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Vanguard FTSE Canada All Cap Index ETF (VCN : TSX)

Canadian Equity

FundGrade A Click for more information on Fundata’s FundGrade

FundGrade A

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeC Click for more information on Fundata’s ESG Grade

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

Close
(12-20-2024)
$50.63
Change
$0.39 (0.78%)
Open $50.11
Day Range $50.00 - $50.88
Volume 107,088

As at November 30, 2024

As at November 30, 2024

As at July 31, 2024

Period
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Legend

Vanguard FTSE Canada All Cap Index ETF

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Fund Returns

Inception Return (August 02, 2013): 9.58%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 6.70% 11.02% 17.42% 26.36% 31.24% 16.15% 11.30% 14.34% 12.12% 12.55% 10.21% 10.06% 10.70% 8.86%
Benchmark 6.37% 10.66% 16.91% 25.77% 30.69% 15.61% 10.90% 13.91% 11.92% 12.54% 10.25% 10.17% 10.75% 8.96%
Category Average 5.35% 14.17% 14.17% 21.52% 25.96% 13.04% 9.68% 12.40% 10.12% 10.55% 8.40% 8.32% 8.64% 7.35%
Category Rank 70 / 742 42 / 727 91 / 722 64 / 716 71 / 716 88 / 690 164 / 645 148 / 583 103 / 549 111 / 513 102 / 477 108 / 452 78 / 408 122 / 380
Quartile Ranking 1 1 1 1 1 1 2 2 1 1 1 1 1 2

Monthly Return

Monthly Return
Return % Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Fund 3.86% 0.55% 1.99% 4.08% -1.84% 2.71% -1.38% 5.86% 1.30% 3.09% 0.92% 6.70%
Benchmark 3.91% 0.55% 1.82% 4.14% -1.82% 2.77% -1.42% 5.87% 1.22% 3.15% 0.85% 6.37%

Best Monthly Return Since Inception

10.80% (April 2020)

Worst Monthly Return Since Inception

-17.54% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 9.80% -8.74% 21.46% 8.46% -9.06% 22.06% 4.84% 25.65% -5.76% 12.20%
Benchmark 10.55% -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75%
Category Average 9.54% -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85%
Quartile Ranking 3 4 1 2 2 2 2 2 3 1
Category Rank 193/ 348 317/ 381 99/ 409 150/ 452 219/ 478 152/ 523 222/ 549 215/ 584 403/ 651 161/ 690

Best Calendar Return (Last 10 years)

25.65% (2021)

Worst Calendar Return (Last 10 years)

-9.06% (2018)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 98.28
Income Trust Units 1.26
US Equity 0.38
International Equity 0.09
Other -0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 33.85
Energy 15.23
Basic Materials 11.99
Industrial Services 10.40
Technology 10.40
Other 18.13

Geographic Allocation

Geographic Allocation
Name Percent
North America 99.91
Asia 0.09

Top Holdings

Top Holdings
Name Percent
Royal Bank of Canada 6.99
Shopify Inc Cl A 5.50
Toronto-Dominion Bank 3.93
Enbridge Inc 3.62
Brookfield Corp Cl A 3.60
Canadian Pacific Kansas City Ltd 2.81
Canadian Natural Resources Ltd 2.81
Bank of Nova Scotia 2.75
Bank of Montreal 2.73
Constellation Software Inc 2.64

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

Vanguard FTSE Canada All Cap Index ETF

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 13.66% 15.91% 12.90%
Beta 1.00% 1.00% 1.01%
Alpha 0.00% 0.00% 0.00%
Rsquared 1.00% 1.00% 1.00%
Sharpe 0.59% 0.66% 0.60%
Sortino 1.01% 0.89% 0.72%
Treynor 0.08% 0.10% 0.08%
Tax Efficiency 89.94% 90.54% 88.37%
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 8 on a scale of 1 to 10 Volatility rating is 7 on a scale of 1 to 10

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 9.06% 13.66% 15.91% 12.90%
Beta 1.01% 1.00% 1.00% 1.01%
Alpha 0.00% 0.00% 0.00% 0.00%
Rsquared 1.00% 1.00% 1.00% 1.00%
Sharpe 2.58% 0.59% 0.66% 0.60%
Sortino 9.37% 1.01% 0.89% 0.72%
Treynor 0.23% 0.08% 0.10% 0.08%
Tax Efficiency 95.96% 89.94% 90.54% 88.37%

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

Fund Details

Start Date August 02, 2013
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) -
52 Week High $53.07
52 Week Low $41.71
Annual Dividend $1.30
Annual Yield -
Index FTSE Canada All Cap Domestic Index
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure 1x performance
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

Vanguard FTSE Canada All Cap Index ETF seeks to track, to the extent reasonably possible and before fees and expenses, the performance of a broad Canadian equity index that measures the investment return of large-, mid- and small-capitalization, publicly traded securities in the Canadian market. Currently, this Vanguard ETF seeks to track the FTSE Canada All Cap Index (or any successor thereto).

Investment Strategy

In order to achieve its investment objective, Vanguard FTSE Canada All Cap Index ETF employs a "passive management" - or indexing - investment approach designed to track the performance of the FTSE Canada All Cap Index. This Vanguard ETF invests all, or substantially all, of its assets in the stocks that make up the applicable Index, holding each stock in approximately the same proportion as its weighting in the Index.

Portfolio Manager(s)

Name Start Date
Jeffrey Miller 07-26-2013
Christine Franquin 07-26-2013
Ryan Ludt 07-26-2013
Vanguard Investments Canada Inc. 08-02-2013

Management and Organization

Fund Manager Vanguard Investments Canada Inc.
Advisor Vanguard Investments Canada Inc.
Custodian State Street Trust Company Canada
Registrar State Street Trust Company Canada
Distributor -
Auditor PriceWaterhouseCoopers LLP

Fees

MER 0.05%
Management Fee 0.05%

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