VIDI vs. RY
VIDI (Vident International Equity Fund) is Foreign Large Cap Equities fund tracking the Vident International Equity Index, while RY (Royal Bank of Canada) is a stock. Over the past 10 years, VIDI returned 11.07%/yr vs 17.50%/yr for RY. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
VIDI vs. RY - Performance Comparison
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Returns By Period
In the year-to-date period, VIDI achieves a 17.25% return, which is significantly lower than RY's 20.70% return. Over the past 10 years, VIDI has underperformed RY with an annualized return of 11.07%, while RY has yielded a comparatively higher 17.50% annualized return.
VIDI
- 1D
- -2.98%
- 1M
- -2.26%
- YTD
- 17.25%
- 6M
- 17.31%
- 1Y
- 41.24%
- 3Y*
- 25.13%
- 5Y*
- 11.69%
- 10Y*
- 11.07%
RY
- 1D
- 0.09%
- 1M
- 6.97%
- YTD
- 20.70%
- 6M
- 20.40%
- 1Y
- 64.38%
- 3Y*
- 34.79%
- 5Y*
- 19.12%
- 10Y*
- 17.50%
VIDI vs. RY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIDI Vident International Equity Fund | 17.25% | 41.83% | 6.03% | 18.92% | -13.83% | 11.93% | 1.18% | 15.84% | -17.65% | 33.56% |
RY Royal Bank of Canada | 20.70% | 46.29% | 23.80% | 12.72% | -8.00% | 34.11% | 8.42% | 20.17% | -12.88% | 24.95% |
Correlation
The correlation between VIDI and RY is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2013 | 0.63 |
The correlation between VIDI and RY shifts across timeframes, from 0.54 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VIDI vs. RY — Risk / Return Rank
VIDI
RY
VIDI vs. RY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vident International Equity Fund (VIDI) and Royal Bank of Canada (RY). 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.
| VIDI | RY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.76 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 6.45 | -2.33 |
| Martin ratioReturn relative to average drawdown | 15.07 | 24.03 | -8.96 |
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Drawdowns
VIDI vs. RY - Drawdown Comparison
The maximum VIDI drawdown since its inception was -48.39%, smaller than the maximum RY drawdown of -62.90%. Use the drawdown chart below to compare losses from any high point for VIDI and RY.
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Drawdown Indicators
| VIDI | RY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.39% | -62.90% | +14.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -10.04% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -14.54% | -19.88% | +5.34% |
Max Drawdown (5Y)Largest decline over 5 years | -28.35% | -28.36% | +0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -48.39% | -39.95% | -8.44% |
Current DrawdownCurrent decline from peak | -5.31% | 0.00% | -5.31% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -9.31% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.69% | +0.05% |
Volatility
VIDI vs. RY - Volatility Comparison
Vident International Equity Fund (VIDI) has a higher volatility of 7.02% compared to Royal Bank of Canada (RY) at 3.08%. This indicates that VIDI's price experiences larger fluctuations and is considered to be riskier than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIDI | RY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 3.08% | +3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 11.23% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 15.04% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 17.99% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 19.68% | -1.72% |
Dividends
VIDI vs. RY - Dividend Comparison
VIDI's dividend yield for the trailing twelve months is around 3.98%, more than RY's 2.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RY Royal Bank of Canada | 2.28% | 2.54% | 3.39% | 4.29% | 4.07% | 3.24% | 3.88% | 3.88% | 4.27% | 3.22% | 3.95% | 5.41% |
VIDI Vident International Equity Fund | 3.98% | 4.26% | 4.93% | 4.14% | 5.85% | 4.62% | 2.51% | 3.35% | 2.80% | 2.21% | 1.92% | 2.25% |
Frequently Asked Questions
VIDI and RY have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIDI has higher volatility (7.02%) compared to RY (3.08%). In terms of maximum drawdown, VIDI dropped -48.39% vs RY's -62.90%.
RY currently has the higher Sharpe Ratio (4.30 vs 2.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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