DRFG.TO vs. TINF.TO
DRFG.TO (Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF) and TINF.TO (TD Active Global Infrastructure Equity ETF) are both Global Equities funds. Both are actively managed. Over the past 5 years, DRFG.TO returned 13.64%/yr vs 12.95%/yr for TINF.TO. At a 0.28 correlation, their price movements are largely independent.
Performance
DRFG.TO vs. TINF.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DRFG.TO having a 14.93% return and TINF.TO slightly lower at 14.35%.
DRFG.TO
- 1D
- -0.34%
- 1M
- -0.56%
- 6M
- 12.15%
- YTD
- 14.93%
- 1Y
- 30.39%
- 3Y*
- 23.96%
- 5Y*
- 13.64%
- 10Y*
- —
TINF.TO
- 1D
- -0.41%
- 1M
- 0.93%
- 6M
- 12.35%
- YTD
- 14.35%
- 1Y
- 19.88%
- 3Y*
- 17.89%
- 5Y*
- 12.95%
- 10Y*
- —
DRFG.TO vs. TINF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 14.93% | 24.31% | 26.78% | 12.68% | -12.16% | 17.99% | 14.59% |
TINF.TO TD Active Global Infrastructure Equity ETF | 14.35% | 14.91% | 22.73% | 4.63% | 3.82% | 9.89% | 5.19% |
Correlation
The correlation between DRFG.TO and TINF.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2020 | 0.28 |
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Return for Risk
DRFG.TO vs. TINF.TO — Risk / Return Rank
DRFG.TO
TINF.TO
DRFG.TO vs. TINF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DRFG.TO | TINF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.33 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 3.97 | -0.34 |
| Martin ratioReturn relative to average drawdown | 14.41 | 9.76 | +4.65 |
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Drawdowns
DRFG.TO vs. TINF.TO - Drawdown Comparison
The maximum DRFG.TO drawdown since its inception was -27.73%, which is greater than TINF.TO's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for DRFG.TO and TINF.TO.
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Drawdown Indicators
| DRFG.TO | TINF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -13.62% | -14.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -5.03% | -3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.44% | -10.23% | -6.21% |
Max Drawdown (5Y)Largest decline over 5 years | -21.09% | -13.62% | -7.47% |
Current DrawdownCurrent decline from peak | -2.04% | -2.53% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -2.44% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.04% | +0.07% |
Volatility
DRFG.TO vs. TINF.TO - Volatility Comparison
Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.TO) has a higher volatility of 3.20% compared to TD Active Global Infrastructure Equity ETF (TINF.TO) at 3.03%. This indicates that DRFG.TO's price experiences larger fluctuations and is considered to be riskier than TINF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRFG.TO | TINF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 3.03% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 9.19% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 10.74% | +2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.73% | 11.89% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.25% | 12.05% | +2.20% |
Dividends
DRFG.TO vs. TINF.TO - Dividend Comparison
DRFG.TO's dividend yield for the trailing twelve months is around 1.56%, less than TINF.TO's 2.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 1.56% | 2.14% | 1.40% | 1.49% | 1.58% | 1.37% | 1.59% | 1.68% |
TINF.TO TD Active Global Infrastructure Equity ETF | 2.56% | 2.89% | 2.85% | 3.39% | 2.97% | 2.28% | 0.99% | 0.00% |
Frequently Asked Questions
DRFG.TO and TINF.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Desjardins and TD.
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