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VUS.TO vs. VGRO.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VUS.TO vs. VGRO.TO - 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 Vanguard Growth ETF Portfolio (VGRO.TO). The values are adjusted to include any dividend payments, if applicable.

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VUS.TO vs. VGRO.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VUS.TO
Vanguard U.S. Total Market Index ETF (CAD-hedged)
-4.65%13.31%22.11%24.21%-20.86%24.87%17.67%29.30%-11.54%
VGRO.TO
Vanguard Growth ETF Portfolio
0.44%16.95%19.29%14.81%-11.19%14.80%10.87%17.76%-4.12%

Returns By Period

In the year-to-date period, VUS.TO achieves a -4.65% return, which is significantly lower than VGRO.TO's 0.44% return.


VUS.TO

1D
2.87%
1M
-5.36%
YTD
-4.65%
6M
-4.03%
1Y
14.10%
3Y*
15.39%
5Y*
8.54%
10Y*
11.71%

VGRO.TO

1D
2.30%
1M
-3.99%
YTD
0.44%
6M
2.80%
1Y
17.40%
3Y*
15.06%
5Y*
9.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VUS.TO vs. VGRO.TO - Expense Ratio Comparison

VUS.TO has a 0.17% expense ratio, which is lower than VGRO.TO's 0.24% 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%.


Return for Risk

VUS.TO vs. VGRO.TO — 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: 4646
Overall Rank
VUS.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VUS.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
VUS.TO Omega Ratio Rank: 4646
Omega Ratio Rank
VUS.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VUS.TO Martin Ratio Rank: 5555
Martin Ratio Rank

VGRO.TO
VGRO.TO Risk / Return Rank: 7878
Overall Rank
VGRO.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VGRO.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
VGRO.TO Omega Ratio Rank: 7979
Omega Ratio Rank
VGRO.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
VGRO.TO Martin Ratio Rank: 8080
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.

VUS.TO vs. VGRO.TO - 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 Vanguard Growth ETF Portfolio (VGRO.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.


VUS.TOVGRO.TODifference

Sharpe ratio

Return per unit of total volatility

0.78

1.35

-0.58

Sortino ratio

Return per unit of downside risk

1.22

1.87

-0.65

Omega ratio

Gain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratio

Return relative to maximum drawdown

1.20

1.87

-0.66

Martin ratio

Return relative to average drawdown

5.37

8.16

-2.79

VUS.TO vs. VGRO.TO - Sharpe Ratio Comparison

The current VUS.TO Sharpe Ratio is 0.78, which is lower than the VGRO.TO Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of VUS.TO and VGRO.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VUS.TOVGRO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.35

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.91

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.74

+0.01

Correlation

The correlation between VUS.TO and VGRO.TO is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VUS.TO vs. VGRO.TO - Dividend Comparison

VUS.TO's dividend yield for the trailing twelve months is around 0.87%, less than VGRO.TO's 1.88% yield.


TTM20252024202320222021202020192018201720162015
VUS.TO
Vanguard U.S. Total Market Index ETF (CAD-hedged)
0.87%0.84%0.97%1.07%1.23%0.95%1.11%1.39%1.60%1.32%1.49%1.59%
VGRO.TO
Vanguard Growth ETF Portfolio
1.88%1.88%2.02%2.15%2.16%1.81%1.78%2.19%2.10%0.00%0.00%0.00%

Drawdowns

VUS.TO vs. VGRO.TO - Drawdown Comparison

The maximum VUS.TO drawdown since its inception was -36.70%, which is greater than VGRO.TO's maximum drawdown of -25.36%. Use the drawdown chart below to compare losses from any high point for VUS.TO and VGRO.TO.


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Drawdown Indicators


VUS.TOVGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.70%

-25.36%

-11.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-9.70%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.25%

-17.38%

-8.87%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

Current Drawdown

Current decline from peak

-7.08%

-4.41%

-2.67%

Average Drawdown

Average peak-to-trough decline

-4.37%

-3.46%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.22%

+0.48%

Volatility

VUS.TO vs. VGRO.TO - Volatility Comparison

Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) has a higher volatility of 5.55% compared to Vanguard Growth ETF Portfolio (VGRO.TO) at 5.03%. This indicates that VUS.TO's price experiences larger fluctuations and is considered to be riskier than VGRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUS.TOVGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

5.03%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

7.75%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

12.92%

+5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

10.54%

+6.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

12.57%

+5.49%