TSX/S&P500

The chart shows the growth of an initial investment of $10,000 in TSX/S&P500, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 2, 2026, the TSX/S&P500 returned 9.43% Year-To-Date and -18.90% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 26, 2009, TSX/S&P500's average daily return is -0.08%, while the average monthly return is -1.82%.

Historically, 31% of months were positive and 69% were negative. The best month was Dec 2018 with a return of +15.4%, while the worst month was Apr 2020 at -17.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 9 months.

On a daily basis, TSX/S&P500 closed higher 45% of trading days. The best single day was Mar 16, 2020 with a return of +20.4%, while the worst single day was Mar 24, 2020 at -21.1%.

TSX/S&P500 has an annualized alpha of -1.29%, beta of -1.48, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since June 26, 2009.

• This portfolio tended to rise when S&P 500 Index fell (downside capture of -147.61%), but participation in market rallies was also limited (-91.64%) — a profile typical of counter-cyclical assets.
• Beta of -1.48 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

TSX/S&P500 has an expense ratio of 0.63%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

TSX/S&P500 ranks 2 for risk / return — in the bottom 2% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

TSX/S&P500 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: -0.46
• 5-Year: -0.51
• 10-Year: -0.66
• All Time: -0.80

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of TSX/S&P500 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

TSX/S&P500 provided a 4.07% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the TSX/S&P500. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the TSX/S&P500 was 98.55%, occurring on Oct 29, 2025. The portfolio has not yet recovered.

The current TSX/S&P500 drawdown is 98.34%.

The chart below shows the rolling one-month volatility.