PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TGRO.TO vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TGRO.TO and VONG is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

TGRO.TO vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TD Growth ETF Portfolio (TGRO.TO) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.12%
10.35%
TGRO.TO
VONG

Key characteristics

Sharpe Ratio

TGRO.TO:

2.38

VONG:

1.49

Sortino Ratio

TGRO.TO:

3.39

VONG:

2.00

Omega Ratio

TGRO.TO:

1.44

VONG:

1.27

Calmar Ratio

TGRO.TO:

3.91

VONG:

2.01

Martin Ratio

TGRO.TO:

15.51

VONG:

7.59

Ulcer Index

TGRO.TO:

1.37%

VONG:

3.48%

Daily Std Dev

TGRO.TO:

8.95%

VONG:

17.79%

Max Drawdown

TGRO.TO:

-18.38%

VONG:

-32.72%

Current Drawdown

TGRO.TO:

-1.75%

VONG:

-3.19%

Returns By Period

In the year-to-date period, TGRO.TO achieves a 2.54% return, which is significantly higher than VONG's 0.91% return.


TGRO.TO

YTD

2.54%

1M

-0.28%

6M

8.59%

1Y

19.50%

5Y*

N/A

10Y*

N/A

VONG

YTD

0.91%

1M

-2.56%

6M

10.35%

1Y

23.00%

5Y*

17.56%

10Y*

16.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TGRO.TO vs. VONG - Expense Ratio Comparison

TGRO.TO has a 0.15% expense ratio, which is higher than VONG's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


TGRO.TO
TD Growth ETF Portfolio
Expense ratio chart for TGRO.TO: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

TGRO.TO vs. VONG — Risk-Adjusted Performance Rank

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

TGRO.TO
The Risk-Adjusted Performance Rank of TGRO.TO is 9191
Overall Rank
The Sharpe Ratio Rank of TGRO.TO is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TGRO.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TGRO.TO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TGRO.TO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TGRO.TO is 9191
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6464
Overall Rank
The Sharpe Ratio Rank of VONG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TGRO.TO vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Growth ETF Portfolio (TGRO.TO) and Vanguard Russell 1000 Growth ETF (VONG). 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.


Sharpe ratio
The chart of Sharpe ratio for TGRO.TO, currently valued at 1.32, compared to the broader market0.002.004.001.321.35
The chart of Sortino ratio for TGRO.TO, currently valued at 1.84, compared to the broader market0.005.0010.001.841.82
The chart of Omega ratio for TGRO.TO, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.25
The chart of Calmar ratio for TGRO.TO, currently valued at 2.27, compared to the broader market0.005.0010.0015.002.271.80
The chart of Martin ratio for TGRO.TO, currently valued at 6.54, compared to the broader market0.0020.0040.0060.0080.00100.006.546.77
TGRO.TO
VONG

The current TGRO.TO Sharpe Ratio is 2.38, which is higher than the VONG Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of TGRO.TO and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.32
1.35
TGRO.TO
VONG

Dividends

TGRO.TO vs. VONG - Dividend Comparison

TGRO.TO's dividend yield for the trailing twelve months is around 2.03%, more than VONG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
TGRO.TO
TD Growth ETF Portfolio
2.03%2.03%2.16%2.45%1.57%0.83%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.55%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

TGRO.TO vs. VONG - Drawdown Comparison

The maximum TGRO.TO drawdown since its inception was -18.38%, smaller than the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for TGRO.TO and VONG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.78%
-3.19%
TGRO.TO
VONG

Volatility

TGRO.TO vs. VONG - Volatility Comparison

The current volatility for TD Growth ETF Portfolio (TGRO.TO) is 2.75%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.19%. This indicates that TGRO.TO experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
2.75%
5.19%
TGRO.TO
VONG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab