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VUN.TO vs. VIGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUN.TO vs. VIGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Total Market Index ETF (VUN.TO) and Vanguard Growth Index Fund (VIGRX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VUN.TO achieves a 12.43% return, which is significantly higher than VIGRX's 11.72% return. Over the past 10 years, VUN.TO has underperformed VIGRX with an annualized return of 15.43%, while VIGRX has yielded a comparatively higher 19.04% annualized return.


VUN.TO

1D
-0.39%
1M
7.17%
YTD
12.43%
6M
10.44%
1Y
29.34%
3Y*
23.05%
5Y*
15.50%
10Y*
15.43%

VIGRX

1D
0.03%
1M
9.23%
YTD
11.72%
6M
9.17%
1Y
30.42%
3Y*
27.56%
5Y*
18.68%
10Y*
19.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUN.TO vs. VIGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUN.TO
Vanguard U.S. Total Market Index ETF
12.43%11.43%33.76%23.00%-14.20%24.54%18.22%23.99%2.35%13.01%
VIGRX
Vanguard Growth Index Fund
11.72%13.71%43.89%43.36%-28.46%25.95%37.64%30.34%4.71%19.52%

Correlation

The correlation between VUN.TO and VIGRX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.85

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

0.88

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

0.87

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2013

0.82

The correlation between VUN.TO and VIGRX has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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Return for Risk

VUN.TO vs. VIGRX — Risk / Return Rank

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

VUN.TO
VUN.TO Risk / Return Rank: 7272
Overall Rank
VUN.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VUN.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
VUN.TO Omega Ratio Rank: 7474
Omega Ratio Rank
VUN.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
VUN.TO Martin Ratio Rank: 6969
Martin Ratio Rank

VIGRX
VIGRX Risk / Return Rank: 3434
Overall Rank
VIGRX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VIGRX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VIGRX Omega Ratio Rank: 3939
Omega Ratio Rank
VIGRX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VIGRX Martin Ratio Rank: 2626
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.

VUN.TO vs. VIGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Total Market Index ETF (VUN.TO) and Vanguard Growth Index Fund (VIGRX). 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.


VUN.TOVIGRXDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.45

1.36

+0.09

Calmar ratioReturn relative to maximum drawdown

3.46

1.86

+1.60

Martin ratioReturn relative to average drawdown

12.96

5.62

+7.35

VUN.TO vs. VIGRX - Sharpe Ratio Comparison

The current VUN.TO Sharpe Ratio is 2.47, which is comparable to the VIGRX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of VUN.TO and VIGRX, 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


VUN.TOVIGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

2.02

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.91

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.96

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

1.06

-0.05

Drawdowns

VUN.TO vs. VIGRX - Drawdown Comparison

The maximum VUN.TO drawdown since its inception was -28.19%, smaller than the maximum VIGRX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for VUN.TO and VIGRX.


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Drawdown Indicators


VUN.TOVIGRXDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-33.01%

+4.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-16.96%

+8.45%

Max Drawdown (3Y)

Largest decline over 3 years

-19.88%

-23.52%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-23.67%

-33.01%

+9.34%

Max Drawdown (10Y)

Largest decline over 10 years

-28.19%

-33.01%

+4.82%

Current Drawdown

Current decline from peak

-0.39%

0.00%

-0.39%

Average Drawdown

Average peak-to-trough decline

-3.80%

-4.71%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

5.60%

-3.33%

Volatility

VUN.TO vs. VIGRX - Volatility Comparison

The current volatility for Vanguard U.S. Total Market Index ETF (VUN.TO) is 3.04%, while Vanguard Growth Index Fund (VIGRX) has a volatility of 3.59%. This indicates that VUN.TO experiences smaller price fluctuations and is considered to be less risky than VIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUN.TOVIGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

3.59%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

11.81%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.97%

15.59%

-3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

20.65%

-5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

20.01%

-3.31%

VUN.TO vs. VIGRX - Expense Ratio Comparison

Both VUN.TO and VIGRX have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VUN.TO vs. VIGRX - Dividend Comparison

VUN.TO's dividend yield for the trailing twelve months is around 0.74%, more than VIGRX's 0.26% yield.


PositionTTM20252024202320222021202020192018201720162015
VIGRX
Vanguard Growth Index Fund
0.26%0.22%0.35%0.47%0.54%0.36%0.56%0.83%1.18%1.03%1.27%1.16%
VUN.TO
Vanguard U.S. Total Market Index ETF
0.74%0.84%0.93%1.10%1.21%0.97%1.15%1.45%1.52%1.39%1.49%1.49%

Frequently Asked Questions


VUN.TO and VIGRX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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