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.
Performance
VSP.TO vs. SPXC - Performance Comparison
Loading graphics...
VSP.TO vs. SPXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSP.TO Vanguard S&P 500 CAD-hedged ETF | -4.82% | 15.49% | 23.68% | 24.16% | -19.24% | 27.90% | 15.32% | 30.18% | -6.75% | 21.05% |
SPXC SPX Corporation | 1.29% | 31.17% | 56.44% | 50.47% | 17.84% | 8.44% | 5.38% | 72.72% | -3.20% | 23.91% |
Different Trading Currencies
VSP.TO is traded in CAD, while SPXC is traded in USD. To make them comparable, the SPXC values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VSP.TO achieves a -4.82% return, which is significantly lower than SPXC's 1.29% return. Over the past 10 years, VSP.TO has underperformed SPXC with an annualized return of 12.44%, while SPXC has yielded a comparatively higher 30.04% annualized return.
VSP.TO
- 1D
- 3.15%
- 1M
- -5.06%
- YTD
- -4.82%
- 6M
- -2.72%
- 1Y
- 15.55%
- 3Y*
- 16.44%
- 5Y*
- 10.21%
- 10Y*
- 12.44%
SPXC
- 1D
- 4.72%
- 1M
- -10.16%
- YTD
- 1.29%
- 6M
- 6.95%
- 1Y
- 50.08%
- 3Y*
- 42.85%
- 5Y*
- 30.06%
- 10Y*
- 30.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VSP.TO vs. SPXC — Risk / Return Rank
VSP.TO
SPXC
VSP.TO vs. SPXC - Risk-Adjusted Trends 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.
| VSP.TO | SPXC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.38 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.35 | 2.05 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.18 | -0.84 |
Martin ratioReturn relative to average drawdown | 6.22 | 6.75 | -0.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VSP.TO | SPXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.38 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.92 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.84 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.27 | +0.51 |
Correlation
The correlation between VSP.TO and SPXC is 0.49, 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.
Dividends
VSP.TO vs. SPXC - Dividend Comparison
VSP.TO's dividend yield for the trailing twelve months is around 0.97%, while SPXC has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSP.TO Vanguard S&P 500 CAD-hedged ETF | 0.97% | 0.92% | 1.07% | 1.17% | 1.37% | 1.07% | 1.27% | 1.52% | 1.76% | 1.46% | 1.69% | 1.75% |
SPXC SPX Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 8.04% |
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 -90.56%. Use the drawdown chart below to compare losses from any high point for VSP.TO and SPXC.
Loading graphics...
Drawdown Indicators
| VSP.TO | SPXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -93.77% | +58.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -23.15% | +11.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.54% | -38.32% | +12.78% |
Max Drawdown (10Y)Largest decline over 10 years | -35.55% | -50.26% | +14.71% |
Current DrawdownCurrent decline from peak | -6.55% | -17.73% | +11.18% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -38.39% | +34.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 7.26% | -4.66% |
Volatility
VSP.TO vs. SPXC - Volatility Comparison
The current volatility for Vanguard S&P 500 CAD-hedged ETF (VSP.TO) is 5.50%, while SPX Corporation (SPXC) has a volatility of 14.53%. 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.
Loading graphics...
Volatility by Period
| VSP.TO | SPXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.50% | 14.53% | -9.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 27.23% | -17.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.12% | 36.41% | -18.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 32.98% | -16.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 35.82% | -17.86% |