TCON.TO vs. EGIF.TO

Last updated Aug 4, 2026

TCON.TO (TD Conservative ETF Portfolio) and EGIF.TO (Exemplar Growth and Income Fund) are both exchange-traded funds - TCON.TO is a Diversified Portfolio fund actively managed by TD, while EGIF.TO is a Tactical Allocation fund actively managed by Arrow Capital Management Inc.. Both are actively managed. Over the past 5 years, TCON.TO returned 5.13%/yr vs 7.05%/yr for EGIF.TO. Their 0.08 correlation means their historical movements had little consistent relationship. TCON.TO charges 0.17%/yr vs 1.19%/yr for EGIF.TO.

Performance

TCON.TO vs. EGIF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Conservative ETF Portfolio (TCON.TO) and Exemplar Growth and Income Fund (EGIF.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TCON.TO achieves a 5.41% return, which is significantly lower than EGIF.TO's 13.42% return.

TCON.TO

• 1D: -0.23%
• 1M: -1.00%
• 6M: 4.01%
• YTD: 5.41%
• 1Y: 11.80%
• 3Y*: 10.36%
• 5Y*: 5.13%
• 10Y*: —
• ALL TIME*: 5.36%

EGIF.TO

• 1D: 0.25%
• 1M: -6.55%
• 6M: 6.32%
• YTD: 13.42%
• 1Y: 24.21%
• 3Y*: 16.09%
• 5Y*: 7.05%
• 10Y*: —
• ALL TIME*: 7.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EGIF.TO Exemplar Growth and Income Fund	CA$2.27K	CA$3.94K	CA$7.86K
TCON.TO TD Conservative ETF Portfolio	CA$186.38K	CA$201.50K	CA$208.02K

TCON.TO vs. EGIF.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TCON.TO TD Conservative ETF Portfolio	5.41%	10.47%	9.68%	11.95%	-12.34%	5.81%	2.79%
EGIF.TO Exemplar Growth and Income Fund	13.42%	15.83%	14.66%	-1.77%	-8.22%	17.42%	3.37%

Correlation

The correlation between TCON.TO and EGIF.TO is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.00
Correlation (3Y) Balances recent behavior with more history.	0.05
Correlation (5Y) Shows whether the relationship held over a longer period.	0.07
Correlation (All Time) Calculated using the full available price history since Aug 25, 2020	0.08

Return for Risk

TCON.TO vs. EGIF.TO — Risk / Return Rank

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

TCON.TO

TCON.TO Risk / Return Rank: 68
TCON.TO Sharpe Ratio Rank: 69
TCON.TO Sortino Ratio Rank: 70
TCON.TO Omega Ratio Rank: 71
TCON.TO Calmar Ratio Rank: 60
TCON.TO Martin Ratio Rank: 72

EGIF.TO

EGIF.TO Risk / Return Rank: 84
EGIF.TO Sharpe Ratio Rank: 66
EGIF.TO Sortino Ratio Rank: 84
EGIF.TO Omega Ratio Rank: 98
EGIF.TO Calmar Ratio Rank: 86
EGIF.TO Martin Ratio Rank: 84

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.

TCON.TO vs. EGIF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Conservative ETF Portfolio (TCON.TO) and Exemplar Growth and Income Fund (EGIF.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.

	TCON.TO	EGIF.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.73	1.67	+0.06
Sortino ratio: Return per unit of downside risk	2.47	2.99	-0.51
Omega ratio: Gain probability vs. loss probability	1.32	2.26	-0.94
Calmar ratio: Return relative to maximum drawdown	2.28	3.60	-1.32
Martin ratio: Return relative to average drawdown	9.44	12.63	-3.19

TCON.TO vs. EGIF.TO - Sharpe Ratio Comparison

The current TCON.TO Sharpe Ratio is 1.73, which is comparable to the EGIF.TO Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of TCON.TO and EGIF.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.

Drawdowns

TCON.TO vs. EGIF.TO - Drawdown Comparison

The maximum TCON.TO drawdown since its inception was -16.43%, which is greater than EGIF.TO's maximum drawdown of -15.10%. Use the drawdown chart below to compare losses from any high point for TCON.TO and EGIF.TO.

Drawdown Indicators

	TCON.TO	EGIF.TO	Difference
Max Drawdown Largest peak-to-trough decline	-16.43%	-15.10%	-1.33%
Max Drawdown (1Y) Largest decline over 1 year	-5.06%	-6.78%	+1.72%
Max Drawdown (3Y) Largest decline over 3 years	-6.18%	-6.78%	+0.60%
Max Drawdown (5Y) Largest decline over 5 years	-16.43%	-15.10%	-1.33%
Current Drawdown Current decline from peak	-1.28%	-6.55%	+5.27%
Average Drawdown Average peak-to-trough decline	-3.65%	-3.45%	-0.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.22%	1.93%	-0.71%

Volatility

TCON.TO vs. EGIF.TO - Volatility Comparison

The current volatility for TD Conservative ETF Portfolio (TCON.TO) is 1.86%, while Exemplar Growth and Income Fund (EGIF.TO) has a volatility of 8.70%. This indicates that TCON.TO experiences smaller price fluctuations and is considered to be less risky than EGIF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TCON.TO	EGIF.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.86%	8.70%	-6.84%
Volatility (6M) Calculated over the trailing 6-month period	5.60%	10.76%	-5.16%
Volatility (1Y) Calculated over the trailing 1-year period	6.70%	14.62%	-7.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.84%	9.27%	-1.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.54%	9.08%	-1.54%

TCON.TO vs. EGIF.TO - Expense Ratio Comparison

TCON.TO has a 0.17% expense ratio, which is lower than EGIF.TO's 1.19% expense ratio.

Dividends

TCON.TO vs. EGIF.TO - Dividend Comparison

TCON.TO's dividend yield for the trailing twelve months is around 2.57%, less than EGIF.TO's 2.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EGIF.TO Exemplar Growth and Income Fund	2.94%	3.27%	3.66%	4.27%	4.57%	2.66%	2.86%	2.89%	0.75%
TCON.TO TD Conservative ETF Portfolio	2.57%	2.88%	3.48%	3.27%	2.69%	1.96%	1.03%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TCON.TO and EGIF.TO in my portfolio?

TCON.TO and EGIF.TO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TCON.TO or EGIF.TO?

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

Which ETF is cheaper, TCON.TO or EGIF.TO?

TCON.TO is cheaper with a 0.17% expense ratio, compared with 1.19% for EGIF.TO.

What is the main difference between TCON.TO and EGIF.TO?

TCON.TO is categorized as Diversified Portfolio, while EGIF.TO is Tactical Allocation. They also come from different issuers: TD and Arrow Capital Management Inc.. Their fees differ too: 0.17% for TCON.TO and 1.19% for EGIF.TO.