XGRO.TO vs. VTI
Compare and contrast key facts about iShares Core Growth ETF Portfolio (XGRO.TO) and Vanguard Total Stock Market ETF (VTI).
XGRO.TO and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XGRO.TO is an actively managed fund by iShares. It was launched on Jun 21, 2007. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XGRO.TO or VTI.
Key characteristics
| XGRO.TO | VTI | |
|---|---|---|
| YTD Return | 19.85% | 26.70% |
| 1Y Return | 26.75% | 38.81% |
| 3Y Return (Ann) | 6.78% | 8.86% |
| 5Y Return (Ann) | 9.72% | 15.46% |
| 10Y Return (Ann) | 8.35% | 12.95% |
| Sharpe Ratio | 3.49 | 3.23 |
| Sortino Ratio | 5.01 | 4.29 |
| Omega Ratio | 1.67 | 1.60 |
| Calmar Ratio | 5.43 | 4.77 |
| Martin Ratio | 28.15 | 21.07 |
| Ulcer Index | 0.99% | 1.94% |
| Daily Std Dev | 7.94% | 12.59% |
| Max Drawdown | -47.93% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XGRO.TO and VTI is 0.69, 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
XGRO.TO vs. VTI - Performance Comparison
In the year-to-date period, XGRO.TO achieves a 19.85% return, which is significantly lower than VTI's 26.70% return. Over the past 10 years, XGRO.TO has underperformed VTI with an annualized return of 8.35%, while VTI has yielded a comparatively higher 12.95% 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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XGRO.TO vs. VTI - Expense Ratio Comparison
XGRO.TO has a 0.20% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XGRO.TO vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Growth ETF Portfolio (XGRO.TO) and Vanguard Total Stock Market ETF (VTI). 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
XGRO.TO vs. VTI - Dividend Comparison
XGRO.TO's dividend yield for the trailing twelve months is around 2.04%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XGRO.TO iShares Core Growth ETF Portfolio | 2.04% | 2.27% | 1.89% | 1.69% | 1.98% | 2.25% | 7.56% | 2.08% | 2.70% | 2.19% | 5.71% | 1.66% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
XGRO.TO vs. VTI - Drawdown Comparison
The maximum XGRO.TO drawdown since its inception was -47.93%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XGRO.TO and VTI. For additional features, visit the drawdowns tool.
Volatility
XGRO.TO vs. VTI - Volatility Comparison
The current volatility for iShares Core Growth ETF Portfolio (XGRO.TO) is 2.52%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.07%. This indicates that XGRO.TO experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.