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XINC.TO vs. VFV.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XINC.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Income Balanced ETF Portfolio (XINC.TO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

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XINC.TO vs. VFV.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XINC.TO
iShares Core Income Balanced ETF Portfolio
0.19%6.71%7.76%8.51%-11.25%1.27%9.16%1.23%
VFV.TO
Vanguard S&P 500 Index ETF
-3.12%12.18%35.23%23.23%-12.58%27.51%15.62%11.60%

Returns By Period

In the year-to-date period, XINC.TO achieves a 0.19% return, which is significantly higher than VFV.TO's -3.12% return.


XINC.TO

1D
0.87%
1M
-2.34%
YTD
0.19%
6M
0.52%
1Y
5.35%
3Y*
6.41%
5Y*
2.76%
10Y*

VFV.TO

1D
2.76%
1M
-3.12%
YTD
-3.12%
6M
-1.94%
1Y
13.65%
3Y*
19.11%
5Y*
13.78%
10Y*
14.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XINC.TO vs. VFV.TO - Expense Ratio Comparison

XINC.TO has a 0.20% expense ratio, which is higher than VFV.TO's 0.09% 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%.


Return for Risk

XINC.TO vs. VFV.TO — Risk / Return Rank

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

XINC.TO
XINC.TO Risk / Return Rank: 5757
Overall Rank
XINC.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XINC.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XINC.TO Omega Ratio Rank: 5656
Omega Ratio Rank
XINC.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
XINC.TO Martin Ratio Rank: 5454
Martin Ratio Rank

VFV.TO
VFV.TO Risk / Return Rank: 4848
Overall Rank
VFV.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 5050
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 5151
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.

XINC.TO vs. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Income Balanced ETF Portfolio (XINC.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.


XINC.TOVFV.TODifference

Sharpe ratio

Return per unit of total volatility

1.02

0.75

+0.27

Sortino ratio

Return per unit of downside risk

1.40

1.13

+0.27

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.53

1.19

+0.35

Martin ratio

Return relative to average drawdown

5.12

4.51

+0.61

XINC.TO vs. VFV.TO - Sharpe Ratio Comparison

The current XINC.TO Sharpe Ratio is 1.02, which is higher than the VFV.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of XINC.TO and VFV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XINC.TOVFV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.75

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.93

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.07

-0.58

Correlation

The correlation between XINC.TO and VFV.TO is 0.35, 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

XINC.TO vs. VFV.TO - Dividend Comparison

XINC.TO's dividend yield for the trailing twelve months is around 3.30%, more than VFV.TO's 0.96% yield.


TTM20252024202320222021202020192018201720162015
XINC.TO
iShares Core Income Balanced ETF Portfolio
3.30%3.16%2.81%2.87%2.54%2.02%2.40%0.93%0.00%0.00%0.00%0.00%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%

Drawdowns

XINC.TO vs. VFV.TO - Drawdown Comparison

The maximum XINC.TO drawdown since its inception was -15.40%, smaller than the maximum VFV.TO drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for XINC.TO and VFV.TO.


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Drawdown Indicators


XINC.TOVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.40%

-27.43%

+12.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-12.52%

+8.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.40%

-22.19%

+6.79%

Max Drawdown (10Y)

Largest decline over 10 years

-27.43%

Current Drawdown

Current decline from peak

-2.34%

-6.10%

+3.76%

Average Drawdown

Average peak-to-trough decline

-3.82%

-3.39%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

3.29%

-2.20%

Volatility

XINC.TO vs. VFV.TO - Volatility Comparison

The current volatility for iShares Core Income Balanced ETF Portfolio (XINC.TO) is 2.58%, while Vanguard S&P 500 Index ETF (VFV.TO) has a volatility of 5.12%. This indicates that XINC.TO experiences smaller price fluctuations and is considered to be less risky than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XINC.TOVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

5.12%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.49%

9.27%

-5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

5.24%

18.28%

-13.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

14.92%

-8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.74%

16.57%

-9.83%