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

Performance

TGGR.TO vs. VEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Active Global Equity Growth ETF (TGGR.TO) and Vanguard All-Equity ETF Portfolio (VEQT.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, TGGR.TO achieves a 8.54% return, which is significantly lower than VEQT.TO's 12.75% return.


TGGR.TO

1D
-0.15%
1M
5.53%
YTD
8.54%
6M
6.96%
1Y
22.78%
3Y*
17.31%
5Y*
12.10%
10Y*

VEQT.TO

1D
-0.54%
1M
6.10%
YTD
12.75%
6M
12.66%
1Y
31.65%
3Y*
22.37%
5Y*
14.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
TGGR.TO
TD Active Global Equity Growth ETF
8.54%9.22%22.80%25.77%-16.26%26.36%16.55%
VEQT.TO
Vanguard All-Equity ETF Portfolio
12.75%20.37%24.73%16.70%-10.76%19.62%15.50%

Correlation

The correlation between TGGR.TO and VEQT.TO is 0.74, 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

0.74

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

0.74

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.60

The correlation between TGGR.TO and VEQT.TO shifts across timeframes, from 0.59 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.

TGGR.TO vs. VEQT.TO - Sectors Allocation Comparison


Sectors
TGGR.TO
VEQT.TO

Technology

32.9%
20.3%

Financial Services

13.8%
20.7%

Healthcare

13.1%
6.6%

Consumer Cyclical

11.5%
7.8%

Communication Services

9.1%
6.0%

Industrials

8.2%
11.6%

Consumer Defensive

4.3%
4.5%

Energy

2.9%
8.7%

Basic Materials

2.5%
8.6%

Real Estate

1.7%
2.2%

Utilities

-

2.8%

Technology

TGGR.TO
32.9%
VEQT.TO
20.3%

Financial Services

TGGR.TO
13.8%
VEQT.TO
20.7%

Healthcare

TGGR.TO
13.1%
VEQT.TO
6.6%

Consumer Cyclical

TGGR.TO
11.5%
VEQT.TO
7.8%

Communication Services

TGGR.TO
9.1%
VEQT.TO
6.0%

Industrials

TGGR.TO
8.2%
VEQT.TO
11.6%

Consumer Defensive

TGGR.TO
4.3%
VEQT.TO
4.5%

Energy

TGGR.TO
2.9%
VEQT.TO
8.7%

Basic Materials

TGGR.TO
2.5%
VEQT.TO
8.6%

Real Estate

TGGR.TO
1.7%
VEQT.TO
2.2%

Utilities

TGGR.TO

-

VEQT.TO
2.8%

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Return for Risk

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

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

TGGR.TO
TGGR.TO Risk / Return Rank: 5252
Overall Rank
TGGR.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TGGR.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
TGGR.TO Omega Ratio Rank: 5252
Omega Ratio Rank
TGGR.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
TGGR.TO Martin Ratio Rank: 5050
Martin Ratio Rank

VEQT.TO
VEQT.TO Risk / Return Rank: 8181
Overall Rank
VEQT.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VEQT.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
VEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
VEQT.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
VEQT.TO Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for TD Active Global Equity Growth ETF (TGGR.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.


TGGR.TOVEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.32

1.51

-0.19

Calmar ratioReturn relative to maximum drawdown

2.25

3.95

-1.70

Martin ratioReturn relative to average drawdown

8.31

17.38

-9.07

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

The current TGGR.TO Sharpe Ratio is 1.78, which is lower than the VEQT.TO Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of TGGR.TO and VEQT.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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Sharpe Ratios by Period


TGGR.TOVEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

2.74

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

1.09

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.91

+0.04

Drawdowns

TGGR.TO vs. VEQT.TO - Drawdown Comparison

The maximum TGGR.TO drawdown since its inception was -27.61%, smaller than the maximum VEQT.TO drawdown of -30.45%. Use the drawdown chart below to compare losses from any high point for TGGR.TO and VEQT.TO.


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Drawdown Indicators


TGGR.TOVEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.61%

-30.45%

+2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-8.05%

-2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-18.71%

-15.46%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-27.61%

-18.32%

-9.29%

Current Drawdown

Current decline from peak

-0.15%

-0.54%

+0.39%

Average Drawdown

Average peak-to-trough decline

-5.82%

-3.71%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

1.83%

+0.92%

Volatility

TGGR.TO vs. VEQT.TO - Volatility Comparison

The current volatility for TD Active Global Equity Growth ETF (TGGR.TO) is 2.90%, while Vanguard All-Equity ETF Portfolio (VEQT.TO) has a volatility of 3.68%. This indicates that TGGR.TO experiences smaller price fluctuations and is considered to be less risky than VEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGGR.TOVEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

3.68%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

9.37%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

11.61%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

12.90%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.34%

15.77%

-0.43%

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

TGGR.TO has a 0.72% expense ratio, which is higher than VEQT.TO's 0.24% expense ratio.


Dividends

TGGR.TO vs. VEQT.TO - Dividend Comparison

TGGR.TO's dividend yield for the trailing twelve months is around 0.52%, less than VEQT.TO's 1.26% yield.


PositionTTM2025202420232022202120202019
TGGR.TO
TD Active Global Equity Growth ETF
0.52%0.56%0.52%0.55%0.55%0.32%0.06%0.00%
VEQT.TO
Vanguard All-Equity ETF Portfolio
1.26%1.42%1.58%1.88%2.09%1.40%1.48%1.42%

Frequently Asked Questions


TGGR.TO and VEQT.TO have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEQT.TO is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEQT.TO is cheaper with a 0.24% expense ratio, compared with 0.72% for TGGR.TO.

They also come from different issuers: TD and Vanguard. Their fees differ too: 0.72% for TGGR.TO and 0.24% for VEQT.TO.

Portfolio Optimizer

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