VVL.TO vs. VUG
Compare and contrast key facts about Vanguard Global Value Factor ETF CAD (VVL.TO) and Vanguard Growth ETF (VUG).
VVL.TO and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VVL.TO is an actively managed fund by Vanguard. It was launched on Jun 14, 2016. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
VVL.TO vs. VUG - Performance Comparison
Loading graphics...
VVL.TO vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VVL.TO Vanguard Global Value Factor ETF CAD | 3.80% | 21.53% | 14.96% | 16.51% | 0.45% | 29.74% | -3.32% | 13.38% | -9.42% | 12.32% |
VUG Vanguard Growth ETF | -9.16% | 13.93% | 44.09% | 43.60% | -28.40% | 26.20% | 37.88% | 30.30% | 4.88% | 19.59% |
Different Trading Currencies
VVL.TO is traded in CAD, while VUG is traded in USD. To make them comparable, the VUG values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VVL.TO achieves a 3.80% return, which is significantly higher than VUG's -9.16% return.
VVL.TO
- 1D
- 2.04%
- 1M
- -3.64%
- YTD
- 3.80%
- 6M
- 8.67%
- 1Y
- 24.81%
- 3Y*
- 18.53%
- 5Y*
- 13.27%
- 10Y*
- —
VUG
- 1D
- 3.88%
- 1M
- -3.25%
- YTD
- -9.16%
- 6M
- -8.82%
- 1Y
- 14.36%
- 3Y*
- 22.31%
- 5Y*
- 13.75%
- 10Y*
- 16.81%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VVL.TO vs. VUG - Expense Ratio Comparison
VVL.TO has a 0.38% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
VVL.TO vs. VUG — Risk / Return Rank
VVL.TO
VUG
VVL.TO vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Value Factor ETF CAD (VVL.TO) and Vanguard Growth ETF (VUG). 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.
| VVL.TO | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.64 | +0.61 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.04 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.15 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 0.89 | +0.90 |
Martin ratioReturn relative to average drawdown | 7.07 | 2.70 | +4.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VVL.TO | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.64 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.67 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.98 | -0.36 |
Correlation
The correlation between VVL.TO and VUG is 0.48, 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.
Dividends
VVL.TO vs. VUG - Dividend Comparison
VVL.TO's dividend yield for the trailing twelve months is around 1.82%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVL.TO Vanguard Global Value Factor ETF CAD | 1.82% | 1.89% | 2.19% | 2.65% | 2.52% | 1.48% | 1.67% | 2.60% | 2.11% | 1.33% | 0.59% | 0.00% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
VVL.TO vs. VUG - Drawdown Comparison
The maximum VVL.TO drawdown since its inception was -43.93%, which is greater than VUG's maximum drawdown of -32.96%. Use the drawdown chart below to compare losses from any high point for VVL.TO and VUG.
Loading graphics...
Drawdown Indicators
| VVL.TO | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -50.68% | +6.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -16.53% | +2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -35.61% | +17.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -4.83% | -13.20% | +8.37% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -7.13% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 4.66% | -1.03% |
Volatility
VVL.TO vs. VUG - Volatility Comparison
The current volatility for Vanguard Global Value Factor ETF CAD (VVL.TO) is 5.32%, while Vanguard Growth ETF (VUG) has a volatility of 6.81%. This indicates that VVL.TO experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VVL.TO | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 6.81% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 12.57% | -2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 22.41% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 20.53% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 19.84% | -0.99% |