PortfoliosLab logoPortfoliosLab logo
MEQT.TO vs. MGRW.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEQT.TO vs. MGRW.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Mackenzie All-Equity Allocation ETF (MEQT.TO) and Mackenzie Growth Allocation ETF (MGRW.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MEQT.TO achieves a 12.84% return, which is significantly higher than MGRW.TO's 10.74% return.


MEQT.TO

1D
-0.35%
1M
-1.97%
6M
10.00%
YTD
12.84%
1Y
25.74%
3Y*
5Y*
10Y*
ALL TIME*
23.44%

MGRW.TO

1D
0.49%
1M
-1.05%
6M
8.72%
YTD
10.74%
1Y
22.91%
3Y*
18.18%
5Y*
11.35%
10Y*
ALL TIME*
12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$180.94KCA$187.75KCA$184.59K
CA$72.01KCA$77.36KCA$75.63K

MEQT.TO vs. MGRW.TO - Yearly Performance Comparison


2026 (YTD)202520242023
MEQT.TO
Mackenzie All-Equity Allocation ETF
12.84%21.31%25.87%2.36%
MGRW.TO
Mackenzie Growth Allocation ETF
10.74%18.19%21.41%3.44%

Correlation

The correlation between MEQT.TO and MGRW.TO is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2023

0.49

The correlation between MEQT.TO and MGRW.TO has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.

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

MEQT.TO vs. MGRW.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MEQT.TO
MEQT.TO Risk / Return Rank: 8585
Overall Rank
MEQT.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MEQT.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
MEQT.TO Omega Ratio Rank: 8686
Omega Ratio Rank
MEQT.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
MEQT.TO Martin Ratio Rank: 8686
Martin Ratio Rank

MGRW.TO
MGRW.TO Risk / Return Rank: 8484
Overall Rank
MGRW.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MGRW.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
MGRW.TO Omega Ratio Rank: 8888
Omega Ratio Rank
MGRW.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
MGRW.TO Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MEQT.TO vs. MGRW.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mackenzie All-Equity Allocation ETF (MEQT.TO) and Mackenzie Growth Allocation ETF (MGRW.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.


MEQT.TOMGRW.TODifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.39

1.42

-0.03

Calmar ratioReturn relative to maximum drawdown

3.34

3.23

+0.11

Martin ratioReturn relative to average drawdown

13.47

12.74

+0.73

MEQT.TO vs. MGRW.TO - Sharpe Ratio Comparison

The current MEQT.TO Sharpe Ratio is 2.11, which is comparable to the MGRW.TO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of MEQT.TO and MGRW.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...

Drawdowns

MEQT.TO vs. MGRW.TO - Drawdown Comparison

The maximum MEQT.TO drawdown since its inception was -15.14%, smaller than the maximum MGRW.TO drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for MEQT.TO and MGRW.TO.


Loading charts...

Drawdown Indicators


MEQT.TOMGRW.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.14%

-17.20%

+2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-7.68%

-6.72%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-12.17%

Max Drawdown (5Y)

Largest decline over 5 years

-17.20%

Current Drawdown

Current decline from peak

-2.25%

-1.11%

-1.14%

Average Drawdown

Average peak-to-trough decline

-1.30%

-3.30%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.70%

+0.20%

Volatility

MEQT.TO vs. MGRW.TO - Volatility Comparison

Mackenzie All-Equity Allocation ETF (MEQT.TO) has a higher volatility of 3.77% compared to Mackenzie Growth Allocation ETF (MGRW.TO) at 2.99%. This indicates that MEQT.TO's price experiences larger fluctuations and is considered to be riskier than MGRW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MEQT.TOMGRW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

2.99%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

8.57%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

10.45%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.05%

10.78%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.05%

10.49%

+1.56%

MEQT.TO vs. MGRW.TO - Expense Ratio Comparison

MEQT.TO has a 0.17% expense ratio, which is lower than MGRW.TO's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MEQT.TO vs. MGRW.TO - Dividend Comparison

MEQT.TO's dividend yield for the trailing twelve months is around 1.47%, less than MGRW.TO's 1.71% yield.


PositionTTM202520242023202220212020
MEQT.TO
Mackenzie All-Equity Allocation ETF
1.47%1.60%1.73%0.81%0.00%0.00%0.00%
MGRW.TO
Mackenzie Growth Allocation ETF
1.71%1.84%1.93%2.28%2.44%1.77%0.79%

Frequently Asked Questions


MEQT.TO and MGRW.TO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MEQT.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MEQT.TO is cheaper with a 0.17% expense ratio, compared with 0.18% for MGRW.TO.

MEQT.TO is categorized as Global Equities, while MGRW.TO is Diversified Portfolio. Their fees differ too: 0.17% for MEQT.TO and 0.18% for MGRW.TO.

Portfolio Optimizer

Find the right allocation for MEQT.TO and MGRW.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