VSP.TO vs. SPXC
Compare and contrast key facts about Vanguard S&P 500 CAD-hedged ETF (VSP.TO) and SPX Corporation (SPXC).
VSP.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSP.TO or SPXC.
Key characteristics
| VSP.TO | SPXC | |
|---|---|---|
| YTD Return | 25.39% | 64.66% |
| 1Y Return | 36.28% | 97.53% |
| 3Y Return (Ann) | 8.47% | 35.71% |
| 5Y Return (Ann) | 14.28% | 29.18% |
| 10Y Return (Ann) | 11.99% | 21.91% |
| Sharpe Ratio | 3.02 | 2.92 |
| Sortino Ratio | 4.12 | 3.29 |
| Omega Ratio | 1.56 | 1.47 |
| Calmar Ratio | 4.01 | 5.91 |
| Martin Ratio | 20.13 | 18.94 |
| Ulcer Index | 1.81% | 5.14% |
| Daily Std Dev | 12.09% | 33.26% |
| Max Drawdown | -35.55% | -81.12% |
| Current Drawdown | 0.00% | -3.16% |
Correlation
The correlation between VSP.TO and SPXC is 0.54, 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.
Performance
VSP.TO vs. SPXC - Performance Comparison
In the year-to-date period, VSP.TO achieves a 25.39% return, which is significantly lower than SPXC's 64.66% return. Over the past 10 years, VSP.TO has underperformed SPXC with an annualized return of 11.99%, while SPXC has yielded a comparatively higher 21.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VSP.TO vs. SPXC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 CAD-hedged ETF (VSP.TO) and SPX Corporation (SPXC). 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.
Dividends
VSP.TO vs. SPXC - Dividend Comparison
VSP.TO's dividend yield for the trailing twelve months is around 1.04%, while SPXC has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSP.TO Vanguard S&P 500 CAD-hedged ETF | 1.04% | 1.17% | 1.37% | 1.07% | 1.27% | 1.52% | 1.76% | 1.46% | 1.69% | 1.75% | 1.53% | 1.43% |
SPXC SPX Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.02% | 1.75% | 1.00% |
Drawdowns
VSP.TO vs. SPXC - Drawdown Comparison
The maximum VSP.TO drawdown since its inception was -35.55%, smaller than the maximum SPXC drawdown of -81.12%. Use the drawdown chart below to compare losses from any high point for VSP.TO and SPXC. For additional features, visit the drawdowns tool.
Volatility
VSP.TO vs. SPXC - Volatility Comparison
The current volatility for Vanguard S&P 500 CAD-hedged ETF (VSP.TO) is 3.85%, while SPX Corporation (SPXC) has a volatility of 14.81%. This indicates that VSP.TO experiences smaller price fluctuations and is considered to be less risky than SPXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.