VGH.TO vs. BLOV.TO
VGH.TO (Vanguard U.S. Dividend Appreciation Index ETF CAD-Hedged) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. VGH.TO is passively managed, while BLOV.TO is actively managed. Over the past 5 years, VGH.TO returned 8.70%/yr vs 8.11%/yr for BLOV.TO. At a 0.21 correlation, their price movements are largely independent.
Performance
VGH.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, VGH.TO achieves a 7.53% return, which is significantly lower than BLOV.TO's 13.00% return.
VGH.TO
- 1D
- -0.36%
- 1M
- 1.59%
- 6M
- 4.82%
- YTD
- 7.53%
- 1Y
- 14.21%
- 3Y*
- 12.84%
- 5Y*
- 8.70%
- 10Y*
- 11.05%
BLOV.TO
- 1D
- -0.29%
- 1M
- 3.33%
- 6M
- 11.25%
- YTD
- 13.00%
- 1Y
- 19.70%
- 3Y*
- 12.63%
- 5Y*
- 8.11%
- 10Y*
- —
VGH.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VGH.TO Vanguard U.S. Dividend Appreciation Index ETF CAD-Hedged | 7.53% | 11.44% | 15.35% | 12.77% | -11.08% | 22.47% | 27.59% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.00% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
Correlation
The correlation between VGH.TO and BLOV.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.21 |
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Return for Risk
VGH.TO vs. BLOV.TO — Risk / Return Rank
VGH.TO
BLOV.TO
VGH.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Dividend Appreciation Index ETF CAD-Hedged (VGH.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGH.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.44 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 3.78 | -2.09 |
| Martin ratioReturn relative to average drawdown | 6.72 | 12.62 | -5.91 |
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Drawdowns
VGH.TO vs. BLOV.TO - Drawdown Comparison
The maximum VGH.TO drawdown since its inception was -32.82%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for VGH.TO and BLOV.TO.
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Drawdown Indicators
| VGH.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.82% | -46.98% | +14.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -5.23% | -3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.16% | -41.86% | +26.70% |
Max Drawdown (5Y)Largest decline over 5 years | -21.34% | -46.98% | +25.64% |
Max Drawdown (10Y)Largest decline over 10 years | -32.82% | — | — |
Current DrawdownCurrent decline from peak | -0.73% | -1.76% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -4.47% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.56% | +0.56% |
Volatility
VGH.TO vs. BLOV.TO - Volatility Comparison
The current volatility for Vanguard U.S. Dividend Appreciation Index ETF CAD-Hedged (VGH.TO) is 1.65%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.67%. This indicates that VGH.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGH.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.65% | 4.67% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 7.78% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 9.16% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 33.18% | -18.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 30.15% | -14.43% |
Dividends
VGH.TO vs. BLOV.TO - Dividend Comparison
VGH.TO's dividend yield for the trailing twelve months is around 1.07%, less than BLOV.TO's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.72% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGH.TO Vanguard U.S. Dividend Appreciation Index ETF CAD-Hedged | 1.07% | 1.15% | 1.28% | 1.34% | 1.38% | 1.22% | 1.21% | 1.23% | 1.58% | 1.39% | 1.63% | 1.81% |
Frequently Asked Questions
VGH.TO and BLOV.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Vanguard and Brompton.
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