VIDY.TO vs. KNGX.TO

Last updated Aug 4, 2026

VIDY.TO (Vanguard FTSE Developed ex North America High Dividend Yield Index ETF) and KNGX.TO (Brompton International Cash Flow Kings ETF) are both Foreign Large Cap Equities funds - VIDY.TO tracks the FTSE Developed ex North America High Dividend Yield Index while KNGX.TO tracks the Brompton Index One International Cash Flow Kings Index. Both are passively managed. Over the past year, VIDY.TO returned 36.21% vs 38.37% for KNGX.TO. Their 0.35 correlation means their historical movements had little consistent relationship. VIDY.TO charges 0.31%/yr vs 0.55%/yr for KNGX.TO.

Performance

VIDY.TO vs. KNGX.TO - Performance Comparison

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

Returns By Period

In the year-to-date period, VIDY.TO achieves a 19.14% return, which is significantly higher than KNGX.TO's 15.57% return.

VIDY.TO

• 1D: -1.19%
• 1M: 2.39%
• 6M: 12.20%
• YTD: 19.14%
• 1Y: 36.21%
• 3Y*: 23.60%
• 5Y*: 16.78%
• 10Y*: —
• ALL TIME*: 12.11%

KNGX.TO

• 1D: -0.07%
• 1M: 3.65%
• 6M: 7.87%
• YTD: 15.57%
• 1Y: 38.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KNGX.TO Brompton International Cash Flow Kings ETF	CA$7.43K	CA$6.89K	CA$16.70K
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF	CA$2.60M	CA$2.39M	CA$2.30M

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

	2026 (YTD)	2025	2024
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF	19.14%	35.07%	-1.50%
KNGX.TO Brompton International Cash Flow Kings ETF	15.57%	35.23%	-5.77%

Correlation

The correlation between VIDY.TO and KNGX.TO is 0.49, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.49
Correlation (All Time) Calculated using the full available price history since Jul 24, 2024	0.35

The correlation between VIDY.TO and KNGX.TO shifts across timeframes, from 0.35 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

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

Compare historical risk-adjusted metric ranks over the past 12 months.

VIDY.TO

VIDY.TO Risk / Return Rank: 91
VIDY.TO Sharpe Ratio Rank: 94
VIDY.TO Sortino Ratio Rank: 94
VIDY.TO Omega Ratio Rank: 93
VIDY.TO Calmar Ratio Rank: 86
VIDY.TO Martin Ratio Rank: 87

KNGX.TO

KNGX.TO Risk / Return Rank: 94
KNGX.TO Sharpe Ratio Rank: 94
KNGX.TO Sortino Ratio Rank: 94
KNGX.TO Omega Ratio Rank: 93
KNGX.TO Calmar Ratio Rank: 95
KNGX.TO Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.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.

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.

	VIDY.TO	KNGX.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.67	2.74	-0.07
Sortino ratio: Return per unit of downside risk	3.67	3.99	-0.32
Omega ratio: Gain probability vs. loss probability	1.49	1.50	-0.01
Calmar ratio: Return relative to maximum drawdown	3.40	5.85	-2.46
Martin ratio: Return relative to average drawdown	13.15	17.29	-4.14

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

The current VIDY.TO Sharpe Ratio is 2.67, which is comparable to the KNGX.TO Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of VIDY.TO and KNGX.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.

Drawdowns

VIDY.TO vs. KNGX.TO - Drawdown Comparison

The maximum VIDY.TO drawdown since its inception was -31.99%, 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 VIDY.TO and KNGX.TO.

Drawdown Indicators

	VIDY.TO	KNGX.TO	Difference
Max Drawdown Largest peak-to-trough decline	-31.99%	-13.51%	-18.48%
Max Drawdown (1Y) Largest decline over 1 year	-10.48%	-6.27%	-4.21%
Max Drawdown (3Y) Largest decline over 3 years	-13.89%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.01%	—	—
Current Drawdown Current decline from peak	-1.19%	-0.63%	-0.56%
Average Drawdown Average peak-to-trough decline	-4.20%	-2.29%	-1.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	2.12%	+0.58%

Volatility

VIDY.TO vs. KNGX.TO - Volatility Comparison

Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) has a higher volatility of 3.64% compared to Brompton International Cash Flow Kings ETF (KNGX.TO) at 2.90%. This indicates that VIDY.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.

Volatility by Period

	VIDY.TO	KNGX.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	2.90%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	11.23%	10.23%	+1.00%
Volatility (1Y) Calculated over the trailing 1-year period	13.38%	13.41%	-0.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.57%	14.89%	-1.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.38%	14.89%	+1.49%

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

VIDY.TO has a 0.31% expense ratio, which is lower than KNGX.TO's 0.55% expense ratio.

Dividends

VIDY.TO vs. KNGX.TO - Dividend Comparison

VIDY.TO's dividend yield for the trailing twelve months is around 2.83%, more than KNGX.TO's 2.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
KNGX.TO Brompton International Cash Flow Kings ETF	2.18%	2.16%	1.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF	2.83%	2.80%	3.64%	3.91%	4.39%	3.30%	3.36%	3.37%	0.02%

Frequently Asked Questions

Can I hold both VIDY.TO and KNGX.TO in my portfolio?

VIDY.TO and KNGX.TO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VIDY.TO or KNGX.TO?

On fees, VIDY.TO is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VIDY.TO or KNGX.TO?

VIDY.TO is cheaper with a 0.31% expense ratio, compared with 0.55% for KNGX.TO.

What is the main difference between VIDY.TO and KNGX.TO?

VIDY.TO tracks FTSE Developed ex North America High Dividend Yield Index, while KNGX.TO tracks Brompton Index One International Cash Flow Kings Index. They also come from different issuers: Vanguard and Brompton. Their fees differ too: 0.31% for VIDY.TO and 0.55% for KNGX.TO.