WFC.TO vs. VI.TO

Last updated Jul 14, 2026

WFC.TO (Wall Financial Corporation) is a stock, while VI.TO (Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged)) is International Equity fund tracking the FTSE Developed All Cap ex North America Index. Over the past 10 years, WFC.TO returned 6.25%/yr vs 11.36%/yr for VI.TO. At a 0.09 correlation, their price movements are largely independent.

Performance

WFC.TO vs. VI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Wall Financial Corporation (WFC.TO) and Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WFC.TO achieves a 21.98% return, which is significantly higher than VI.TO's 15.39% return. Over the past 10 years, WFC.TO has underperformed VI.TO with an annualized return of 6.25%, while VI.TO has yielded a comparatively higher 11.36% annualized return.

WFC.TO

• 1D: 0.00%
• 1M: -2.67%
• 6M: 21.59%
• YTD: 21.98%
• 1Y: 13.01%
• 3Y*: -0.38%
• 5Y*: 4.00%
• 10Y*: 6.25%

VI.TO

• 1D: -1.57%
• 1M: -1.08%
• 6M: 10.19%
• YTD: 15.39%
• 1Y: 30.25%
• 3Y*: 18.80%
• 5Y*: 12.53%
• 10Y*: 11.36%

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

WFC.TO vs. VI.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WFC.TO Wall Financial Corporation	21.98%	-1.62%	-15.51%	64.43%	-4.39%	-19.31%	-47.89%	51.64%	-0.66%	28.57%
VI.TO Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged)	15.39%	24.50%	10.42%	19.42%	-7.79%	17.72%	2.77%	21.87%	-11.37%	18.07%

Correlation

The correlation between WFC.TO and VI.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (10Y) Calculated over the trailing 10-year period	0.09
Correlation (All Time) Calculated using the full available price history since Dec 8, 2015	0.09

Return for Risk

WFC.TO vs. VI.TO — Risk / Return Rank

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

WFC.TO

WFC.TO Risk / Return Rank: 59
WFC.TO Sharpe Ratio Rank: 58
WFC.TO Sortino Ratio Rank: 53
WFC.TO Omega Ratio Rank: 58
WFC.TO Calmar Ratio Rank: 63
WFC.TO Martin Ratio Rank: 61

VI.TO

VI.TO Risk / Return Rank: 80
VI.TO Sharpe Ratio Rank: 81
VI.TO Sortino Ratio Rank: 80
VI.TO Omega Ratio Rank: 83
VI.TO Calmar Ratio Rank: 76
VI.TO Martin Ratio Rank: 81

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.

WFC.TO vs. VI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wall Financial Corporation (WFC.TO) and Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.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.

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.

	WFC.TO	VI.TO	Difference
Sharpe ratio: Return per unit of total volatility	0.37	2.05	-1.68
Sortino ratio: Return per unit of downside risk	0.78	2.83	-2.05
Omega ratio: Gain probability vs. loss probability	1.12	1.39	-0.27
Calmar ratio: Return relative to maximum drawdown	0.81	3.10	-2.29
Martin ratio: Return relative to average drawdown	1.48	12.31	-10.84

WFC.TO vs. VI.TO - Sharpe Ratio Comparison

The current WFC.TO Sharpe Ratio is 0.37, which is lower than the VI.TO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of WFC.TO and VI.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WFC.TO vs. VI.TO - Drawdown Comparison

The maximum WFC.TO drawdown since its inception was -70.67%, which is greater than VI.TO's maximum drawdown of -33.53%. Use the drawdown chart below to compare losses from any high point for WFC.TO and VI.TO.

Drawdown Indicators

	WFC.TO	VI.TO	Difference
Max Drawdown Largest peak-to-trough decline	-70.67%	-33.53%	-37.14%
Max Drawdown (1Y) Largest decline over 1 year	-16.08%	-9.80%	-6.28%
Max Drawdown (3Y) Largest decline over 3 years	-61.20%	-13.80%	-47.40%
Max Drawdown (5Y) Largest decline over 5 years	-61.20%	-16.65%	-44.55%
Max Drawdown (10Y) Largest decline over 10 years	-70.67%	-33.53%	-37.14%
Current Drawdown Current decline from peak	-39.99%	-4.10%	-35.89%
Average Drawdown Average peak-to-trough decline	-27.13%	-4.16%	-22.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.83%	2.46%	+6.37%

Volatility

WFC.TO vs. VI.TO - Volatility Comparison

Wall Financial Corporation (WFC.TO) has a higher volatility of 10.94% compared to Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.TO) at 5.32%. This indicates that WFC.TO's price experiences larger fluctuations and is considered to be riskier than VI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WFC.TO	VI.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.94%	5.32%	+5.62%
Volatility (6M) Calculated over the trailing 6-month period	25.87%	13.14%	+12.73%
Volatility (1Y) Calculated over the trailing 1-year period	35.46%	14.87%	+20.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.82%	14.12%	+25.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.55%	15.73%	+24.82%

Dividends

WFC.TO vs. VI.TO - Dividend Comparison

WFC.TO's dividend yield for the trailing twelve months is around 5.49%, more than VI.TO's 2.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VI.TO Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged)	2.28%	2.44%	2.60%	2.61%	2.84%	2.31%	1.98%	2.64%	2.75%	2.07%	1.62%	0.27%
WFC.TO Wall Financial Corporation	5.49%	0.00%	0.00%	15.83%	0.00%	0.00%	0.00%	5.96%	4.17%	2.00%	3.01%	0.00%

Frequently Asked Questions

Can I hold both WFC.TO and VI.TO in my portfolio?

WFC.TO and VI.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.