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VI.TO vs. KNGX.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VI.TO vs. KNGX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.TO) and Brompton International Cash Flow Kings ETF (KNGX.TO). The values are adjusted to include any dividend payments, if applicable.

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VI.TO vs. KNGX.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VI.TO achieves a 4.02% return, which is significantly lower than KNGX.TO's 10.43% return.


VI.TO

1D
2.43%
1M
-6.73%
YTD
4.02%
6M
11.39%
1Y
24.93%
3Y*
16.27%
5Y*
11.21%
10Y*
10.68%

KNGX.TO

1D
2.08%
1M
-1.85%
YTD
10.43%
6M
22.26%
1Y
36.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VI.TO vs. KNGX.TO - Expense Ratio Comparison

VI.TO has a 0.22% expense ratio, which is lower than KNGX.TO's 0.55% expense ratio.


Return for Risk

VI.TO vs. KNGX.TO — Risk / Return Rank

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

VI.TO
VI.TO Risk / Return Rank: 8181
Overall Rank
VI.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VI.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VI.TO Omega Ratio Rank: 8484
Omega Ratio Rank
VI.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
VI.TO Martin Ratio Rank: 8181
Martin Ratio Rank

KNGX.TO
KNGX.TO Risk / Return Rank: 9292
Overall Rank
KNGX.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KNGX.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
KNGX.TO Omega Ratio Rank: 9494
Omega Ratio Rank
KNGX.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
KNGX.TO Martin Ratio Rank: 9393
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.

VI.TO vs. KNGX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.TO) and Brompton International Cash Flow Kings ETF (KNGX.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.


VI.TOKNGX.TODifference

Sharpe ratio

Return per unit of total volatility

1.52

2.16

-0.64

Sortino ratio

Return per unit of downside risk

2.12

2.69

-0.57

Omega ratio

Gain probability vs. loss probability

1.33

1.45

-0.11

Calmar ratio

Return relative to maximum drawdown

2.17

2.93

-0.76

Martin ratio

Return relative to average drawdown

8.96

13.53

-4.57

VI.TO vs. KNGX.TO - Sharpe Ratio Comparison

The current VI.TO Sharpe Ratio is 1.52, which is comparable to the KNGX.TO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of VI.TO and KNGX.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VI.TOKNGX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.16

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.59

-0.99

Correlation

The correlation between VI.TO and KNGX.TO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VI.TO vs. KNGX.TO - Dividend Comparison

VI.TO's dividend yield for the trailing twelve months is around 2.40%, more than KNGX.TO's 1.48% yield.


TTM20252024202320222021202020192018201720162015
VI.TO
Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged)
2.40%2.44%2.58%2.59%2.87%2.31%1.98%2.64%2.75%2.08%1.62%0.27%
KNGX.TO
Brompton International Cash Flow Kings ETF
1.48%2.16%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VI.TO vs. KNGX.TO - Drawdown Comparison

The maximum VI.TO drawdown since its inception was -33.54%, which is greater than KNGX.TO's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for VI.TO and KNGX.TO.


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Drawdown Indicators


VI.TOKNGX.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.54%

-13.51%

-20.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-11.80%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-16.65%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

Current Drawdown

Current decline from peak

-7.01%

-1.85%

-5.16%

Average Drawdown

Average peak-to-trough decline

-4.23%

-2.25%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.55%

+0.13%

Volatility

VI.TO vs. KNGX.TO - Volatility Comparison

Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.TO) has a higher volatility of 6.88% compared to Brompton International Cash Flow Kings ETF (KNGX.TO) at 5.01%. This indicates that VI.TO's price experiences larger fluctuations and is considered to be riskier than KNGX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VI.TOKNGX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

5.01%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

10.02%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

16.49%

16.92%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

15.17%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

15.17%

+0.64%