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

VIDY.TO vs. VXC.TO

Last updated Jun 4, 2026

VIDY.TO (Vanguard FTSE Developed ex North America High Dividend Yield Index ETF) and VXC.TO (Vanguard FTSE Global All Cap ex Canada Index ETF) are both exchange-traded funds - VIDY.TO is a Foreign Large Cap Equities fund tracking the FTSE Developed ex North America High Dividend Yield Index, while VXC.TO is a Global Equities fund tracking the FTSE Global All Cap ex Canada China A Inclusion Index. Both are passively managed. Over the past 5 years, VIDY.TO returned 15.12%/yr vs 13.65%/yr for VXC.TO. A 0.66 correlation means they provide meaningful diversification when combined. VIDY.TO charges 0.31%/yr vs 0.22%/yr for VXC.TO.

Performance

VIDY.TO vs. VXC.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 Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.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 10.45% return, which is significantly lower than VXC.TO's 13.63% return.

VIDY.TO

1D
-0.53%
1M
3.26%
YTD
10.45%
6M
11.80%
1Y
27.71%
3Y*
22.64%
5Y*
15.12%
10Y*
—

VXC.TO

1D
-0.35%
1M
7.19%
YTD
13.63%
6M
12.36%
1Y
30.23%
3Y*
21.78%
5Y*
13.65%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		10.45%34.37%13.41%15.46%1.54%14.21%-2.65%13.21%-5.68%
VXC.TO
Vanguard FTSE Global All Cap ex Canada Index ETF		13.63%15.89%26.06%19.20%-13.02%17.20%14.13%20.47%-8.89%

Correlation

The correlation between VIDY.TO and VXC.TO is 0.73, 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

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2018

0.66

The correlation between VIDY.TO and VXC.TO has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.

VIDY.TO vs. VXC.TO - Sectors Allocation Comparison

Sectors
VIDY.TO
VXC.TO

Financial Services

40.7%
15.2%

Healthcare

9.4%
8.4%

Consumer Defensive

8.8%
4.9%

Energy

7.2%
3.8%

Consumer Cyclical

7.2%
9.1%

Industrials

7.1%
10.5%

Utilities

6.4%
2.8%

Basic Materials

6.3%
3.0%

Communication Services

4.4%
9.0%

Technology

1.3%
31.2%

Real Estate

1.3%
1.6%

Financial Services

VIDY.TO
40.7%
VXC.TO
15.2%

Healthcare

VIDY.TO
9.4%
VXC.TO
8.4%

Consumer Defensive

VIDY.TO
8.8%
VXC.TO
4.9%

Energy

VIDY.TO
7.2%
VXC.TO
3.8%

Consumer Cyclical

VIDY.TO
7.2%
VXC.TO
9.1%

Industrials

VIDY.TO
7.1%
VXC.TO
10.5%

Utilities

VIDY.TO
6.4%
VXC.TO
2.8%

Basic Materials

VIDY.TO
6.3%
VXC.TO
3.0%

Communication Services

VIDY.TO
4.4%
VXC.TO
9.0%

Technology

VIDY.TO
1.3%
VXC.TO
31.2%

Real Estate

VIDY.TO
1.3%
VXC.TO
1.6%

Compare stocks, funds, or ETFs

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Vanguard FTSE Developed ex North America High Dividend Yield Index ETF

Vanguard FTSE Global All Cap ex Canada Index ETF

Often compared with VIDY.TO:
VIDY.TO vs. VDY.TOVIDY.TO vs. VIU.TOVIDY.TO vs. VEQT.TOVIDY.TO vs. XEF.TOVIDY.TO vs. VFV.TOVIDY.TO vs. VEE.TOVIDY.TO vs. VDU.TO
Often compared with VXC.TO:
VXC.TO vs. XAW.TOVXC.TO vs. XEQT.TOVXC.TO vs. VEQT.TOVXC.TO vs. VFV.TOVXC.TO vs. VTVXC.TO vs. XEF.TOVXC.TO vs. VOO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VIDY.TO
VIDY.TO Risk / Return Rank: 5959
Overall Rank
VIDY.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 6262
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 5757
Martin Ratio Rank
VXC.TO
VXC.TO Risk / Return Rank: 7575
Overall Rank
VXC.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VXC.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VXC.TO Omega Ratio Rank: 7777
Omega Ratio Rank
VXC.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
VXC.TO Martin Ratio Rank: 7676
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.

VIDY.TO vs. VXC.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 Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.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.

VIDY.TOVXC.TODifference
Sharpe ratioReturn per unit of total volatility
2.11
2.48

-0.37

Sortino ratioReturn per unit of downside risk
2.94
3.45

-0.51

Omega ratioGain probability vs. loss probability

1.38

1.47

-0.09

Calmar ratioReturn relative to maximum drawdown

2.66

3.68

-1.03

Martin ratioReturn relative to average drawdown

10.28

14.87

-4.59

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current VIDY.TO Sharpe Ratio is 2.11, which is comparable to the VXC.TO Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of VIDY.TO and VXC.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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Sharpe Ratios by Period

VIDY.TOVXC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.48

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

1.00

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.86

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.84

-0.11

Drawdowns

VIDY.TO vs. VXC.TO - Drawdown Comparison

The maximum VIDY.TO drawdown since its inception was -31.99%, which is greater than VXC.TO's maximum drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for VIDY.TO and VXC.TO.

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Drawdown Indicators

VIDY.TOVXC.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.99%

-27.28%

-4.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-8.24%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-16.76%

+2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.02%

-21.61%

+2.59%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.28%

—

Current Drawdown

Current decline from peak

-2.28%

-0.35%

-1.93%

Average Drawdown

Average peak-to-trough decline

-4.25%

-3.89%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.04%

+0.66%

Volatility

VIDY.TO vs. VXC.TO - Volatility Comparison

Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) has a higher volatility of 4.18% compared to Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO) at 3.81%. This indicates that VIDY.TO's price experiences larger fluctuations and is considered to be riskier than VXC.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.TOVXC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

3.81%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

9.86%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.21%

12.24%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

13.69%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

15.28%

+1.16%

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

VIDY.TO has a 0.31% expense ratio, which is higher than VXC.TO's 0.22% expense ratio.

Dividends

VIDY.TO vs. VXC.TO - Dividend Comparison

VIDY.TO's dividend yield for the trailing twelve months is around 2.47%, more than VXC.TO's 1.22% yield.

PositionTTM20252024202320222021202020192018201720162015
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		2.47%2.80%3.59%3.89%4.37%3.28%3.34%3.36%0.93%0.00%0.00%0.00%
VXC.TO
Vanguard FTSE Global All Cap ex Canada Index ETF		1.22%1.39%1.45%1.68%1.82%1.48%1.46%1.80%1.94%1.68%1.85%1.83%

Frequently Asked Questions

VIDY.TO and VXC.TO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXC.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXC.TO is cheaper with a 0.22% expense ratio, compared with 0.31% for VIDY.TO.

VIDY.TO is categorized as Foreign Large Cap Equities, while VXC.TO is Global Equities. VIDY.TO tracks FTSE Developed ex North America High Dividend Yield Index, while VXC.TO tracks FTSE Global All Cap ex Canada China A Inclusion Index. Their fees differ too: 0.31% for VIDY.TO and 0.22% for VXC.TO.

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