X.TO vs. VFV.TO
Compare and contrast key facts about TMX Group Limited (X.TO) and Vanguard S&P 500 Index ETF (VFV.TO).
VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: X.TO or VFV.TO.
Key characteristics
| X.TO | VFV.TO | |
|---|---|---|
| YTD Return | 38.53% | 26.75% |
| 1Y Return | 53.74% | 34.88% |
| 3Y Return (Ann) | 19.60% | 12.22% |
| 5Y Return (Ann) | 16.69% | 15.96% |
| 10Y Return (Ann) | 16.60% | 14.96% |
| Sharpe Ratio | 3.51 | 3.29 |
| Sortino Ratio | 5.00 | 4.45 |
| Omega Ratio | 1.60 | 1.61 |
| Calmar Ratio | 9.67 | 4.65 |
| Martin Ratio | 33.76 | 22.69 |
| Ulcer Index | 1.62% | 1.56% |
| Daily Std Dev | 15.65% | 10.77% |
| Max Drawdown | -61.03% | -27.43% |
| Current Drawdown | -0.39% | -2.16% |
Correlation
The correlation between X.TO and VFV.TO is 0.40, 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.
Performance
X.TO vs. VFV.TO - Performance Comparison
In the year-to-date period, X.TO achieves a 38.53% return, which is significantly higher than VFV.TO's 26.75% return. Over the past 10 years, X.TO has outperformed VFV.TO with an annualized return of 16.60%, while VFV.TO has yielded a comparatively lower 14.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
X.TO vs. VFV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TMX Group Limited (X.TO) and Vanguard S&P 500 Index ETF (VFV.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.
Dividends
X.TO vs. VFV.TO - Dividend Comparison
X.TO's dividend yield for the trailing twelve months is around 1.69%, more than VFV.TO's 1.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
X.TO TMX Group Limited | 1.69% | 2.21% | 2.45% | 2.35% | 2.14% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 1.03% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
Drawdowns
X.TO vs. VFV.TO - Drawdown Comparison
The maximum X.TO drawdown since its inception was -61.03%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for X.TO and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
X.TO vs. VFV.TO - Volatility Comparison
TMX Group Limited (X.TO) has a higher volatility of 3.93% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.08%. This indicates that X.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.