XFN.TO vs. VFH
Compare and contrast key facts about iShares S&P/TSX Capped Financials Index ETF (XFN.TO) and Vanguard Financials ETF (VFH).
XFN.TO and VFH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XFN.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl Fin Svc GR CAD. It was launched on Mar 23, 2001. VFH is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Financials 25/50 Index. It was launched on Jan 26, 2004. Both XFN.TO and VFH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XFN.TO or VFH.
Key characteristics
| XFN.TO | VFH | |
|---|---|---|
| YTD Return | 23.50% | 23.69% |
| 1Y Return | 38.89% | 40.39% |
| 3Y Return (Ann) | 8.70% | 6.40% |
| 5Y Return (Ann) | 11.20% | 11.39% |
| 10Y Return (Ann) | 9.75% | 11.10% |
| Sharpe Ratio | 3.76 | 3.25 |
| Sortino Ratio | 5.12 | 4.24 |
| Omega Ratio | 1.70 | 1.55 |
| Calmar Ratio | 0.41 | 2.49 |
| Martin Ratio | 24.72 | 20.83 |
| Ulcer Index | 1.65% | 2.05% |
| Daily Std Dev | 10.79% | 13.06% |
| Max Drawdown | -100.00% | -78.61% |
| Current Drawdown | -99.99% | -3.00% |
Correlation
The correlation between XFN.TO and VFH is 0.66, 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
XFN.TO vs. VFH - Performance Comparison
The year-to-date returns for both investments are quite close, with XFN.TO having a 23.50% return and VFH slightly higher at 23.69%. Over the past 10 years, XFN.TO has underperformed VFH with an annualized return of 9.75%, while VFH has yielded a comparatively higher 11.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XFN.TO vs. VFH - Expense Ratio Comparison
XFN.TO has a 0.61% expense ratio, which is higher than VFH's 0.10% expense ratio.
Risk-Adjusted Performance
XFN.TO vs. VFH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Financials Index ETF (XFN.TO) and Vanguard Financials ETF (VFH). 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
XFN.TO vs. VFH - Dividend Comparison
XFN.TO's dividend yield for the trailing twelve months is around 3.36%, more than VFH's 1.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XFN.TO iShares S&P/TSX Capped Financials Index ETF | 3.36% | 3.60% | 3.48% | 2.67% | 3.35% | 3.00% | 3.43% | 2.73% | 2.83% | 3.17% | 2.95% | 2.86% |
VFH Vanguard Financials ETF | 1.74% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% | 1.85% | 1.82% |
Drawdowns
XFN.TO vs. VFH - Drawdown Comparison
The maximum XFN.TO drawdown since its inception was -100.00%, which is greater than VFH's maximum drawdown of -78.61%. Use the drawdown chart below to compare losses from any high point for XFN.TO and VFH. For additional features, visit the drawdowns tool.
Volatility
XFN.TO vs. VFH - Volatility Comparison
The current volatility for iShares S&P/TSX Capped Financials Index ETF (XFN.TO) is 2.83%, while Vanguard Financials ETF (VFH) has a volatility of 4.10%. This indicates that XFN.TO experiences smaller price fluctuations and is considered to be less risky than VFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.