VUS.TO vs. TRRYX

Last updated Jun 4, 2026

VUS.TO (Vanguard U.S. Total Market Index ETF (CAD-hedged)) and TRRYX (T. Rowe Price Retirement 2060 Fund) are both funds - VUS.TO is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while TRRYX is a Target Retirement Date fund managed by T. Rowe Price. Over the past 10 years, VUS.TO returned 13.09%/yr vs 12.15%/yr for TRRYX. A 0.75 correlation means they provide meaningful diversification when combined. VUS.TO charges 0.17%/yr vs 0.90%/yr for TRRYX.

Performance

VUS.TO vs. TRRYX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) and T. Rowe Price Retirement 2060 Fund (TRRYX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, VUS.TO achieves a 9.96% return, which is significantly lower than TRRYX's 12.66% return. Over the past 10 years, VUS.TO has outperformed TRRYX with an annualized return of 13.09%, while TRRYX has yielded a comparatively lower 12.15% annualized return.

VUS.TO

• 1D: -0.73%
• 1M: 4.98%
• YTD: 9.96%
• 6M: 8.19%
• 1Y: 23.82%
• 3Y*: 19.29%
• 5Y*: 10.63%
• 10Y*: 13.09%

TRRYX

• 1D: 0.74%
• 1M: 6.29%
• YTD: 12.66%
• 6M: 11.42%
• 1Y: 27.06%
• 3Y*: 19.77%
• 5Y*: 12.04%
• 10Y*: 12.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VUS.TO vs. TRRYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VUS.TO Vanguard U.S. Total Market Index ETF (CAD-hedged)	9.96%	13.31%	22.11%	24.21%	-20.86%	24.87%	17.67%	29.30%	-7.35%	20.26%
TRRYX T. Rowe Price Retirement 2060 Fund	12.66%	13.22%	23.78%	17.84%	-13.63%	16.10%	16.25%	18.89%	-0.09%	13.07%

Correlation

The correlation between VUS.TO and TRRYX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jun 25, 2014	0.75

The correlation between VUS.TO and TRRYX has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.

Return for Risk

VUS.TO vs. TRRYX — Risk / Return Rank

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

VUS.TO

VUS.TO Risk / Return Rank: 57
VUS.TO Sharpe Ratio Rank: 58
VUS.TO Sortino Ratio Rank: 57
VUS.TO Omega Ratio Rank: 57
VUS.TO Calmar Ratio Rank: 51
VUS.TO Martin Ratio Rank: 62

TRRYX

TRRYX Risk / Return Rank: 54
TRRYX Sharpe Ratio Rank: 55
TRRYX Sortino Ratio Rank: 52
TRRYX Omega Ratio Rank: 55
TRRYX Calmar Ratio Rank: 49
TRRYX Martin Ratio Rank: 60

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.

VUS.TO vs. TRRYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) and T. Rowe Price Retirement 2060 Fund (TRRYX). 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.

	VUS.TO	TRRYX	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.38	-0.44
Sortino ratio: Return per unit of downside risk	2.69	3.29	-0.60
Omega ratio: Gain probability vs. loss probability	1.35	1.47	-0.12
Calmar ratio: Return relative to maximum drawdown	2.47	3.27	-0.80
Martin ratio: Return relative to average drawdown	10.99	13.65	-2.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VUS.TO vs. TRRYX - Sharpe Ratio Comparison

The current VUS.TO Sharpe Ratio is 1.94, which is comparable to the TRRYX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of VUS.TO and TRRYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VUS.TO	TRRYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	2.38	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.94	-0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.90	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.89	-0.09

Drawdowns

VUS.TO vs. TRRYX - Drawdown Comparison

The maximum VUS.TO drawdown since its inception was -36.70%, which is greater than TRRYX's maximum drawdown of -26.21%. Use the drawdown chart below to compare losses from any high point for VUS.TO and TRRYX.

Drawdown Indicators

	VUS.TO	TRRYX	Difference
Max Drawdown Largest peak-to-trough decline	-36.70%	-26.21%	-10.49%
Max Drawdown (1Y) Largest decline over 1 year	-9.68%	-8.42%	-1.26%
Max Drawdown (3Y) Largest decline over 3 years	-19.21%	-15.78%	-3.43%
Max Drawdown (5Y) Largest decline over 5 years	-26.25%	-22.37%	-3.88%
Max Drawdown (10Y) Largest decline over 10 years	-36.70%	-26.21%	-10.49%
Current Drawdown Current decline from peak	-0.73%	0.00%	-0.73%
Average Drawdown Average peak-to-trough decline	-4.33%	-3.96%	-0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.01%	+0.16%

Volatility

VUS.TO vs. TRRYX - Volatility Comparison

The current volatility for Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) is 3.14%, while T. Rowe Price Retirement 2060 Fund (TRRYX) has a volatility of 3.49%. This indicates that VUS.TO experiences smaller price fluctuations and is considered to be less risky than TRRYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VUS.TO	TRRYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.14%	3.49%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	9.38%	9.38%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	12.34%	11.57%	+0.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.22%	12.92%	+4.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.08%	13.60%	+4.48%

VUS.TO vs. TRRYX - Expense Ratio Comparison

VUS.TO has a 0.17% expense ratio, which is lower than TRRYX's 0.90% expense ratio.

Dividends

VUS.TO vs. TRRYX - Dividend Comparison

VUS.TO's dividend yield for the trailing twelve months is around 0.75%, less than TRRYX's 3.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TRRYX T. Rowe Price Retirement 2060 Fund	3.28%	3.66%	1.56%	3.14%	5.54%	4.01%	2.26%	4.12%	5.23%	1.58%	1.58%	0.83%
VUS.TO Vanguard U.S. Total Market Index ETF (CAD-hedged)	0.75%	0.84%	0.97%	1.07%	1.23%	0.95%	1.11%	1.39%	1.60%	1.32%	1.49%	1.59%

Frequently Asked Questions

Can I hold both VUS.TO and TRRYX in my portfolio?

VUS.TO and TRRYX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.