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WXM vs. VCN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WXM vs. VCN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WF International Ltd (WXM) and Vanguard FTSE Canada All Cap Index ETF (VCN.TO). The values are adjusted to include any dividend payments, if applicable.

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WXM vs. VCN.TO - Yearly Performance Comparison


2026 (YTD)2025
WXM
WF International Ltd
-5.08%-88.11%
VCN.TO
Vanguard FTSE Canada All Cap Index ETF
2.30%32.73%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, WXM achieves a -5.08% return, which is significantly lower than VCN.TO's -0.37% return.


WXM

1D
1.00%
1M
12.90%
YTD
-5.08%
6M
-85.89%
1Y
3Y*
5Y*
10Y*

VCN.TO

1D
0.00%
1M
-8.41%
YTD
-0.37%
6M
6.45%
1Y
33.70%
3Y*
18.71%
5Y*
11.79%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WXM vs. VCN.TO — Risk / Return Rank

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

WXM

VCN.TO
VCN.TO Risk / Return Rank: 9393
Overall Rank
VCN.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VCN.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
VCN.TO Omega Ratio Rank: 9494
Omega Ratio Rank
VCN.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
VCN.TO Martin Ratio Rank: 9494
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.

WXM vs. VCN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WF International Ltd (WXM) and Vanguard FTSE Canada All Cap Index ETF (VCN.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WXM vs. VCN.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WXMVCN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.64

0.44

-1.09

Correlation

The correlation between WXM and VCN.TO is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WXM vs. VCN.TO - Dividend Comparison

WXM has not paid dividends to shareholders, while VCN.TO's dividend yield for the trailing twelve months is around 2.14%.


TTM20252024202320222021202020192018201720162015
WXM
WF International Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCN.TO
Vanguard FTSE Canada All Cap Index ETF
2.14%2.27%2.69%2.99%3.15%2.48%2.70%2.85%2.80%2.29%2.34%2.65%

Drawdowns

WXM vs. VCN.TO - Drawdown Comparison

The maximum WXM drawdown since its inception was -90.67%, which is greater than VCN.TO's maximum drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for WXM and VCN.TO.


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Drawdown Indicators


WXMVCN.TODifference

Max Drawdown

Largest peak-to-trough decline

-90.67%

-37.32%

-53.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

Max Drawdown (5Y)

Largest decline over 5 years

-16.12%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-88.72%

-4.72%

-84.00%

Average Drawdown

Average peak-to-trough decline

-55.93%

-3.94%

-51.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

Volatility

WXM vs. VCN.TO - Volatility Comparison


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Volatility by Period


WXMVCN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

Volatility (1Y)

Calculated over the trailing 1-year period

138.35%

16.79%

+121.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

138.35%

16.86%

+121.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

138.35%

18.65%

+119.70%