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VIDY.TO vs. RID.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIDY.TO vs. RID.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 RBC Quant EAFE Dividend Leaders ETF CAD (RID.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIDY.TO achieves a 19.14% return, which is significantly higher than RID.TO's 18.14% 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%

RID.TO

1D
-0.98%
1M
-0.57%
6M
10.62%
YTD
18.14%
1Y
34.54%
3Y*
23.33%
5Y*
14.06%
10Y*
10.03%
ALL TIME*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$60.75KCA$81.74KCA$152.48K
CA$2.60MCA$2.39MCA$2.30M

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


2026 (YTD)20252024202320222021202020192018
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
19.14%35.07%11.97%15.46%1.57%14.26%-2.63%12.64%-6.56%
RID.TO
RBC Quant EAFE Dividend Leaders ETF CAD
18.14%33.82%13.48%16.19%-10.04%12.26%0.73%10.85%-5.54%

Correlation

The correlation between VIDY.TO and RID.TO is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2018

0.66

The correlation between VIDY.TO and RID.TO shifts across timeframes, from 0.65 (5 years) to 0.84 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

VIDY.TO
VIDY.TO Risk / Return Rank: 9191
Overall Rank
VIDY.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 9393
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 8787
Martin Ratio Rank

RID.TO
RID.TO Risk / Return Rank: 8585
Overall Rank
RID.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RID.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
RID.TO Omega Ratio Rank: 8585
Omega Ratio Rank
RID.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
RID.TO Martin Ratio Rank: 8686
Martin Ratio Rank
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. RID.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 RBC Quant EAFE Dividend Leaders ETF CAD (RID.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.TORID.TODifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.49

1.40

+0.09

Calmar ratioReturn relative to maximum drawdown

3.40

3.38

+0.02

Martin ratioReturn relative to average drawdown

13.15

13.49

-0.34

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

The current VIDY.TO Sharpe Ratio is 2.67, which is comparable to the RID.TO Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of VIDY.TO and RID.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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Drawdowns

VIDY.TO vs. RID.TO - Drawdown Comparison

The maximum VIDY.TO drawdown since its inception was -31.99%, which is greater than RID.TO's maximum drawdown of -28.74%. Use the drawdown chart below to compare losses from any high point for VIDY.TO and RID.TO.


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Drawdown Indicators


VIDY.TORID.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.99%

-28.74%

-3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-9.85%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-15.23%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.01%

-23.88%

+4.87%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-1.19%

-0.98%

-0.21%

Average Drawdown

Average peak-to-trough decline

-4.20%

-4.44%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.47%

+0.23%

Volatility

VIDY.TO vs. RID.TO - Volatility Comparison

The current volatility for Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) is 3.64%, while RBC Quant EAFE Dividend Leaders ETF CAD (RID.TO) has a volatility of 4.66%. This indicates that VIDY.TO experiences smaller price fluctuations and is considered to be less risky than RID.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIDY.TORID.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

4.66%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.23%

12.18%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

13.38%

14.89%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

14.13%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

14.98%

+1.40%

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

VIDY.TO has a 0.31% expense ratio, which is lower than RID.TO's 0.54% expense ratio.


Dividends

VIDY.TO vs. RID.TO - Dividend Comparison

VIDY.TO's dividend yield for the trailing twelve months is around 2.83%, which matches RID.TO's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
RID.TO
RBC Quant EAFE Dividend Leaders ETF CAD
2.84%3.03%3.52%3.76%4.09%2.65%3.54%4.14%4.57%3.00%3.35%3.22%
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%0.00%0.00%0.00%

Frequently Asked Questions


VIDY.TO and RID.TO have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

VIDY.TO is cheaper with a 0.31% expense ratio, compared with 0.54% for RID.TO.

They also come from different issuers: Vanguard and RBC. Their fees differ too: 0.31% for VIDY.TO and 0.54% for RID.TO.

Portfolio Optimizer

Find the right allocation for VIDY.TO and RID.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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