^GSPTSE vs. VFVA
Compare and contrast key facts about S&P TSX Composite Index (Canada) (^GSPTSE) and Vanguard U.S. Value Factor ETF (VFVA).
VFVA is managed by Vanguard. It was launched on Feb 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^GSPTSE or VFVA.
Correlation
The correlation between ^GSPTSE and VFVA is 0.76, 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
^GSPTSE vs. VFVA - Performance Comparison
Key characteristics
^GSPTSE:
0.85
VFVA:
-0.12
^GSPTSE:
1.21
VFVA:
-0.01
^GSPTSE:
1.17
VFVA:
1.00
^GSPTSE:
0.96
VFVA:
-0.11
^GSPTSE:
4.29
VFVA:
-0.37
^GSPTSE:
2.87%
VFVA:
7.07%
^GSPTSE:
14.57%
VFVA:
22.32%
^GSPTSE:
-49.99%
VFVA:
-48.57%
^GSPTSE:
-4.19%
VFVA:
-16.19%
Returns By Period
^GSPTSE
0.00%
-2.42%
0.72%
13.05%
11.45%
4.91%
VFVA
-8.54%
-7.44%
-9.46%
-3.73%
19.13%
N/A
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Risk-Adjusted Performance
^GSPTSE vs. VFVA — Risk-Adjusted Performance Rank
^GSPTSE
VFVA
^GSPTSE vs. VFVA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P TSX Composite Index (Canada) (^GSPTSE) and Vanguard U.S. Value Factor ETF (VFVA). 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
^GSPTSE vs. VFVA - Drawdown Comparison
The maximum ^GSPTSE drawdown since its inception was -49.99%, roughly equal to the maximum VFVA drawdown of -48.57%. Use the drawdown chart below to compare losses from any high point for ^GSPTSE and VFVA. For additional features, visit the drawdowns tool.
Volatility
^GSPTSE vs. VFVA - Volatility Comparison
The current volatility for S&P TSX Composite Index (Canada) (^GSPTSE) is 11.19%, while Vanguard U.S. Value Factor ETF (VFVA) has a volatility of 15.62%. This indicates that ^GSPTSE experiences smaller price fluctuations and is considered to be less risky than VFVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.