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

Performance

TGRO.TO vs. VBAL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Growth ETF Portfolio (TGRO.TO) and Vanguard Balanced ETF Portfolio (VBAL.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 higher than VBAL.TO's 8.13% 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*

VBAL.TO

1D
-0.30%
1M
4.26%
YTD
8.13%
6M
6.49%
1Y
18.31%
3Y*
13.79%
5Y*
7.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGRO.TO vs. VBAL.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%
VBAL.TO
Vanguard Balanced ETF Portfolio
8.13%11.88%14.56%12.43%-11.44%10.16%5.90%

Correlation

The correlation between TGRO.TO and VBAL.TO is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.93

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

0.87

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

0.86

The correlation between TGRO.TO and VBAL.TO shifts across timeframes, from 0.86 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TGRO.TO vs. VBAL.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

VBAL.TO
VBAL.TO Risk / Return Rank: 6868
Overall Rank
VBAL.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VBAL.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
VBAL.TO Omega Ratio Rank: 7171
Omega Ratio Rank
VBAL.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
VBAL.TO Martin Ratio Rank: 6969
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. VBAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Growth ETF Portfolio (TGRO.TO) and Vanguard Balanced ETF Portfolio (VBAL.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.TOVBAL.TODifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.49

1.44

+0.05

Calmar ratioReturn relative to maximum drawdown

3.56

3.10

+0.46

Martin ratioReturn relative to average drawdown

15.71

13.17

+2.54

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

The current TGRO.TO Sharpe Ratio is 2.58, which is comparable to the VBAL.TO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of TGRO.TO and VBAL.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.TOVBAL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

2.30

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.92

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.78

-0.68

Drawdowns

TGRO.TO vs. VBAL.TO - Drawdown Comparison

The maximum TGRO.TO drawdown since its inception was -18.37%, smaller than the maximum VBAL.TO drawdown of -21.19%. Use the drawdown chart below to compare losses from any high point for TGRO.TO and VBAL.TO.


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Drawdown Indicators


TGRO.TOVBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.37%

-21.19%

+2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

-5.93%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

-9.68%

-3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-18.37%

-16.45%

-1.92%

Current Drawdown

Current decline from peak

-0.41%

-0.30%

-0.11%

Average Drawdown

Average peak-to-trough decline

-3.46%

-3.17%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.39%

+0.24%

Volatility

TGRO.TO vs. VBAL.TO - Volatility Comparison

TD Growth ETF Portfolio (TGRO.TO) has a higher volatility of 3.28% compared to Vanguard Balanced ETF Portfolio (VBAL.TO) at 2.73%. This indicates that TGRO.TO's price experiences larger fluctuations and is considered to be riskier than VBAL.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.TOVBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

2.73%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

6.59%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

9.93%

7.99%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.69%

8.63%

+3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

995.08%

10.09%

+984.99%

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

TGRO.TO has a 0.15% expense ratio, which is lower than VBAL.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%.


Dividends

TGRO.TO vs. VBAL.TO - Dividend Comparison

TGRO.TO's dividend yield for the trailing twelve months is around 1.78%, less than VBAL.TO's 2.05% yield.


PositionTTM20252024202320222021202020192018
TGRO.TO
TD Growth ETF Portfolio
1.78%2.03%2.04%2.17%2.46%1.58%0.83%0.00%0.00%
VBAL.TO
Vanguard Balanced ETF Portfolio
2.05%2.21%2.26%2.32%2.16%1.91%1.79%2.20%1.99%

Frequently Asked Questions


With a correlation of 0.96, TGRO.TO and VBAL.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.24% for VBAL.TO.

They also come from different issuers: TD and Vanguard. Their fees differ too: 0.15% for TGRO.TO and 0.24% for VBAL.TO.

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