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VXC.TO vs. FINN.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VXC.TO vs. FINN.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO) and Fidelity Global Innovators ETF (FINN.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VXC.TO achieves a 14.58% return, which is significantly lower than FINN.NEO's 40.98% return.


VXC.TO

1D
0.13%
1M
-0.23%
6M
10.59%
YTD
14.58%
1Y
26.49%
3Y*
20.88%
5Y*
12.94%
10Y*
12.93%

FINN.NEO

1D
0.74%
1M
-0.97%
6M
33.95%
YTD
40.98%
1Y
58.67%
3Y*
43.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXC.TO vs. FINN.NEO - Yearly Performance Comparison


2026 (YTD)202520242023
VXC.TO
Vanguard FTSE Global All Cap ex Canada Index ETF
14.58%16.12%26.06%9.82%
FINN.NEO
Fidelity Global Innovators ETF
40.98%20.61%58.65%21.40%

Correlation

The correlation between VXC.TO and FINN.NEO is 0.77, 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

0.77

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

0.77

Correlation (All Time)
Calculated using the full available price history since May 19, 2023

0.77

The correlation between VXC.TO and FINN.NEO has been stable across timeframes, ranging from 0.77 to 0.77 - a consistent structural relationship.

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Return for Risk

VXC.TO vs. FINN.NEO — Risk / Return Rank

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

VXC.TO
VXC.TO Risk / Return Rank: 8080
Overall Rank
VXC.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VXC.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
VXC.TO Omega Ratio Rank: 8181
Omega Ratio Rank
VXC.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
VXC.TO Martin Ratio Rank: 8282
Martin Ratio Rank

FINN.NEO
FINN.NEO Risk / Return Rank: 8989
Overall Rank
FINN.NEO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FINN.NEO Sortino Ratio Rank: 8686
Sortino Ratio Rank
FINN.NEO Omega Ratio Rank: 8787
Omega Ratio Rank
FINN.NEO Calmar Ratio Rank: 9393
Calmar Ratio Rank
FINN.NEO Martin Ratio Rank: 8989
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.

VXC.TO vs. FINN.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO) and Fidelity Global Innovators ETF (FINN.NEO). 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.


VXC.TOFINN.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.38

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

3.23

4.94

-1.71

Martin ratioReturn relative to average drawdown

12.71

15.51

-2.79

VXC.TO vs. FINN.NEO - Sharpe Ratio Comparison

The current VXC.TO Sharpe Ratio is 2.03, which is comparable to the FINN.NEO Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of VXC.TO and FINN.NEO, 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

VXC.TO vs. FINN.NEO - Drawdown Comparison

The maximum VXC.TO drawdown since its inception was -27.28%, which is greater than FINN.NEO's maximum drawdown of -25.66%. Use the drawdown chart below to compare losses from any high point for VXC.TO and FINN.NEO.


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Drawdown Indicators


VXC.TOFINN.NEODifference

Max Drawdown

Largest peak-to-trough decline

-27.28%

-25.66%

-1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-11.94%

+3.70%

Max Drawdown (3Y)

Largest decline over 3 years

-16.76%

-25.66%

+8.90%

Max Drawdown (5Y)

Largest decline over 5 years

-21.61%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

Current Drawdown

Current decline from peak

-1.62%

-2.91%

+1.29%

Average Drawdown

Average peak-to-trough decline

-3.86%

-3.97%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

3.79%

-1.70%

Volatility

VXC.TO vs. FINN.NEO - Volatility Comparison

The current volatility for Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO) is 3.47%, while Fidelity Global Innovators ETF (FINN.NEO) has a volatility of 6.08%. This indicates that VXC.TO experiences smaller price fluctuations and is considered to be less risky than FINN.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXC.TOFINN.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

6.08%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

20.03%

-9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

24.62%

-11.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

22.37%

-8.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

22.37%

-7.11%

VXC.TO vs. FINN.NEO - Expense Ratio Comparison

VXC.TO has a 0.22% expense ratio, which is lower than FINN.NEO's 1.09% expense ratio.


Dividends

VXC.TO vs. FINN.NEO - Dividend Comparison

VXC.TO's dividend yield for the trailing twelve months is around 1.24%, while FINN.NEO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FINN.NEO
Fidelity Global Innovators 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%
VXC.TO
Vanguard FTSE Global All Cap ex Canada Index ETF
1.24%1.39%1.45%1.69%1.82%1.49%1.46%1.81%1.95%1.68%1.86%1.83%

Frequently Asked Questions


VXC.TO and FINN.NEO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXC.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXC.TO is cheaper with a 0.22% expense ratio, compared with 1.09% for FINN.NEO.

They also come from different issuers: Vanguard and Fidelity. Their fees differ too: 0.22% for VXC.TO and 1.09% for FINN.NEO.

Portfolio Optimizer

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