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

Performance

FGEP.TO vs. TINF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Equity+ Fund ETF (FGEP.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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FGEP.TO vs. TINF.TO - Yearly Performance Comparison


2026 (YTD)20252024
FGEP.TO
Fidelity Global Equity+ Fund ETF
2.94%17.44%9.99%
TINF.TO
TD Active Global Infrastructure Equity ETF
11.03%14.91%11.35%

Returns By Period

In the year-to-date period, FGEP.TO achieves a 2.94% return, which is significantly lower than TINF.TO's 11.03% return.


FGEP.TO

1D
2.07%
1M
-5.00%
YTD
2.94%
6M
5.38%
1Y
22.45%
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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FGEP.TO vs. TINF.TO - Expense Ratio Comparison

FGEP.TO has a 1.16% expense ratio, which is higher than TINF.TO's 0.73% expense ratio.


Return for Risk

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

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

FGEP.TO
FGEP.TO Risk / Return Rank: 8181
Overall Rank
FGEP.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FGEP.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
FGEP.TO Omega Ratio Rank: 8484
Omega Ratio Rank
FGEP.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
FGEP.TO Martin Ratio Rank: 8585
Martin Ratio Rank

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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Equity+ Fund ETF (FGEP.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.


FGEP.TOTINF.TODifference

Sharpe ratio

Return per unit of total volatility

1.55

1.62

-0.07

Sortino ratio

Return per unit of downside risk

2.13

2.08

+0.05

Omega ratio

Gain probability vs. loss probability

1.34

1.31

+0.03

Calmar ratio

Return relative to maximum drawdown

2.19

2.26

-0.07

Martin ratio

Return relative to average drawdown

10.28

9.52

+0.75

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

The current FGEP.TO Sharpe Ratio is 1.55, which is comparable to the TINF.TO Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FGEP.TO and TINF.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGEP.TOTINF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.62

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

1.04

+0.27

Correlation

The correlation between FGEP.TO and TINF.TO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FGEP.TO vs. TINF.TO - Dividend Comparison

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


TTM202520242023202220212020
FGEP.TO
Fidelity Global Equity+ Fund 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

FGEP.TO vs. TINF.TO - Drawdown Comparison

The maximum FGEP.TO drawdown since its inception was -14.78%, which is greater than TINF.TO's maximum drawdown of -13.48%. Use the drawdown chart below to compare losses from any high point for FGEP.TO and TINF.TO.


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Drawdown Indicators


FGEP.TOTINF.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.78%

-13.48%

-1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-8.95%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-13.48%

Current Drawdown

Current decline from peak

-5.00%

-1.05%

-3.95%

Average Drawdown

Average peak-to-trough decline

-1.72%

-2.42%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.12%

+0.13%

Volatility

FGEP.TO vs. TINF.TO - Volatility Comparison

Fidelity Global Equity+ Fund ETF (FGEP.TO) and TD Active Global Infrastructure Equity ETF (TINF.TO) have volatilities of 4.89% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGEP.TOTINF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

5.06%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.27%

7.20%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

11.96%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.75%

11.64%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.75%

11.94%

+0.81%