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TGED.TO vs. TCON.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGED.TO vs. TCON.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Active Global Enhanced Dividend ETF (TGED.TO) and TD Conservative ETF Portfolio (TCON.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, TGED.TO achieves a 18.31% return, which is significantly higher than TCON.TO's 5.75% return.


TGED.TO

1D
-2.64%
1M
0.01%
6M
13.10%
YTD
18.31%
1Y
26.24%
3Y*
24.91%
5Y*
15.72%
10Y*

TCON.TO

1D
-0.29%
1M
0.32%
6M
3.93%
YTD
5.75%
1Y
12.86%
3Y*
10.45%
5Y*
5.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
TGED.TO
TD Active Global Enhanced Dividend ETF
18.31%10.63%38.60%23.33%-14.27%20.42%9.32%
TCON.TO
TD Conservative ETF Portfolio
5.75%10.47%9.68%11.95%-12.34%5.81%2.79%

Correlation

The correlation between TGED.TO and TCON.TO is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2020

0.38

Over the past year, TGED.TO and TCON.TO have become more correlated (0.70) than their long-term average of 0.38, meaning their price movements have been converging.

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Return for Risk

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

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

TGED.TO
TGED.TO Risk / Return Rank: 5454
Overall Rank
TGED.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TGED.TO Sortino Ratio Rank: 4848
Sortino Ratio Rank
TGED.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TGED.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
TGED.TO Martin Ratio Rank: 6161
Martin Ratio Rank

TCON.TO
TCON.TO Risk / Return Rank: 7575
Overall Rank
TCON.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TCON.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
TCON.TO Omega Ratio Rank: 7979
Omega Ratio Rank
TCON.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
TCON.TO Martin Ratio Rank: 7474
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.

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

This table presents a comparison of risk-adjusted performance metrics for TD Active Global Enhanced Dividend ETF (TGED.TO) and TD Conservative ETF Portfolio (TCON.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.


TGED.TOTCON.TODifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

2.45

2.55

-0.10

Martin ratioReturn relative to average drawdown

8.41

10.81

-2.40

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

The current TGED.TO Sharpe Ratio is 1.39, which is comparable to the TCON.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of TGED.TO and TCON.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

TGED.TO vs. TCON.TO - Drawdown Comparison

The maximum TGED.TO drawdown since its inception was -26.19%, which is greater than TCON.TO's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for TGED.TO and TCON.TO.


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Drawdown Indicators


TGED.TOTCON.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.19%

-16.43%

-9.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-5.06%

-5.70%

Max Drawdown (3Y)

Largest decline over 3 years

-19.41%

-6.18%

-13.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.05%

-16.43%

-6.62%

Current Drawdown

Current decline from peak

-6.79%

-0.97%

-5.82%

Average Drawdown

Average peak-to-trough decline

-4.63%

-3.67%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

1.19%

+1.94%

Volatility

TGED.TO vs. TCON.TO - Volatility Comparison

TD Active Global Enhanced Dividend ETF (TGED.TO) has a higher volatility of 9.53% compared to TD Conservative ETF Portfolio (TCON.TO) at 1.58%. This indicates that TGED.TO's price experiences larger fluctuations and is considered to be riskier than TCON.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGED.TOTCON.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.53%

1.58%

+7.95%

Volatility (6M)

Calculated over the trailing 6-month period

16.47%

5.53%

+10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

6.63%

+12.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

7.83%

+8.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

7.55%

+9.57%

Dividends

TGED.TO vs. TCON.TO - Dividend Comparison

TGED.TO's dividend yield for the trailing twelve months is around 3.35%, more than TCON.TO's 2.59% yield.


PositionTTM2025202420232022202120202019
TCON.TO
TD Conservative ETF Portfolio
2.59%2.88%3.48%3.27%2.69%1.96%1.03%0.00%
TGED.TO
TD Active Global Enhanced Dividend ETF
3.35%3.79%3.01%3.97%4.70%3.44%3.63%2.54%

Frequently Asked Questions


TGED.TO and TCON.TO have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TGED.TO is categorized as Global Equity Income, while TCON.TO is Diversified Portfolio.

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