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TEQT.TO vs. VEQT.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEQT.TO vs. VEQT.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 Vanguard All-Equity ETF Portfolio (VEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025
TEQT.TO
TD All-Equity ETF Portfolio
0.54%27.04%
VEQT.TO
Vanguard All-Equity ETF Portfolio
1.43%27.59%

Returns By Period

In the year-to-date period, TEQT.TO achieves a 0.54% return, which is significantly lower than VEQT.TO's 1.43% return.


TEQT.TO

1D
0.80%
1M
-3.23%
YTD
0.54%
6M
2.82%
1Y
3Y*
5Y*
10Y*

VEQT.TO

1D
0.80%
1M
-3.52%
YTD
1.43%
6M
3.81%
1Y
22.58%
3Y*
18.83%
5Y*
12.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

TEQT.TO has a 0.17% expense ratio, which is lower than VEQT.TO's 0.24% 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%.


Return for Risk

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

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

TEQT.TO

VEQT.TO
VEQT.TO Risk / Return Rank: 7676
Overall Rank
VEQT.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VEQT.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
VEQT.TO Omega Ratio Rank: 7878
Omega Ratio Rank
VEQT.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
VEQT.TO Martin Ratio Rank: 7777
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.

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

This table presents a comparison of risk-adjusted performance metrics for TD All-Equity ETF Portfolio (TEQT.TO) and Vanguard All-Equity ETF Portfolio (VEQT.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.

TEQT.TO vs. VEQT.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TEQT.TOVEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

2.35

0.82

+1.53

Correlation

The correlation between TEQT.TO and VEQT.TO is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TEQT.TO vs. VEQT.TO - Dividend Comparison

TEQT.TO's dividend yield for the trailing twelve months is around 1.46%, more than VEQT.TO's 1.40% yield.


TTM2025202420232022202120202019
TEQT.TO
TD All-Equity ETF Portfolio
1.46%1.14%0.00%0.00%0.00%0.00%0.00%0.00%
VEQT.TO
Vanguard All-Equity ETF Portfolio
1.40%1.42%1.58%1.88%2.09%1.40%1.48%1.42%

Drawdowns

TEQT.TO vs. VEQT.TO - Drawdown Comparison

The maximum TEQT.TO drawdown since its inception was -7.62%, smaller than the maximum VEQT.TO drawdown of -30.45%. Use the drawdown chart below to compare losses from any high point for TEQT.TO and VEQT.TO.


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Drawdown Indicators


TEQT.TOVEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-7.62%

-30.45%

+22.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-18.32%

Current Drawdown

Current decline from peak

-3.96%

-4.22%

+0.26%

Average Drawdown

Average peak-to-trough decline

-1.06%

-3.78%

+2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

Volatility

TEQT.TO vs. VEQT.TO - Volatility Comparison


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Volatility by Period


TEQT.TOVEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.42%

15.88%

-3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.42%

12.78%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.42%

15.83%

-3.41%