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

VNP.TO vs. VIDY.TO

Last updated Jun 5, 2026

VNP.TO (5N Plus Inc.) is a stock, while VIDY.TO (Vanguard FTSE Developed ex North America High Dividend Yield Index ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed ex North America High Dividend Yield Index. Over the past 5 years, VNP.TO returned 69.77%/yr vs 15.35%/yr for VIDY.TO. At a 0.28 correlation, their price movements are largely independent.

Performance

VNP.TO vs. VIDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in 5N Plus Inc. (VNP.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.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, VNP.TO achieves a 144.30% return, which is significantly higher than VIDY.TO's 11.55% return.

VNP.TO

1D
0.86%
1M
22.98%
YTD
144.30%
6M
120.19%
1Y
433.13%
3Y*
138.77%
5Y*
69.77%
10Y*
34.11%

VIDY.TO

1D
0.99%
1M
3.30%
YTD
11.55%
6M
12.63%
1Y
29.02%
3Y*
23.03%
5Y*
15.35%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
VNP.TO
5N Plus Inc.		144.30%140.11%95.24%29.90%22.27%-19.32%19.92%-20.65%-13.65%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		11.55%34.37%13.41%15.46%1.54%14.21%-2.65%13.21%-5.68%

Correlation

The correlation between VNP.TO and VIDY.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

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

0.28

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

0.31

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

0.28

Compare stocks, funds, or ETFs

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5N Plus Inc.

Vanguard FTSE Developed ex North America High Dividend Yield Index ETF

Often compared with VNP.TO:
VNP.TO vs. NVDA.TOVNP.TO vs. CNLVNP.TO vs. POETVNP.TO vs. AIVNP.TO vs. HAL.NSVNP.TO vs. CNL.TOVNP.TO vs. SSRM.TO
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

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VNP.TO
VNP.TO Risk / Return Rank: 9999
Overall Rank
VNP.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VNP.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
VNP.TO Omega Ratio Rank: 9898
Omega Ratio Rank
VNP.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
VNP.TO Martin Ratio Rank: 9999
Martin Ratio Rank
VIDY.TO
VIDY.TO Risk / Return Rank: 6464
Overall Rank
VIDY.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 6868
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 6161
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.

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

This table presents a comparison of risk-adjusted performance metrics for 5N Plus Inc. (VNP.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.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.

VNP.TOVIDY.TODifference
Sharpe ratioReturn per unit of total volatility
7.98
2.21

+5.77

Sortino ratioReturn per unit of downside risk
6.27
3.06

+3.21

Omega ratioGain probability vs. loss probability

1.77

1.40

+0.37

Calmar ratioReturn relative to maximum drawdown

22.78

2.78

+20.00

Martin ratioReturn relative to average drawdown

68.20

10.76

+57.45

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

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

The current VNP.TO Sharpe Ratio is 7.98, which is higher than the VIDY.TO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VNP.TO and VIDY.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

VNP.TOVIDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.98

2.21

+5.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

1.15

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.73

-0.52

Drawdowns

VNP.TO vs. VIDY.TO - Drawdown Comparison

The maximum VNP.TO drawdown since its inception was -92.70%, which is greater than VIDY.TO's maximum drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for VNP.TO and VIDY.TO.

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Drawdown Indicators

VNP.TOVIDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-92.70%

-31.99%

-60.71%

Max Drawdown (1Y)

Largest decline over 1 year

-19.17%

-10.48%

-8.69%

Max Drawdown (3Y)

Largest decline over 3 years

-43.71%

-13.89%

-29.82%

Max Drawdown (5Y)

Largest decline over 5 years

-66.14%

-19.02%

-47.12%

Max Drawdown (10Y)

Largest decline over 10 years

-77.45%

—

—

Current Drawdown

Current decline from peak

-9.15%

-1.31%

-7.84%

Average Drawdown

Average peak-to-trough decline

-66.92%

-4.25%

-62.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.39%

2.70%

+3.69%

Volatility

VNP.TO vs. VIDY.TO - Volatility Comparison

5N Plus Inc. (VNP.TO) has a higher volatility of 16.41% compared to Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) at 4.19%. This indicates that VNP.TO's price experiences larger fluctuations and is considered to be riskier than VIDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VNP.TOVIDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.41%

4.19%

+12.22%

Volatility (6M)

Calculated over the trailing 6-month period

41.04%

10.63%

+30.41%

Volatility (1Y)

Calculated over the trailing 1-year period

54.74%

13.21%

+41.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.87%

13.41%

+39.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.46%

16.44%

+34.02%

Dividends

VNP.TO vs. VIDY.TO - Dividend Comparison

VNP.TO has not paid dividends to shareholders, while VIDY.TO's dividend yield for the trailing twelve months is around 2.45%.

PositionTTM20252024202320222021202020192018
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		2.45%2.80%3.59%3.89%4.37%3.28%3.34%3.36%0.93%
VNP.TO
5N Plus Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

VNP.TO and VIDY.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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