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TGRO.TO vs. TQCD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGRO.TO vs. TQCD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Growth ETF Portfolio (TGRO.TO) and TD Q Canadian Dividend ETF (TQCD.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, TGRO.TO achieves a 9.93% return, which is significantly lower than TQCD.TO's 14.98% return.


TGRO.TO

1D
-0.38%
1M
5.22%
YTD
9.93%
6M
9.81%
1Y
25.55%
3Y*
19.69%
5Y*
13.26%
10Y*

TQCD.TO

1D
-0.42%
1M
3.98%
YTD
14.98%
6M
17.36%
1Y
37.82%
3Y*
26.50%
5Y*
17.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGRO.TO vs. TQCD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TGRO.TO
TD Growth ETF Portfolio
9.93%18.03%22.28%18.36%-11.39%20.46%2,565.79%
TQCD.TO
TD Q Canadian Dividend ETF
14.98%33.11%22.27%12.29%1.68%26.29%7.86%

Correlation

The correlation between TGRO.TO and TQCD.TO is 0.73, 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

0.73

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

0.72

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

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2020

0.64

The correlation between TGRO.TO and TQCD.TO has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.

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Return for Risk

TGRO.TO vs. TQCD.TO — Risk / Return Rank

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

TGRO.TO
TGRO.TO Risk / Return Rank: 7777
Overall Rank
TGRO.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TGRO.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
TGRO.TO Omega Ratio Rank: 8080
Omega Ratio Rank
TGRO.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
TGRO.TO Martin Ratio Rank: 7979
Martin Ratio Rank

TQCD.TO
TQCD.TO Risk / Return Rank: 9393
Overall Rank
TQCD.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TQCD.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
TQCD.TO Omega Ratio Rank: 9494
Omega Ratio Rank
TQCD.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
TQCD.TO Martin Ratio Rank: 9393
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.

TGRO.TO vs. TQCD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Growth ETF Portfolio (TGRO.TO) and TD Q Canadian Dividend ETF (TQCD.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.


TGRO.TOTQCD.TODifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.49

1.71

-0.23

Calmar ratioReturn relative to maximum drawdown

3.56

5.22

-1.66

Martin ratioReturn relative to average drawdown

15.71

25.92

-10.21

TGRO.TO vs. TQCD.TO - Sharpe Ratio Comparison

The current TGRO.TO Sharpe Ratio is 2.58, which is lower than the TQCD.TO Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of TGRO.TO and TQCD.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


TGRO.TOTQCD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

3.83

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

1.46

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.75

-0.65

Drawdowns

TGRO.TO vs. TQCD.TO - Drawdown Comparison

The maximum TGRO.TO drawdown since its inception was -18.37%, smaller than the maximum TQCD.TO drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for TGRO.TO and TQCD.TO.


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Drawdown Indicators


TGRO.TOTQCD.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.37%

-46.47%

+28.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

-7.27%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

-12.42%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.37%

-15.65%

-2.72%

Current Drawdown

Current decline from peak

-0.41%

-0.42%

+0.01%

Average Drawdown

Average peak-to-trough decline

-3.46%

-5.99%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.46%

+0.17%

Volatility

TGRO.TO vs. TQCD.TO - Volatility Comparison

TD Growth ETF Portfolio (TGRO.TO) has a higher volatility of 3.28% compared to TD Q Canadian Dividend ETF (TQCD.TO) at 2.86%. This indicates that TGRO.TO's price experiences larger fluctuations and is considered to be riskier than TQCD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGRO.TOTQCD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

2.86%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

7.99%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

9.93%

9.92%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.69%

12.33%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

995.08%

19.43%

+975.65%

TGRO.TO vs. TQCD.TO - Expense Ratio Comparison

TGRO.TO has a 0.15% expense ratio, which is lower than TQCD.TO's 0.39% expense ratio.


Dividends

TGRO.TO vs. TQCD.TO - Dividend Comparison

TGRO.TO's dividend yield for the trailing twelve months is around 1.78%, less than TQCD.TO's 2.77% yield.


PositionTTM2025202420232022202120202019
TGRO.TO
TD Growth ETF Portfolio
1.78%2.03%2.04%2.17%2.46%1.58%0.83%0.00%
TQCD.TO
TD Q Canadian Dividend ETF
2.77%2.95%3.47%3.73%4.03%4.09%6.20%0.39%

Frequently Asked Questions


TGRO.TO and TQCD.TO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TGRO.TO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TGRO.TO is cheaper with a 0.15% expense ratio, compared with 0.39% for TQCD.TO.

TGRO.TO is categorized as Diversified Portfolio, while TQCD.TO is Canada Equities. Their fees differ too: 0.15% for TGRO.TO and 0.39% for TQCD.TO.

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