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VTI vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTI vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and iShares Gold Bullion ETF (CGL-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VTI is traded in USD, while CGL-C.TO is traded in CAD. To make them comparable, the CGL-C.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VTI achieves a 9.62% return, which is significantly higher than CGL-C.TO's -2.68% return. Over the past 10 years, VTI has outperformed CGL-C.TO with an annualized return of 15.02%, while CGL-C.TO has yielded a comparatively lower 11.89% annualized return.


VTI

1D
0.57%
1M
-0.28%
YTD
9.62%
6M
9.69%
1Y
26.27%
3Y*
20.60%
5Y*
12.20%
10Y*
15.02%

CGL-C.TO

1D
-0.00%
1M
-10.30%
YTD
-2.68%
6M
-2.36%
1Y
23.97%
3Y*
28.82%
5Y*
16.71%
10Y*
11.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTI
Vanguard Total Stock Market ETF
9.62%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%
CGL-C.TO
iShares Gold Bullion ETF
-2.58%62.99%26.68%12.82%-0.22%-4.80%24.71%16.80%-1.43%11.88%

Correlation

The correlation between VTI and CGL-C.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.10

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

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

-0.10

The correlation between VTI and CGL-C.TO shifts across timeframes, from -0.10 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VTI vs. CGL-C.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTI
VTI Risk / Return Rank: 7070
Overall Rank
VTI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6969
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7676
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3131
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3535
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2828
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.

VTI vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and iShares Gold Bullion ETF (CGL-C.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.


VTICGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.35

1.19

+0.17

Calmar ratioReturn relative to maximum drawdown

2.79

0.99

+1.80

Martin ratioReturn relative to average drawdown

12.52

2.87

+9.65

VTI vs. CGL-C.TO - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 1.97, which is higher than the CGL-C.TO Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VTI and CGL-C.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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Drawdowns

VTI vs. CGL-C.TO - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than CGL-C.TO's maximum drawdown of -42.11%. Use the drawdown chart below to compare losses from any high point for VTI and CGL-C.TO.


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Drawdown Indicators


VTICGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-42.11%

-13.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-24.32%

+15.40%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-24.32%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-24.32%

-1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-24.32%

-10.68%

Current Drawdown

Current decline from peak

-2.14%

-21.86%

+19.72%

Average Drawdown

Average peak-to-trough decline

-8.02%

-18.51%

+10.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

8.37%

-6.38%

Volatility

VTI vs. CGL-C.TO - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 4.50%, while iShares Gold Bullion ETF (CGL-C.TO) has a volatility of 7.57%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTICGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

7.57%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

22.90%

-13.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

26.70%

-14.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

18.22%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

16.73%

+1.60%

VTI vs. CGL-C.TO - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

VTI vs. CGL-C.TO - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.03%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


VTI and CGL-C.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.55% for CGL-C.TO.

VTI is categorized as Large Cap Blend Equities, while CGL-C.TO is Gold. VTI tracks CRSP US Total Market Index, while CGL-C.TO tracks LBMA Gold Price (CAD). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VTI and 0.55% for CGL-C.TO.

Portfolio Optimizer

Find the right allocation for VTI and CGL-C.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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