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TGFI.TO vs. NUBF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGFI.TO vs. NUBF.TO - Performance Comparison

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

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


2026 (YTD)2025202420232022202120202019
TGFI.TO
TD Active Global Income ETF
-1.15%5.71%4.24%8.24%-14.35%2.16%2.60%0.86%
NUBF.TO
NBI Unconstrained Fixed Income ETF
-1.28%6.66%1.49%5.75%-6.23%0.36%6.24%0.54%

Returns By Period

In the year-to-date period, TGFI.TO achieves a -1.15% return, which is significantly higher than NUBF.TO's -1.28% return.


TGFI.TO

1D
0.35%
1M
-2.06%
YTD
-1.15%
6M
-0.71%
1Y
3.28%
3Y*
4.96%
5Y*
1.05%
10Y*

NUBF.TO

1D
1.41%
1M
-3.32%
YTD
-1.28%
6M
-1.13%
1Y
4.26%
3Y*
3.58%
5Y*
1.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

TGFI.TO has a 0.75% expense ratio, which is lower than NUBF.TO's 0.78% expense ratio.


Return for Risk

TGFI.TO vs. NUBF.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: 4141
Overall Rank
TGFI.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TGFI.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
TGFI.TO Omega Ratio Rank: 3535
Omega Ratio Rank
TGFI.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
TGFI.TO Martin Ratio Rank: 4747
Martin Ratio Rank

NUBF.TO
NUBF.TO Risk / Return Rank: 3636
Overall Rank
NUBF.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NUBF.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
NUBF.TO Omega Ratio Rank: 3333
Omega Ratio Rank
NUBF.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
NUBF.TO Martin Ratio Rank: 4040
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.

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

This table presents a comparison of risk-adjusted performance metrics for TD Active Global Income ETF (TGFI.TO) and NBI Unconstrained Fixed Income ETF (NUBF.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.


TGFI.TONUBF.TODifference

Sharpe ratio

Return per unit of total volatility

0.75

0.71

+0.04

Sortino ratio

Return per unit of downside risk

1.10

1.06

+0.04

Omega ratio

Gain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

1.23

0.89

+0.34

Martin ratio

Return relative to average drawdown

4.60

3.77

+0.83

TGFI.TO vs. NUBF.TO - Sharpe Ratio Comparison

The current TGFI.TO Sharpe Ratio is 0.75, which is comparable to the NUBF.TO Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of TGFI.TO and NUBF.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TGFI.TONUBF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.71

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.17

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.17

-0.06

Correlation

The correlation between TGFI.TO and NUBF.TO is 0.17, 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

TGFI.TO vs. NUBF.TO - Dividend Comparison

TGFI.TO's dividend yield for the trailing twelve months is around 5.29%, more than NUBF.TO's 4.56% yield.


TTM2025202420232022202120202019
TGFI.TO
TD Active Global Income ETF
5.29%5.31%5.92%5.82%4.38%3.93%3.11%0.26%
NUBF.TO
NBI Unconstrained Fixed Income ETF
4.56%4.45%4.35%3.99%11.20%4.23%1.72%0.55%

Drawdowns

TGFI.TO vs. NUBF.TO - Drawdown Comparison

The maximum TGFI.TO drawdown since its inception was -22.03%, which is greater than NUBF.TO's maximum drawdown of -16.37%. Use the drawdown chart below to compare losses from any high point for TGFI.TO and NUBF.TO.


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Drawdown Indicators


TGFI.TONUBF.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.03%

-16.37%

-5.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-4.66%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-12.37%

-4.88%

Current Drawdown

Current decline from peak

-2.73%

-3.32%

+0.59%

Average Drawdown

Average peak-to-trough decline

-5.59%

-3.33%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.10%

-0.28%

Volatility

TGFI.TO vs. NUBF.TO - Volatility Comparison

The current volatility for TD Active Global Income ETF (TGFI.TO) is 1.32%, while NBI Unconstrained Fixed Income ETF (NUBF.TO) has a volatility of 3.01%. This indicates that TGFI.TO experiences smaller price fluctuations and is considered to be less risky than NUBF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGFI.TONUBF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

3.01%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

4.69%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

6.01%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.37%

7.00%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.64%

11.47%

-1.83%