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VIDY.TO vs. VFV.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIDY.TO and VFV.TO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

VIDY.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.92%
10.40%
VIDY.TO
VFV.TO

Key characteristics

Sharpe Ratio

VIDY.TO:

1.67

VFV.TO:

2.56

Sortino Ratio

VIDY.TO:

2.23

VFV.TO:

3.58

Omega Ratio

VIDY.TO:

1.29

VFV.TO:

1.47

Calmar Ratio

VIDY.TO:

2.69

VFV.TO:

3.98

Martin Ratio

VIDY.TO:

10.51

VFV.TO:

18.06

Ulcer Index

VIDY.TO:

1.76%

VFV.TO:

1.68%

Daily Std Dev

VIDY.TO:

11.08%

VFV.TO:

11.84%

Max Drawdown

VIDY.TO:

-31.99%

VFV.TO:

-27.43%

Current Drawdown

VIDY.TO:

-0.65%

VFV.TO:

-1.24%

Returns By Period

In the year-to-date period, VIDY.TO achieves a 7.05% return, which is significantly higher than VFV.TO's 2.69% return.


VIDY.TO

YTD

7.05%

1M

3.61%

6M

7.17%

1Y

19.40%

5Y*

9.71%

10Y*

N/A

VFV.TO

YTD

2.69%

1M

0.16%

6M

14.95%

1Y

30.30%

5Y*

16.00%

10Y*

14.31%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

VIDY.TO has a 0.31% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.


VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
Expense ratio chart for VIDY.TO: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%
Expense ratio chart for VFV.TO: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

VIDY.TO vs. VFV.TO — Risk-Adjusted Performance Rank

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

VIDY.TO
The Risk-Adjusted Performance Rank of VIDY.TO is 7272
Overall Rank
The Sharpe Ratio Rank of VIDY.TO is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VIDY.TO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VIDY.TO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VIDY.TO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VIDY.TO is 7878
Martin Ratio Rank

VFV.TO
The Risk-Adjusted Performance Rank of VFV.TO is 9292
Overall Rank
The Sharpe Ratio Rank of VFV.TO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of VFV.TO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VFV.TO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of VFV.TO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VFV.TO is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIDY.TO vs. VFV.TO - Risk-Adjusted Performance 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 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.


Sharpe ratio
The chart of Sharpe ratio for VIDY.TO, currently valued at 1.01, compared to the broader market0.002.004.001.011.97
The chart of Sortino ratio for VIDY.TO, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.0012.001.422.69
The chart of Omega ratio for VIDY.TO, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.36
The chart of Calmar ratio for VIDY.TO, currently valued at 1.31, compared to the broader market0.005.0010.0015.001.312.97
The chart of Martin ratio for VIDY.TO, currently valued at 3.39, compared to the broader market0.0020.0040.0060.0080.00100.003.3912.47
VIDY.TO
VFV.TO

The current VIDY.TO Sharpe Ratio is 1.67, which is lower than the VFV.TO Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of VIDY.TO and VFV.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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.01
1.97
VIDY.TO
VFV.TO

Dividends

VIDY.TO vs. VFV.TO - Dividend Comparison

VIDY.TO's dividend yield for the trailing twelve months is around 3.37%, more than VFV.TO's 0.96% yield.


TTM20242023202220212020201920182017201620152014
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
3.37%3.61%3.91%4.39%3.30%3.35%3.38%0.93%0.00%0.00%0.00%0.00%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%

Drawdowns

VIDY.TO vs. VFV.TO - Drawdown Comparison

The maximum VIDY.TO drawdown since its inception was -31.99%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for VIDY.TO and VFV.TO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.39%
-0.35%
VIDY.TO
VFV.TO

Volatility

VIDY.TO vs. VFV.TO - Volatility Comparison

Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) and Vanguard S&P 500 Index ETF (VFV.TO) have volatilities of 2.79% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.79%
2.79%
VIDY.TO
VFV.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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