^DJUS vs. VEQT.TO
Compare and contrast key facts about Dow Jones U.S. Index (^DJUS) and Vanguard All-Equity ETF Portfolio (VEQT.TO).
VEQT.TO is an actively managed fund by Vanguard. It was launched on Jan 29, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUS or VEQT.TO.
Key characteristics
| ^DJUS | VEQT.TO | |
|---|---|---|
| YTD Return | 12.47% | 12.54% |
| 1Y Return | 20.87% | 17.70% |
| 3Y Return (Ann) | 5.00% | 6.01% |
| 5Y Return (Ann) | 12.21% | 10.74% |
| Sharpe Ratio | 1.58 | 1.80 |
| Daily Std Dev | 12.96% | 9.70% |
| Max Drawdown | -56.62% | -30.45% |
| Current Drawdown | -4.69% | -3.39% |
Correlation
The correlation between ^DJUS and VEQT.TO is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DJUS vs. VEQT.TO - Performance Comparison
The year-to-date returns for both investments are quite close, with ^DJUS having a 12.47% return and VEQT.TO slightly higher at 12.54%. 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
^DJUS vs. VEQT.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and Vanguard All-Equity ETF Portfolio (VEQT.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.
Drawdowns
^DJUS vs. VEQT.TO - Drawdown Comparison
The maximum ^DJUS drawdown since its inception was -56.62%, which is greater than VEQT.TO's maximum drawdown of -30.45%. Use the drawdown chart below to compare losses from any high point for ^DJUS and VEQT.TO. For additional features, visit the drawdowns tool.
Volatility
^DJUS vs. VEQT.TO - Volatility Comparison
Dow Jones U.S. Index (^DJUS) has a higher volatility of 4.97% compared to Vanguard All-Equity ETF Portfolio (VEQT.TO) at 4.45%. This indicates that ^DJUS's price experiences larger fluctuations and is considered to be riskier than VEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.