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VGSH vs. VFV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGSH vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury ETF (VGSH) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VGSH achieves a 0.36% return, which is significantly lower than VFV.TO's 8.51% return. Over the past 10 years, VGSH has underperformed VFV.TO with an annualized return of 1.71%, while VFV.TO has yielded a comparatively higher 14.98% annualized return.


VGSH

1D
0.00%
1M
-0.20%
YTD
0.36%
6M
0.76%
1Y
3.41%
3Y*
4.14%
5Y*
1.79%
10Y*
1.71%

VFV.TO

1D
0.11%
1M
0.25%
YTD
8.51%
6M
8.63%
1Y
24.44%
3Y*
21.24%
5Y*
13.20%
10Y*
14.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGSH vs. VFV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGSH
Vanguard Short-Term Treasury ETF
0.36%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%
VFV.TO
Vanguard S&P 500 Index ETF
8.51%17.55%24.68%26.24%-17.79%27.57%18.42%30.52%-5.03%21.94%

Correlation

The correlation between VGSH and VFV.TO is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.12

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2012

-0.14

The correlation between VGSH and VFV.TO shifts across timeframes, from -0.14 (all time) to 0.00 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGSH vs. VFV.TO — Risk / Return Rank

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

VGSH
VGSH Risk / Return Rank: 8888
Overall Rank
VGSH Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9292
Omega Ratio Rank
VGSH Calmar Ratio Rank: 8181
Calmar Ratio Rank
VGSH Martin Ratio Rank: 8383
Martin Ratio Rank

VFV.TO
VFV.TO Risk / Return Rank: 7676
Overall Rank
VFV.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 8181
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 7070
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.

VGSH vs. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury ETF (VGSH) and Vanguard S&P 500 Index ETF (VFV.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.


VGSHVFV.TODifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.57

1.36

+0.21

Calmar ratioReturn relative to maximum drawdown

3.88

2.71

+1.16

Martin ratioReturn relative to average drawdown

15.29

12.01

+3.29

VGSH vs. VFV.TO - Sharpe Ratio Comparison

The current VGSH Sharpe Ratio is 2.69, which is higher than the VFV.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of VGSH and VFV.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VGSHVFV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

1.95

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.83

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

0.85

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.87

+0.14

Drawdowns

VGSH vs. VFV.TO - Drawdown Comparison

The maximum VGSH drawdown since its inception was -5.70%, smaller than the maximum VFV.TO drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for VGSH and VFV.TO.


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Drawdown Indicators


VGSHVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.70%

-33.56%

+27.86%

Max Drawdown (1Y)

Largest decline over 1 year

-0.88%

-9.04%

+8.16%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-18.94%

+17.97%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

-24.33%

+18.67%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

-33.56%

+27.86%

Current Drawdown

Current decline from peak

-0.41%

-2.69%

+2.28%

Average Drawdown

Average peak-to-trough decline

-0.60%

-3.86%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

2.04%

-1.82%

Volatility

VGSH vs. VFV.TO - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury ETF (VGSH) is 0.35%, while Vanguard S&P 500 Index ETF (VFV.TO) has a volatility of 3.80%. This indicates that VGSH experiences smaller price fluctuations and is considered to be less risky than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGSHVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

3.80%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

0.89%

9.46%

-8.57%

Volatility (1Y)

Calculated over the trailing 1-year period

1.28%

12.59%

-11.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.97%

16.07%

-14.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

17.73%

-16.15%

VGSH vs. VFV.TO - Expense Ratio Comparison

VGSH has a 0.03% expense ratio, which is lower than VFV.TO's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VGSH vs. VFV.TO - Dividend Comparison

VGSH's dividend yield for the trailing twelve months is around 3.88%, more than VFV.TO's 0.85% yield.


PositionTTM20252024202320222021202020192018201720162015
VFV.TO
Vanguard S&P 500 Index ETF
0.85%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.69%1.51%1.65%1.63%
VGSH
Vanguard Short-Term Treasury ETF
3.88%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


VGSH and VFV.TO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGSH is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGSH is cheaper with a 0.03% expense ratio, compared with 0.09% for VFV.TO.

VGSH is categorized as Government Bonds, while VFV.TO is S&P 500. VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index, while VFV.TO tracks S&P 500 Index. Their fees differ too: 0.03% for VGSH and 0.09% for VFV.TO.

Portfolio Optimizer

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