PortfoliosLab logoPortfoliosLab logo
GCNS.TO vs. TGRO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCNS.TO vs. TGRO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Conservative Balanced ETF Portfolio (GCNS.TO) and TD Growth ETF Portfolio (TGRO.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GCNS.TO achieves a 6.84% return, which is significantly lower than TGRO.TO's 9.93% return.


GCNS.TO

1D
0.17%
1M
4.64%
YTD
6.84%
6M
5.63%
1Y
13.41%
3Y*
12.23%
5Y*
6.92%
10Y*

TGRO.TO

1D
-0.38%
1M
5.22%
YTD
9.93%
6M
9.81%
1Y
25.55%
3Y*
19.69%
5Y*
13.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCNS.TO vs. TGRO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GCNS.TO
iShares ESG Conservative Balanced ETF Portfolio
6.84%7.23%15.54%11.66%-10.94%8.07%4.37%
TGRO.TO
TD Growth ETF Portfolio
9.93%18.03%22.28%18.36%-11.39%20.46%9.96%

Correlation

The correlation between GCNS.TO and TGRO.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2020

0.29

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GCNS.TO vs. TGRO.TO — Risk / Return Rank

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

GCNS.TO
GCNS.TO Risk / Return Rank: 5252
Overall Rank
GCNS.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GCNS.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
GCNS.TO Omega Ratio Rank: 5757
Omega Ratio Rank
GCNS.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
GCNS.TO Martin Ratio Rank: 5454
Martin Ratio Rank

TGRO.TO
TGRO.TO Risk / Return Rank: 7777
Overall Rank
TGRO.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TGRO.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
TGRO.TO Omega Ratio Rank: 8080
Omega Ratio Rank
TGRO.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
TGRO.TO Martin Ratio Rank: 7979
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.

GCNS.TO vs. TGRO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Conservative Balanced ETF Portfolio (GCNS.TO) and TD Growth ETF Portfolio (TGRO.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.


GCNS.TOTGRO.TODifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.35

1.49

-0.13

Calmar ratioReturn relative to maximum drawdown

2.80

3.56

-0.76

Martin ratioReturn relative to average drawdown

9.32

15.71

-6.39

GCNS.TO vs. TGRO.TO - Sharpe Ratio Comparison

The current GCNS.TO Sharpe Ratio is 1.59, which is lower than the TGRO.TO Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of GCNS.TO and TGRO.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GCNS.TOTGRO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

2.58

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

1.14

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.10

+0.82

Drawdowns

GCNS.TO vs. TGRO.TO - Drawdown Comparison

The maximum GCNS.TO drawdown since its inception was -15.37%, smaller than the maximum TGRO.TO drawdown of -18.37%. Use the drawdown chart below to compare losses from any high point for GCNS.TO and TGRO.TO.


Loading charts...

Drawdown Indicators


GCNS.TOTGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.37%

-18.37%

+3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

-7.21%

+2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-7.38%

-13.27%

+5.89%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-18.37%

+3.00%

Current Drawdown

Current decline from peak

0.00%

-0.41%

+0.41%

Average Drawdown

Average peak-to-trough decline

-3.56%

-3.46%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.63%

-0.19%

Volatility

GCNS.TO vs. TGRO.TO - Volatility Comparison

The current volatility for iShares ESG Conservative Balanced ETF Portfolio (GCNS.TO) is 2.47%, while TD Growth ETF Portfolio (TGRO.TO) has a volatility of 3.28%. This indicates that GCNS.TO experiences smaller price fluctuations and is considered to be less risky than TGRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GCNS.TOTGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

3.28%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

5.59%

8.10%

-2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

8.49%

9.93%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.20%

11.69%

-3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.83%

995.08%

-987.25%

GCNS.TO vs. TGRO.TO - Expense Ratio Comparison

GCNS.TO has a 0.25% expense ratio, which is higher than TGRO.TO's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GCNS.TO vs. TGRO.TO - Dividend Comparison

GCNS.TO's dividend yield for the trailing twelve months is around 1.98%, more than TGRO.TO's 1.78% yield.


PositionTTM202520242023202220212020
GCNS.TO
iShares ESG Conservative Balanced ETF Portfolio
1.98%2.07%2.03%2.88%2.09%1.60%2.49%
TGRO.TO
TD Growth ETF Portfolio
1.78%2.03%2.04%2.17%2.46%1.58%0.83%

Frequently Asked Questions


GCNS.TO and TGRO.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TGRO.TO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TGRO.TO is cheaper with a 0.15% expense ratio, compared with 0.25% for GCNS.TO.

They also come from different issuers: iShares and TD. Their fees differ too: 0.25% for GCNS.TO and 0.15% for TGRO.TO.

Portfolio Optimizer

Find the right allocation for GCNS.TO and TGRO.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer