VIGI vs. PEY.TO
VIGI (Vanguard International Dividend Appreciation ETF) is Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index, while PEY.TO (Peyto Exploration & Development Corp.) is a stock. Over the past 10 years, VIGI returned 8.31%/yr vs 2.26%/yr for PEY.TO. At a 0.23 correlation, their price movements are largely independent.
Performance
VIGI vs. PEY.TO - Performance Comparison
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Different Trading Currencies
VIGI is traded in USD, while PEY.TO is traded in CAD. To make them comparable, the PEY.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VIGI achieves a 3.10% return, which is significantly lower than PEY.TO's 11.42% return. Over the past 10 years, VIGI has outperformed PEY.TO with an annualized return of 8.31%, while PEY.TO has yielded a comparatively lower 2.26% annualized return.
VIGI
- 1D
- -0.22%
- 1M
- 0.88%
- YTD
- 3.10%
- 6M
- 3.92%
- 1Y
- 6.49%
- 3Y*
- 9.51%
- 5Y*
- 4.27%
- 10Y*
- 8.31%
PEY.TO
- 1D
- -0.26%
- 1M
- -6.94%
- YTD
- 11.42%
- 6M
- 11.29%
- 1Y
- 26.58%
- 3Y*
- 41.87%
- 5Y*
- 34.15%
- 10Y*
- 2.26%
VIGI vs. PEY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIGI Vanguard International Dividend Appreciation ETF | 3.10% | 16.88% | 2.73% | 16.30% | -16.79% | 12.51% | 14.66% | 27.53% | -11.50% | 27.97% |
PEY.TO Peyto Exploration & Development Corp. | 11.42% | 48.94% | 43.34% | -0.98% | 44.91% | 228.33% | -17.82% | -40.46% | -53.44% | -48.37% |
Correlation
The correlation between VIGI and PEY.TO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | 0.23 |
The correlation between VIGI and PEY.TO shifts across timeframes, from -0.05 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VIGI vs. PEY.TO — Risk / Return Rank
VIGI
PEY.TO
VIGI vs. PEY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and Peyto Exploration & Development Corp. (PEY.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.
| VIGI | PEY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.19 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.72 | -1.24 |
| Martin ratioReturn relative to average drawdown | 1.70 | 3.77 | -2.08 |
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Drawdowns
VIGI vs. PEY.TO - Drawdown Comparison
The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum PEY.TO drawdown of -97.31%. Use the drawdown chart below to compare losses from any high point for VIGI and PEY.TO.
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Drawdown Indicators
| VIGI | PEY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.01% | -97.31% | +66.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -17.22% | +6.58% |
Max Drawdown (3Y)Largest decline over 3 years | -14.50% | -22.89% | +8.39% |
Max Drawdown (5Y)Largest decline over 5 years | -28.80% | -45.19% | +16.39% |
Max Drawdown (10Y)Largest decline over 10 years | -31.01% | -96.88% | +65.87% |
Current DrawdownCurrent decline from peak | -2.03% | -13.84% | +11.81% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -41.14% | +34.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 7.83% | -4.79% |
Volatility
VIGI vs. PEY.TO - Volatility Comparison
The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 3.35%, while Peyto Exploration & Development Corp. (PEY.TO) has a volatility of 8.46%. This indicates that VIGI experiences smaller price fluctuations and is considered to be less risky than PEY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIGI | PEY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 8.46% | -5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 20.56% | -10.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 27.71% | -14.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 37.74% | -23.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.87% | 44.00% | -28.13% |
Dividends
VIGI vs. PEY.TO - Dividend Comparison
VIGI's dividend yield for the trailing twelve months is around 2.14%, less than PEY.TO's 5.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEY.TO Peyto Exploration & Development Corp. | 5.27% | 5.81% | 7.70% | 10.96% | 4.33% | 1.38% | 3.08% | 6.84% | 10.17% | 8.78% | 3.97% | 5.31% |
VIGI Vanguard International Dividend Appreciation ETF | 2.14% | 2.14% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 1.05% | 0.00% |
Frequently Asked Questions
VIGI and PEY.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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