PortfoliosLab logoPortfoliosLab logo
TINF.TO vs. ZSP.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TINF.TO vs. ZSP.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 BMO S&P 500 Index ETF (ZSP.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TINF.TO vs. ZSP.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%
ZSP.TO
BMO S&P 500 Index ETF
-3.17%12.02%35.07%23.30%-12.68%27.53%15.60%

Returns By Period

In the year-to-date period, TINF.TO achieves a 11.03% return, which is significantly higher than ZSP.TO's -3.17% 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*

ZSP.TO

1D
2.73%
1M
-3.14%
YTD
-3.17%
6M
-2.25%
1Y
13.31%
3Y*
18.98%
5Y*
13.70%
10Y*
14.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

TINF.TO has a 0.73% expense ratio, which is higher than ZSP.TO's 0.09% expense ratio.


Return for Risk

TINF.TO vs. ZSP.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

ZSP.TO
ZSP.TO Risk / Return Rank: 4747
Overall Rank
ZSP.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ZSP.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
ZSP.TO Omega Ratio Rank: 4848
Omega Ratio Rank
ZSP.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
ZSP.TO Martin Ratio Rank: 4949
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. ZSP.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 BMO S&P 500 Index ETF (ZSP.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.TOZSP.TODifference

Sharpe ratio

Return per unit of total volatility

1.62

0.73

+0.89

Sortino ratio

Return per unit of downside risk

2.08

1.10

+0.98

Omega ratio

Gain probability vs. loss probability

1.31

1.17

+0.14

Calmar ratio

Return relative to maximum drawdown

2.26

1.17

+1.09

Martin ratio

Return relative to average drawdown

9.52

4.37

+5.16

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

The current TINF.TO Sharpe Ratio is 1.62, which is higher than the ZSP.TO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of TINF.TO and ZSP.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.


Loading graphics...

Sharpe Ratios by Period


TINF.TOZSP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.73

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.92

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

1.08

-0.05

Correlation

The correlation between TINF.TO and ZSP.TO is 0.45, 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. ZSP.TO - Dividend Comparison

TINF.TO's dividend yield for the trailing twelve months is around 2.62%, more than ZSP.TO's 0.87% 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%
ZSP.TO
BMO S&P 500 Index ETF
0.87%0.82%0.94%1.33%1.44%1.15%1.44%1.47%1.63%1.63%2.20%1.53%

Drawdowns

TINF.TO vs. ZSP.TO - Drawdown Comparison

The maximum TINF.TO drawdown since its inception was -13.48%, smaller than the maximum ZSP.TO drawdown of -26.94%. Use the drawdown chart below to compare losses from any high point for TINF.TO and ZSP.TO.


Loading graphics...

Drawdown Indicators


TINF.TOZSP.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.48%

-26.94%

+13.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-12.43%

+3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-13.48%

-22.25%

+8.77%

Max Drawdown (10Y)

Largest decline over 10 years

-26.94%

Current Drawdown

Current decline from peak

-1.05%

-6.12%

+5.07%

Average Drawdown

Average peak-to-trough decline

-2.42%

-3.37%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

3.33%

-1.21%

Volatility

TINF.TO vs. ZSP.TO - Volatility Comparison

TD Active Global Infrastructure Equity ETF (TINF.TO) and BMO S&P 500 Index ETF (ZSP.TO) have volatilities of 5.06% and 5.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TINF.TOZSP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

5.16%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

9.35%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.96%

18.36%

-6.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.64%

14.97%

-3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

16.37%

-4.43%