HIG.TO vs. TDOC.TO
HIG.TO (Brompton Global Healthcare Income & Growth ETF) and TDOC.TO (TD Global Healthcare Leaders Index ETF) are both Health & Biotech Equities funds. Both are actively managed. Over the past 5 years, HIG.TO returned 0.67%/yr vs 5.10%/yr for TDOC.TO. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
HIG.TO vs. TDOC.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HIG.TO achieves a -3.42% return, which is significantly lower than TDOC.TO's 0.57% return.
HIG.TO
- 1D
- 0.55%
- 1M
- 2.42%
- 6M
- -5.56%
- YTD
- -3.42%
- 1Y
- 8.20%
- 3Y*
- 3.66%
- 5Y*
- 0.67%
- 10Y*
- 5.22%
TDOC.TO
- 1D
- 0.00%
- 1M
- 3.81%
- 6M
- -3.26%
- YTD
- 0.57%
- 1Y
- 12.75%
- 3Y*
- 6.84%
- 5Y*
- 5.10%
- 10Y*
- —
HIG.TO vs. TDOC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HIG.TO Brompton Global Healthcare Income & Growth ETF | -3.42% | 13.94% | -0.33% | -1.53% | -14.75% | 21.84% |
TDOC.TO TD Global Healthcare Leaders Index ETF | 0.57% | 8.36% | 10.24% | 1.71% | -1.37% | 15.59% |
Correlation
The correlation between HIG.TO and TDOC.TO is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021 | 0.61 |
The correlation between HIG.TO and TDOC.TO shifts across timeframes, from 0.61 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
HIG.TO vs. TDOC.TO — Risk / Return Rank
HIG.TO
TDOC.TO
HIG.TO vs. TDOC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Global Healthcare Income & Growth ETF (HIG.TO) and TD Global Healthcare Leaders Index ETF (TDOC.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.
| HIG.TO | TDOC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.16 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.09 | -0.51 |
| Martin ratioReturn relative to average drawdown | 1.37 | 2.58 | -1.22 |
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Drawdowns
HIG.TO vs. TDOC.TO - Drawdown Comparison
The maximum HIG.TO drawdown since its inception was -31.83%, which is greater than TDOC.TO's maximum drawdown of -17.52%. Use the drawdown chart below to compare losses from any high point for HIG.TO and TDOC.TO.
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Drawdown Indicators
| HIG.TO | TDOC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -17.52% | -14.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -11.77% | -2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -14.18% | -12.66% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -17.52% | -7.06% |
Max Drawdown (10Y)Largest decline over 10 years | -31.83% | — | — |
Current DrawdownCurrent decline from peak | -7.98% | -4.61% | -3.37% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -4.82% | -3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 4.94% | +1.07% |
Volatility
HIG.TO vs. TDOC.TO - Volatility Comparison
Brompton Global Healthcare Income & Growth ETF (HIG.TO) has a higher volatility of 6.30% compared to TD Global Healthcare Leaders Index ETF (TDOC.TO) at 5.09%. This indicates that HIG.TO's price experiences larger fluctuations and is considered to be riskier than TDOC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HIG.TO | TDOC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 5.09% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 10.73% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 14.24% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 13.07% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 12.93% | +4.44% |
Dividends
HIG.TO vs. TDOC.TO - Dividend Comparison
HIG.TO's dividend yield for the trailing twelve months is around 9.00%, more than TDOC.TO's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIG.TO Brompton Global Healthcare Income & Growth ETF | 9.00% | 8.32% | 8.71% | 8.03% | 6.97% | 5.29% | 6.22% | 6.12% | 7.11% | 6.43% | 6.47% | 1.80% |
TDOC.TO TD Global Healthcare Leaders Index ETF | 1.19% | 1.09% | 3.68% | 0.98% | 1.16% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HIG.TO and TDOC.TO have a correlation of 0.77, 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: Brompton and TD.
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