VSPGX vs. VDY.TO
Compare and contrast key facts about Vanguard S&P 500 Growth Index Fund Institutional Shares (VSPGX) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO).
VSPGX is managed by Vanguard. It was launched on Apr 5, 2019. VDY.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Canada High Dividend Yield 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: VSPGX or VDY.TO.
Key characteristics
| VSPGX | VDY.TO | |
|---|---|---|
| YTD Return | 35.14% | 21.36% |
| 1Y Return | 43.91% | 30.37% |
| 3Y Return (Ann) | 8.11% | 10.03% |
| 5Y Return (Ann) | 18.05% | 12.00% |
| 10Y Return (Ann) | 15.29% | 8.92% |
| Sharpe Ratio | 2.58 | 3.32 |
| Sortino Ratio | 3.32 | 4.63 |
| Omega Ratio | 1.47 | 1.61 |
| Calmar Ratio | 2.91 | 3.15 |
| Martin Ratio | 13.68 | 17.93 |
| Ulcer Index | 3.21% | 1.72% |
| Daily Std Dev | 17.02% | 9.29% |
| Max Drawdown | -32.73% | -39.21% |
| Current Drawdown | -0.05% | -0.52% |
Correlation
The correlation between VSPGX and VDY.TO is 0.52, 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
VSPGX vs. VDY.TO - Performance Comparison
In the year-to-date period, VSPGX achieves a 35.14% return, which is significantly higher than VDY.TO's 21.36% return. Over the past 10 years, VSPGX has outperformed VDY.TO with an annualized return of 15.29%, while VDY.TO has yielded a comparatively lower 8.92% 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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VSPGX vs. VDY.TO - Expense Ratio Comparison
VSPGX has a 0.08% expense ratio, which is lower than VDY.TO's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VSPGX vs. VDY.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Growth Index Fund Institutional Shares (VSPGX) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.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.
Dividends
VSPGX vs. VDY.TO - Dividend Comparison
VSPGX's dividend yield for the trailing twelve months is around 0.61%, less than VDY.TO's 4.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSPGX Vanguard S&P 500 Growth Index Fund Institutional Shares | 0.61% | 1.14% | 0.95% | 0.55% | 0.89% | 0.68% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 4.31% | 4.64% | 4.42% | 3.58% | 4.59% | 4.25% | 4.43% | 3.82% | 3.25% | 4.11% | 3.25% | 2.50% |
Drawdowns
VSPGX vs. VDY.TO - Drawdown Comparison
The maximum VSPGX drawdown since its inception was -32.73%, smaller than the maximum VDY.TO drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for VSPGX and VDY.TO. For additional features, visit the drawdowns tool.
Volatility
VSPGX vs. VDY.TO - Volatility Comparison
Vanguard S&P 500 Growth Index Fund Institutional Shares (VSPGX) has a higher volatility of 5.09% compared to Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) at 2.68%. This indicates that VSPGX's price experiences larger fluctuations and is considered to be riskier than VDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.