VGRO.TO vs. VBAL.TO
Compare and contrast key facts about Vanguard Growth ETF Portfolio (VGRO.TO) and Vanguard Balanced ETF Portfolio (VBAL.TO).
VGRO.TO and VBAL.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGRO.TO is an actively managed fund by Vanguard. It was launched on Jan 25, 2018. VBAL.TO is an actively managed fund by Vanguard. It was launched on Jan 25, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGRO.TO or VBAL.TO.
Key characteristics
| VGRO.TO | VBAL.TO | |
|---|---|---|
| YTD Return | 19.41% | 14.95% |
| 1Y Return | 26.16% | 21.35% |
| 3Y Return (Ann) | 6.75% | 4.72% |
| 5Y Return (Ann) | 9.58% | 7.13% |
| Sharpe Ratio | 3.43 | 3.39 |
| Sortino Ratio | 4.93 | 5.01 |
| Omega Ratio | 1.66 | 1.66 |
| Calmar Ratio | 5.21 | 3.55 |
| Martin Ratio | 26.95 | 27.57 |
| Ulcer Index | 0.97% | 0.78% |
| Daily Std Dev | 7.67% | 6.35% |
| Max Drawdown | -25.36% | -21.19% |
| Current Drawdown | -0.35% | -0.45% |
Correlation
The correlation between VGRO.TO and VBAL.TO is 0.98, 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
VGRO.TO vs. VBAL.TO - Performance Comparison
In the year-to-date period, VGRO.TO achieves a 19.41% return, which is significantly higher than VBAL.TO's 14.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGRO.TO vs. VBAL.TO - Expense Ratio Comparison
Both VGRO.TO and VBAL.TO have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VGRO.TO vs. VBAL.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF Portfolio (VGRO.TO) and Vanguard Balanced ETF Portfolio (VBAL.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.
Dividends
VGRO.TO vs. VBAL.TO - Dividend Comparison
VGRO.TO's dividend yield for the trailing twelve months is around 2.17%, less than VBAL.TO's 2.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VGRO.TO Vanguard Growth ETF Portfolio | 2.17% | 2.16% | 2.17% | 1.82% | 1.79% | 2.21% | 2.12% |
VBAL.TO Vanguard Balanced ETF Portfolio | 2.41% | 2.37% | 2.21% | 1.95% | 1.83% | 2.25% | 2.04% |
Drawdowns
VGRO.TO vs. VBAL.TO - Drawdown Comparison
The maximum VGRO.TO drawdown since its inception was -25.36%, which is greater than VBAL.TO's maximum drawdown of -21.19%. Use the drawdown chart below to compare losses from any high point for VGRO.TO and VBAL.TO. For additional features, visit the drawdowns tool.
Volatility
VGRO.TO vs. VBAL.TO - Volatility Comparison
Vanguard Growth ETF Portfolio (VGRO.TO) has a higher volatility of 2.59% compared to Vanguard Balanced ETF Portfolio (VBAL.TO) at 2.28%. This indicates that VGRO.TO's price experiences larger fluctuations and is considered to be riskier than VBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.