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What are we looking for?

Canadian equity funds that have blown past peers and are poised to do well in the future.

The screen

Here’s a sobering stat: Today there are more exchange-traded funds (about 1,367) from Canadian fund companies than there are liquid Canadian stocks (about 232, as defined by the constituents of the S&P/TSX Composite Index as of last month’s close). As stock investors know, investing domestically is no easy feat given our resource-heavy cyclical market, not to mention the sheer volume of choice. Moreover, newer investors with smaller amounts to invest might lack the scale required to build a well-diversified portfolio of individual Canadian companies. With this in mind, today I seek to help with this conundrum by screening Morningstar’s database of ETFs and DIY mutual funds (those that are sold through discount brokerages without a bundled advice fee) across three peer groups that invest exclusively in Canadian equities that have:

  • A four- or five-star Morningstar Rating for funds, indicating that the fund has historically outperformed respective category peers after fees, on a risk-adjusted basis. Our data show that although the star ratings are backwards-looking, funds that have received five stars as a group outperform those that have received four stars, three stars etc. in periods after receiving the rating. In other words, it’s more likely that a fund manager with a track record of outperforming peers will continue to outperform in the future.
  • A Morningstar Medalist Rating of gold, silver or bronze, isolating funds that Morningstar believes will produce excess after-fee returns in the future, based on our analysis of people (quality of the management team), parent (stewardship of the fund company) and process (robustness of investment decision-making).

Three fund categories were considered here, including Canadian equity, Canadian dividend and income, and Canadian small/mid-cap categories as defined by the Canadian Investment Funds Standards Committee.

What we found

Outperforming equity funds

NameTickerActive/PassiveMER(%)Morningstar CategoryMorningstar Rating for FundsMorningstar Medalist Rating*Total Ret YTD (%)Total Ret 1 Yr (%)Total Ret Annlzd 3 Yr (%)Total Ret Annlzd 5 Yr (%)Total Ret Annlzd 10 Yr (%)Total Ret Annlzd 15 Yr (%)Inception Date
Dynamic Active Canadian Dividend ETFDXCActive0.84Canadian Dividend & Income Equity5 StarsGold5.673.0416.5111.312017-01-20
Horizons Cdn High Dividend ETFHXH-TStrategic Beta0.11Canadian Dividend & Income Equity4 StarsGold5.05-0.7020.367.922016-04-08
Manulife Multifactor CA Lrg Cap ETFMCLC-TStrategic Beta0.40Canadian Equity4 StarsGold5.752.7517.448.712017-04-10
Vanguard FTSE Canada ETFVCE-TPassive0.06Canadian Equity4 StarsGold5.951.7915.729.518.812011-11-30
TD Canadian Equity Index ETFTTP-TPassive0.05Canadian Equity4 StarsGold6.251.9615.558.762016-03-22
Vanguard FTSE Canada All Cap ETFVCN-TPassive0.05Canadian Equity4 StarsGold6.622.1615.328.542013-08-02
TD Canadian Index - ePassive0.26Canadian Equity4 StarsGold6.161.7715.308.758.175.341999-11-26
PH&N Vintage Fund DActive1.29Canadian Equity5 StarsSilver5.681.9816.979.279.403.111986-04-30
RBC QUBE Low Vol Canadian Eqty Fund DActive1.03Canadian Equity5 StarsSilver7.535.2915.149.018.832012-11-19
iShares Core MSCI Canadian Qual Div ETFXDIV-TStrategic Beta0.11Canadian Dividend & Income Equity4 StarsSilver8.805.6219.889.772017-06-07
Desjardins RI Can MF Low CO2 ETFDRFC-TStrategic Beta0.58Canadian Equity4 StarsSilver7.154.7818.622018-09-27
Manulife Multifactor CA SMID Cap ETFMCSM-TStrategic Beta0.57Canadian Small/Mid Cap Equity4 StarsSilver4.903.0818.509.362017-11-27
Canoe Canadian Small Mid Cap Port Cl DActive1.77Canadian Small/Mid Cap Equity4 StarsSilver2.110.8218.239.129.256.121986-12-31
PH&N Dividend Income Fund DActive0.99Canadian Dividend & Income Equity4 StarsSilver5.351.7917.199.408.396.361977-06-30
PH&N Canadian Income Fund DActive1.03Canadian Dividend & Income Equity4 StarsSilver5.361.7917.099.328.066.392005-06-27
PH&N Canadian Equity Value Fund DActive1.02Canadian Equity4 StarsSilver5.501.3316.768.268.262009-12-29
RBC Canadian Dividend Fund DActive1.05Canadian Dividend & Income Equity4 StarsSilver3.66-0.5516.088.298.286.572007-07-03
RBC Vision Canadian Equity Fund DActive1.03Canadian Equity4 StarsSilver6.232.2715.508.548.065.912007-07-03
RBC Quant Canadian Equity Leaders ETFRCE-TActive0.43Canadian Equity4 StarsSilver5.732.0115.428.472015-05-04
iShares MSCI Min Vol Canada ETFXMV-TStrategic Beta0.33Canadian Equity4 StarsSilver8.805.5415.289.728.882012-07-24
Horizons S&P/TSX 60 ETFHXT-TPassive0.04Canadian Equity4 StarsSilver6.491.4715.259.348.992010-09-13
iShares S&P/TSX 60 ETFXIU-TPassive0.18Canadian Equity4 StarsSilver6.431.3615.159.248.865.501999-09-28

Source: Morningstar Direct | Data as of May 2nd, 2023

*Note that on May 2, 2023,  the Morningstar Quantitative Rating and Morningstar Analyst Ratings were merged into a single rating. There were no changes in methodology or ratings themselves. 

The funds that met the above requirements are listed in the accompanying table, which includes MERs, categories, Morningstar Ratings, trailing returns and inception dates. It’s important to note that both ratings from Morningstar are measured relative to category peers and hence consideration of the category should be taken before looking at the ratings. The list is sorted first by the medalist rating, followed by the star rating, then the three-year annualized returns. Also included in the table is whether the fund is actively managed, passively managed or what Morningstar calls strategic beta (a rules-based approach that straddles the line between active and passive, giving investors consistent exposure to an investment factor such as value/growth/dividends/quality etc.).

This article does not constitute financial advice. Investors are encouraged to conduct their own independent research before purchasing any of the investments listed here.

Ian Tam, CFA, is director of investment research for Morningstar Canada.

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Tickers mentioned in this story

Study and track financial data on any traded entity: click to open the full quote page. Data updated as of 14/11/24 10:47am EST.

SymbolName% changeLast
HXH-T
GX Canadian High Div Idx Corp Cls ETF
+1.03%54.12
MCLC-T
Manulife Mltfactor CDN Large Cap Uh ETF
+0.43%42.21
VCE-T
Vanguard FTSE Canada Index ETF
+0.16%55.43
TTP-T
TD S&P TSX Capped Comp Index ETF
+0.21%28.62
VCN-T
Vanguard FTSE Canada All Cap ETF
+0.21%51.29
XDIV-T
Ishares Core MSCI CAD Qlty Div ETF
+1.05%30.92
DRFC-T
Desjardins RI Cda Multi Low Co2 ETF
+0.58%32.73
MCSM-T
Manulife Mulfact CDN Smid Cap Idx ETF
+0.7%41.8
XMV-T
Ishares Edge MSCI Min Vol Can ETF
-0.04%46.47
HXT-T
GX S&P/Tsx 60 Index Corporate Cls ETF
+0.18%65.3
XIU-T
Ishares S&P TSX 60 Index ETF
+0.18%38.2

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