 (5 years) to 0.63 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VGG.TO vs. CIE.NEO — Risk / Return Rank
VGG.TO
CIE.NEO
VGG.TO vs. CIE.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) and iShares International Fundamental Common Class (CIE.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.
| VGG.TO | CIE.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.54 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 3.57 | -0.64 |
| Martin ratioReturn relative to average drawdown | 10.93 | 14.78 | -3.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGG.TO | CIE.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 2.85 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 1.13 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.66 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.44 | +0.54 |
Drawdowns
VGG.TO vs. CIE.NEO - Drawdown Comparison
The maximum VGG.TO drawdown since its inception was -24.58%, smaller than the maximum CIE.NEO drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for VGG.TO and CIE.NEO.
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Drawdown Indicators
| VGG.TO | CIE.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.58% | -40.08% | +15.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.07% | -11.10% | +4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | -15.44% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -18.52% | -20.55% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -24.58% | -40.08% | +15.50% |
Current DrawdownCurrent decline from peak | 0.00% | -0.39% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -7.13% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.68% | -0.79% |
Volatility
VGG.TO vs. CIE.NEO - Volatility Comparison
The current volatility for Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) is 2.59%, while iShares International Fundamental Common Class (CIE.NEO) has a volatility of 4.85%. This indicates that VGG.TO experiences smaller price fluctuations and is considered to be less risky than CIE.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGG.TO | CIE.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 4.85% | -2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 11.56% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 13.95% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.63% | 13.85% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.97% | 18.19% | -3.22% |
VGG.TO vs. CIE.NEO - Expense Ratio Comparison
VGG.TO has a 0.30% expense ratio, which is lower than CIE.NEO's 0.73% expense ratio.
Dividends
VGG.TO vs. CIE.NEO - Dividend Comparison
VGG.TO's dividend yield for the trailing twelve months is around 1.02%, less than CIE.NEO's 2.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIE.NEO iShares International Fundamental Common Class | 2.12% | 2.53% | 2.82% | 3.08% | 3.32% | 2.89% | 2.15% | 3.63% | 3.12% | 2.67% | 2.80% | 2.44% |
VGG.TO Vanguard U.S. Dividend Appreciation Index ETF | 1.02% | 1.16% | 1.23% | 1.37% | 1.35% | 1.21% | 1.25% | 1.24% | 1.50% | 1.46% | 1.63% | 1.70% |
Frequently Asked Questions
VGG.TO and CIE.NEO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGG.TO is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGG.TO is cheaper with a 0.30% expense ratio, compared with 0.73% for CIE.NEO.
VGG.TO is categorized as Dividend, while CIE.NEO is Global Equities. VGG.TO tracks S&P U.S. Dividend Growers Index, while CIE.NEO tracks FTSE RAFI Developed ex US 1000 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.30% for VGG.TO and 0.73% for CIE.NEO.
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