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TCSH.TO vs. PFL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCSH.TO vs. PFL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Cash Management ETF (TCSH.TO) and Invesco Canadian Government Floating Rate Index ETF (PFL.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TCSH.TO achieves a 1.14% return, which is significantly lower than PFL.TO's 1.26% return.


TCSH.TO

1D
0.01%
1M
0.19%
6M
1.20%
YTD
1.14%
1Y
2.64%
3Y*
5Y*
10Y*

PFL.TO

1D
0.00%
1M
0.30%
6M
1.21%
YTD
1.26%
1Y
2.67%
3Y*
3.72%
5Y*
3.13%
10Y*
2.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCSH.TO vs. PFL.TO - Yearly Performance Comparison


2026 (YTD)20252024
TCSH.TO
TD Cash Management ETF
1.14%3.09%4.22%
PFL.TO
Invesco Canadian Government Floating Rate Index ETF
1.26%3.00%3.87%

Correlation

The correlation between TCSH.TO and PFL.TO is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2024

0.00

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Return for Risk

TCSH.TO vs. PFL.TO — Risk / Return Rank

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

TCSH.TO
TCSH.TO Risk / Return Rank: 9999
Overall Rank
TCSH.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TCSH.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
TCSH.TO Omega Ratio Rank: 9999
Omega Ratio Rank
TCSH.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
TCSH.TO Martin Ratio Rank: 9999
Martin Ratio Rank

PFL.TO
PFL.TO Risk / Return Rank: 9797
Overall Rank
PFL.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PFL.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
PFL.TO Omega Ratio Rank: 9797
Omega Ratio Rank
PFL.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
PFL.TO Martin Ratio Rank: 9898
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.

TCSH.TO vs. PFL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Cash Management ETF (TCSH.TO) and Invesco Canadian Government Floating Rate Index ETF (PFL.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.


TCSH.TOPFL.TODifference
Sharpe ratioReturn per unit of total volatility

+2.73

Sortino ratioReturn per unit of downside risk

+5.63

Omega ratioGain probability vs. loss probability

3.00

1.77

+1.24

Calmar ratioReturn relative to maximum drawdown

26.51

17.43

+9.08

Martin ratioReturn relative to average drawdown

110.39

56.45

+53.94

TCSH.TO vs. PFL.TO - Sharpe Ratio Comparison

The current TCSH.TO Sharpe Ratio is 5.98, which is higher than the PFL.TO Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of TCSH.TO and PFL.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.


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Drawdowns

TCSH.TO vs. PFL.TO - Drawdown Comparison

The maximum TCSH.TO drawdown since its inception was -0.54%, smaller than the maximum PFL.TO drawdown of -2.07%. Use the drawdown chart below to compare losses from any high point for TCSH.TO and PFL.TO.


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Drawdown Indicators


TCSH.TOPFL.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.54%

-2.07%

+1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-0.15%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-2.07%

Current Drawdown

Current decline from peak

-0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.01%

-0.08%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.05%

-0.03%

Volatility

TCSH.TO vs. PFL.TO - Volatility Comparison

The current volatility for TD Cash Management ETF (TCSH.TO) is 0.08%, while Invesco Canadian Government Floating Rate Index ETF (PFL.TO) has a volatility of 0.26%. This indicates that TCSH.TO experiences smaller price fluctuations and is considered to be less risky than PFL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCSH.TOPFL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

0.26%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

0.26%

0.56%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

0.44%

0.82%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.68%

0.97%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.68%

1.33%

-0.65%

Dividends

TCSH.TO vs. PFL.TO - Dividend Comparison

TCSH.TO's dividend yield for the trailing twelve months is around 2.60%, less than PFL.TO's 2.63% yield.


PositionTTM20252024202320222021202020192018201720162015
PFL.TO
Invesco Canadian Government Floating Rate Index ETF
2.63%2.95%5.23%5.13%2.22%0.36%1.21%2.10%1.59%0.95%0.81%0.95%
TCSH.TO
TD Cash Management ETF
2.60%3.03%4.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TCSH.TO and PFL.TO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCSH.TO is categorized as Ultrashort Bond, while PFL.TO is Canadian Government Bonds. They also come from different issuers: TD and Invesco.

Portfolio Optimizer

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