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CAGE.TO vs. TINF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAGE.TO vs. TINF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Avantis CIBC All-Equity Asset Allocation ETF (CAGE.TO) and TD Active Global Infrastructure Equity ETF (TINF.TO). The values are adjusted to include any dividend payments, if applicable.

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CAGE.TO vs. TINF.TO - Yearly Performance Comparison


Returns By Period


CAGE.TO

1D
2.40%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

TINF.TO

1D
0.62%
1M
-1.05%
YTD
11.03%
6M
10.74%
1Y
19.20%
3Y*
16.31%
5Y*
13.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAGE.TO vs. TINF.TO - Expense Ratio Comparison


Return for Risk

CAGE.TO vs. TINF.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAGE.TO

TINF.TO
TINF.TO Risk / Return Rank: 8181
Overall Rank
TINF.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TINF.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
TINF.TO Omega Ratio Rank: 7979
Omega Ratio Rank
TINF.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
TINF.TO Martin Ratio Rank: 8383
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.

CAGE.TO vs. TINF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis CIBC All-Equity Asset Allocation ETF (CAGE.TO) and TD Active Global Infrastructure Equity ETF (TINF.TO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CAGE.TO vs. TINF.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CAGE.TOTINF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

2.21

1.04

+1.17

Correlation

The correlation between CAGE.TO and TINF.TO is 0.72, 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.


Dividends

CAGE.TO vs. TINF.TO - Dividend Comparison

CAGE.TO has not paid dividends to shareholders, while TINF.TO's dividend yield for the trailing twelve months is around 2.62%.


TTM202520242023202220212020
CAGE.TO
Avantis CIBC All-Equity Asset Allocation ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TINF.TO
TD Active Global Infrastructure Equity ETF
2.62%2.89%2.85%3.39%2.97%2.28%0.99%

Drawdowns

CAGE.TO vs. TINF.TO - Drawdown Comparison

The maximum CAGE.TO drawdown since its inception was -2.93%, smaller than the maximum TINF.TO drawdown of -13.48%. Use the drawdown chart below to compare losses from any high point for CAGE.TO and TINF.TO.


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Drawdown Indicators


CAGE.TOTINF.TODifference

Max Drawdown

Largest peak-to-trough decline

-2.93%

-13.48%

+10.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

Max Drawdown (5Y)

Largest decline over 5 years

-13.48%

Current Drawdown

Current decline from peak

0.00%

-1.05%

+1.05%

Average Drawdown

Average peak-to-trough decline

-1.09%

-2.42%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

Volatility

CAGE.TO vs. TINF.TO - Volatility Comparison


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Volatility by Period


CAGE.TOTINF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

Volatility (1Y)

Calculated over the trailing 1-year period

23.65%

11.96%

+11.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.65%

11.64%

+12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.65%

11.94%

+11.71%