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TINF.TO vs. VEF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TINF.TO vs. VEF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Active Global Infrastructure Equity ETF (TINF.TO) and Vanguard FTSE Developed All Cap Ex US (VEF.TO). The values are adjusted to include any dividend payments, if applicable.

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TINF.TO vs. VEF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TINF.TO
TD Active Global Infrastructure Equity ETF
11.03%14.91%22.73%4.63%3.82%9.89%5.19%
VEF.TO
Vanguard FTSE Developed All Cap Ex US
4.10%24.61%10.91%18.02%-7.54%18.04%13.93%

Returns By Period

In the year-to-date period, TINF.TO achieves a 11.03% return, which is significantly higher than VEF.TO's 4.10% return.


TINF.TO

1D
0.62%
1M
-1.05%
YTD
11.03%
6M
10.74%
1Y
19.20%
3Y*
16.31%
5Y*
13.16%
10Y*

VEF.TO

1D
2.75%
1M
-6.38%
YTD
4.10%
6M
11.16%
1Y
25.81%
3Y*
16.22%
5Y*
11.11%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TINF.TO vs. VEF.TO - Expense Ratio Comparison

TINF.TO has a 0.73% expense ratio, which is higher than VEF.TO's 0.22% expense ratio.


Return for Risk

TINF.TO vs. VEF.TO — Risk / Return Rank

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

TINF.TO
TINF.TO Risk / Return Rank: 8181
Overall Rank
TINF.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TINF.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
TINF.TO Omega Ratio Rank: 7979
Omega Ratio Rank
TINF.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
TINF.TO Martin Ratio Rank: 8383
Martin Ratio Rank

VEF.TO
VEF.TO Risk / Return Rank: 8484
Overall Rank
VEF.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VEF.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
VEF.TO Omega Ratio Rank: 8787
Omega Ratio Rank
VEF.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
VEF.TO Martin Ratio Rank: 8585
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.

TINF.TO vs. VEF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Active Global Infrastructure Equity ETF (TINF.TO) and Vanguard FTSE Developed All Cap Ex US (VEF.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.


TINF.TOVEF.TODifference

Sharpe ratio

Return per unit of total volatility

1.62

1.60

+0.02

Sortino ratio

Return per unit of downside risk

2.08

2.19

-0.11

Omega ratio

Gain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratio

Return relative to maximum drawdown

2.26

2.24

+0.02

Martin ratio

Return relative to average drawdown

9.52

9.47

+0.05

TINF.TO vs. VEF.TO - Sharpe Ratio Comparison

The current TINF.TO Sharpe Ratio is 1.62, which is comparable to the VEF.TO Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of TINF.TO and VEF.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


TINF.TOVEF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.60

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.84

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.67

+0.37

Correlation

The correlation between TINF.TO and VEF.TO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TINF.TO vs. VEF.TO - Dividend Comparison

TINF.TO's dividend yield for the trailing twelve months is around 2.62%, more than VEF.TO's 2.28% yield.


TTM20252024202320222021202020192018201720162015
TINF.TO
TD Active Global Infrastructure Equity ETF
2.62%2.89%2.85%3.39%2.97%2.28%0.99%0.00%0.00%0.00%0.00%0.00%
VEF.TO
Vanguard FTSE Developed All Cap Ex US
2.28%2.61%2.55%2.50%2.21%2.55%1.73%2.41%2.64%2.21%2.31%2.39%

Drawdowns

TINF.TO vs. VEF.TO - Drawdown Comparison

The maximum TINF.TO drawdown since its inception was -13.48%, smaller than the maximum VEF.TO drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for TINF.TO and VEF.TO.


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Drawdown Indicators


TINF.TOVEF.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.48%

-33.03%

+19.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-11.16%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-13.48%

-16.35%

+2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.03%

Current Drawdown

Current decline from peak

-1.05%

-6.54%

+5.49%

Average Drawdown

Average peak-to-trough decline

-2.42%

-4.30%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.64%

-0.52%

Volatility

TINF.TO vs. VEF.TO - Volatility Comparison

The current volatility for TD Active Global Infrastructure Equity ETF (TINF.TO) is 5.06%, while Vanguard FTSE Developed All Cap Ex US (VEF.TO) has a volatility of 6.96%. This indicates that TINF.TO experiences smaller price fluctuations and is considered to be less risky than VEF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TINF.TOVEF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

6.96%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

9.98%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.96%

16.25%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.64%

13.28%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

15.47%

-3.53%