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TD Active Global Income ETF (TGFI.TO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
CA87241T1021
CUSIP
87241T102
Issuer
TD
Inception Date
Nov 19, 2019
Category
Global Bonds
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Canada
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in TD Active Global Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

TGFI.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

TD Active Global Income ETF (TGFI.TO) has returned -1.15% so far this year and 3.28% over the past 12 months.


TD Active Global Income ETF

1D
0.35%
1M
-2.06%
YTD
-1.15%
6M
-0.71%
1Y
3.28%
3Y*
4.96%
5Y*
1.05%
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 26, 2019, TGFI.TO's average daily return is +0.01%, while the average monthly return is +0.11%. At this rate, your investment would double in approximately 52.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was Apr 2020 with a return of +5.2%, while the worst month was Mar 2020 at -11.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TGFI.TO closed higher 39% of trading days. The best single day was Mar 26, 2020 with a return of +9.0%, while the worst single day was Mar 20, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.22%0.72%-2.06%-1.15%
20250.64%0.89%-0.35%0.00%-0.05%1.75%-0.20%1.34%1.13%0.20%0.34%-0.10%5.71%
2024-0.29%-0.54%0.64%-1.53%1.06%1.25%1.44%1.57%1.51%-1.25%0.64%-0.29%4.24%
20233.36%-1.82%0.49%1.62%-1.36%0.45%0.35%-0.94%-1.36%-1.39%4.76%4.07%8.24%
2022-4.02%-2.76%-1.00%-3.41%-0.32%-3.98%3.62%-1.40%-4.09%0.70%2.33%-0.70%-14.35%
2021-0.02%-1.50%-0.95%1.50%-0.02%0.30%1.03%0.30%-0.46%-0.14%-0.34%2.50%2.16%

Benchmark Metrics

TD Active Global Income ETF has an annualized alpha of 0.69%, beta of 0.06, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 27, 2019.

  • This ETF participated in 47.17% of S&P 500 Index downside but only 24.87% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.06 may look defensive, but with R² of 0.01 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.01 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.69%
Beta
0.06
0.01
Upside Capture
24.87%
Downside Capture
47.17%

Expense Ratio

TGFI.TO has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TGFI.TO ranks 40 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TGFI.TO Risk / Return Rank: 4040
Overall Rank
TGFI.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TGFI.TO Sortino Ratio Rank: 3636
Sortino Ratio Rank
TGFI.TO Omega Ratio Rank: 3434
Omega Ratio Rank
TGFI.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
TGFI.TO Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for TD Active Global Income ETF (TGFI.TO) and compare them to a chosen benchmark (S&P 500 Index).


TGFI.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.69

+0.06

Sortino ratio

Return per unit of downside risk

1.10

1.06

+0.04

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

1.23

1.14

+0.09

Martin ratio

Return relative to average drawdown

4.60

4.22

+0.38

Explore TGFI.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

TD Active Global Income ETF provided a 5.29% dividend yield over the last twelve months, with an annual payout of CA$1.05 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.202019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
DividendCA$1.05CA$1.08CA$1.20CA$1.20CA$0.89CA$0.97CA$0.78CA$0.07

Dividend yield

5.29%5.31%5.92%5.82%4.38%3.93%3.11%0.26%

Monthly Dividends

The table displays the monthly dividend distributions for TD Active Global Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.08CA$0.08CA$0.08CA$0.24
2025CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$1.08
2024CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$1.20
2023CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$1.20
2022CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.23CA$0.89
2021CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.47CA$0.97

Drawdowns

Drawdowns Chart

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the TD Active Global Income ETF. 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 TD Active Global Income ETF was 22.03%, occurring on Mar 24, 2020. Recovery took 179 trading sessions.

The current TD Active Global Income ETF drawdown is 2.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.03%Mar 9, 202012Mar 24, 2020179Dec 8, 2020191
-17.25%Jan 4, 2022202Oct 21, 2022702Aug 8, 2025904
-3.07%Feb 25, 202624Mar 30, 2026
-2.58%Jan 7, 202158Mar 30, 202178Jul 21, 2021136
-2.33%Sep 16, 202149Nov 24, 202124Dec 30, 202173

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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