TEQT.TO vs. TGFI.TO

Last updated Apr 3, 2026

Compare and contrast key facts about TD All-Equity ETF Portfolio (TEQT.TO) and TD Active Global Income ETF (TGFI.TO).

TEQT.TO and TGFI.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TEQT.TO is a passively managed fund by TD that tracks the performance of the 25% Solactive Canada Broad Market Index (C$, Net Total Return); 55% Solactive US Large Cap CAD Index (C$, Net Total Return); 20% Solactive GBS Developed Markets ex. North America Large & Mid Cap CAD Index (C$, Net Total Return). It was launched on Apr 8, 2025. TGFI.TO is an actively managed fund by TD. It was launched on Nov 19, 2019.

Performance

TEQT.TO vs. TGFI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD All-Equity ETF Portfolio (TEQT.TO) and TD Active Global Income ETF (TGFI.TO). The values are adjusted to include any dividend payments, if applicable.

TEQT.TO vs. TGFI.TO - Yearly Performance Comparison

	2026 (YTD)	2025
TEQT.TO TD All-Equity ETF Portfolio	0.74%	27.04%
TGFI.TO TD Active Global Income ETF	-0.40%	6.31%

Returns By Period

In the year-to-date period, TEQT.TO achieves a 0.74% return, which is significantly higher than TGFI.TO's -0.40% return.

TEQT.TO

• 1D: 0.20%
• 1M: -1.33%
• YTD: 0.74%
• 6M: 2.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TGFI.TO

• 1D: 0.55%
• 1M: -0.88%
• YTD: -0.40%
• 6M: 0.14%
• 1Y: 3.85%
• 3Y*: 4.86%
• 5Y*: 1.20%
• 10Y*: —

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

TEQT.TO vs. TGFI.TO - Expense Ratio Comparison

TEQT.TO has a 0.17% expense ratio, which is lower than TGFI.TO's 0.75% expense ratio.

TGFI.TO

TD Active Global Income ETF

TEQT.TO

TD All-Equity ETF Portfolio

Return for Risk

TEQT.TO vs. TGFI.TO — Risk / Return Rank

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

TGFI.TO

TGFI.TO Risk / Return Rank: 41
TGFI.TO Sharpe Ratio Rank: 45
TGFI.TO Sortino Ratio Rank: 43
TGFI.TO Omega Ratio Rank: 39
TGFI.TO Calmar Ratio Rank: 40
TGFI.TO Martin Ratio Rank: 40

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.

TEQT.TO vs. TGFI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD All-Equity ETF Portfolio (TEQT.TO) and TD Active Global Income ETF (TGFI.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TEQT.TO	TGFI.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.88	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.37	0.12	+2.25

Correlation

The correlation between TEQT.TO and TGFI.TO is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TEQT.TO vs. TGFI.TO - Dividend Comparison

TEQT.TO's dividend yield for the trailing twelve months is around 1.45%, less than TGFI.TO's 5.25% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
TEQT.TO TD All-Equity ETF Portfolio	1.45%	1.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TGFI.TO TD Active Global Income ETF	5.25%	5.31%	5.92%	5.82%	4.38%	3.93%	3.11%	0.26%

Drawdowns

TEQT.TO vs. TGFI.TO - Drawdown Comparison

The maximum TEQT.TO drawdown since its inception was -7.62%, smaller than the maximum TGFI.TO drawdown of -22.03%. Use the drawdown chart below to compare losses from any high point for TEQT.TO and TGFI.TO.

Drawdown Indicators

	TEQT.TO	TGFI.TO	Difference
Max Drawdown Largest peak-to-trough decline	-7.62%	-22.03%	+14.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.07%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.25%	—
Current Drawdown Current decline from peak	-3.77%	-1.99%	-1.78%
Average Drawdown Average peak-to-trough decline	-1.07%	-5.58%	+4.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.85%	—

Volatility

Volatility by Period

	TEQT.TO	TGFI.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.40%	4.40%	+8.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.40%	6.37%	+6.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.40%	9.63%	+2.77%