XBB.TO vs. VADGX
Compare and contrast key facts about iShares Core Canadian Universe Bond Index ETF (XBB.TO) and Vanguard Advice Select Dividend Growth Fund (VADGX).
XBB.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Can Core Bd GR CAD. It was launched on Nov 20, 2000. VADGX is managed by Vanguard. It was launched on Nov 9, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XBB.TO or VADGX.
Key characteristics
| XBB.TO | VADGX | |
|---|---|---|
| YTD Return | 2.80% | 15.05% |
| 1Y Return | 8.13% | 20.75% |
| 3Y Return (Ann) | -0.27% | 8.25% |
| Sharpe Ratio | 1.53 | 2.43 |
| Sortino Ratio | 2.22 | 3.28 |
| Omega Ratio | 1.27 | 1.43 |
| Calmar Ratio | 0.66 | 4.33 |
| Martin Ratio | 5.35 | 13.89 |
| Ulcer Index | 1.70% | 1.58% |
| Daily Std Dev | 5.93% | 9.03% |
| Max Drawdown | -18.16% | -15.75% |
| Current Drawdown | -6.40% | -1.35% |
Correlation
The correlation between XBB.TO and VADGX 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
XBB.TO vs. VADGX - Performance Comparison
In the year-to-date period, XBB.TO achieves a 2.80% return, which is significantly lower than VADGX's 15.05% 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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XBB.TO vs. VADGX - Expense Ratio Comparison
XBB.TO has a 0.10% expense ratio, which is lower than VADGX's 0.45% expense ratio.
Risk-Adjusted Performance
XBB.TO vs. VADGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Canadian Universe Bond Index ETF (XBB.TO) and Vanguard Advice Select Dividend Growth Fund (VADGX). 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
XBB.TO vs. VADGX - Dividend Comparison
XBB.TO's dividend yield for the trailing twelve months is around 3.23%, more than VADGX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XBB.TO iShares Core Canadian Universe Bond Index ETF | 3.23% | 3.01% | 2.91% | 2.54% | 2.55% | 2.80% | 2.92% | 2.83% | 2.81% | 2.87% | 3.04% | 3.32% |
VADGX Vanguard Advice Select Dividend Growth Fund | 1.21% | 1.21% | 0.81% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XBB.TO vs. VADGX - Drawdown Comparison
The maximum XBB.TO drawdown since its inception was -18.16%, which is greater than VADGX's maximum drawdown of -15.75%. Use the drawdown chart below to compare losses from any high point for XBB.TO and VADGX. For additional features, visit the drawdowns tool.
Volatility
XBB.TO vs. VADGX - Volatility Comparison
iShares Core Canadian Universe Bond Index ETF (XBB.TO) and Vanguard Advice Select Dividend Growth Fund (VADGX) have volatilities of 2.67% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.