TLF.TO vs. HIG.TO
TLF.TO (Brompton Tech Leaders Income ETF) and HIG.TO (Brompton Global Healthcare Income & Growth ETF) are both exchange-traded funds - TLF.TO is a Technology Equities fund actively managed by Brompton, while HIG.TO is a Health & Biotech Equities fund actively managed by Brompton. Both are actively managed. Over the past 10 years, TLF.TO returned 21.43%/yr vs 5.34%/yr for HIG.TO. At a 0.32 correlation, their price movements are largely independent.
Performance
TLF.TO vs. HIG.TO - Performance Comparison
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Returns By Period
In the year-to-date period, TLF.TO achieves a 23.03% return, which is significantly higher than HIG.TO's -2.36% return. Over the past 10 years, TLF.TO has outperformed HIG.TO with an annualized return of 21.43%, while HIG.TO has yielded a comparatively lower 5.34% annualized return.
TLF.TO
- 1D
- -3.28%
- 1M
- -5.50%
- 6M
- 20.92%
- YTD
- 23.03%
- 1Y
- 35.54%
- 3Y*
- 24.16%
- 5Y*
- 16.29%
- 10Y*
- 21.43%
HIG.TO
- 1D
- 1.09%
- 1M
- 3.25%
- 6M
- -3.82%
- YTD
- -2.36%
- 1Y
- 8.50%
- 3Y*
- 4.12%
- 5Y*
- 0.89%
- 10Y*
- 5.34%
TLF.TO vs. HIG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLF.TO Brompton Tech Leaders Income ETF | 23.03% | 18.20% | 21.45% | 49.36% | -30.09% | 31.51% | 38.89% | 37.12% | 3.76% | 37.68% |
HIG.TO Brompton Global Healthcare Income & Growth ETF | -2.36% | 13.94% | -0.33% | -1.53% | -14.75% | 24.68% | 5.06% | 24.08% | 5.65% | 7.03% |
Correlation
The correlation between TLF.TO and HIG.TO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2015 | 0.32 |
The correlation between TLF.TO and HIG.TO shifts across timeframes, from -0.03 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TLF.TO vs. HIG.TO — Risk / Return Rank
TLF.TO
HIG.TO
TLF.TO vs. HIG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Tech Leaders Income ETF (TLF.TO) and Brompton Global Healthcare Income & Growth ETF (HIG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TLF.TO | HIG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.11 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 0.60 | +1.82 |
| Martin ratioReturn relative to average drawdown | 8.32 | 1.41 | +6.91 |
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Drawdowns
TLF.TO vs. HIG.TO - Drawdown Comparison
The maximum TLF.TO drawdown since its inception was -37.19%, which is greater than HIG.TO's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for TLF.TO and HIG.TO.
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Drawdown Indicators
| TLF.TO | HIG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.19% | -31.83% | -5.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -14.18% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -24.99% | -14.18% | -10.81% |
Max Drawdown (5Y)Largest decline over 5 years | -37.19% | -24.58% | -12.61% |
Max Drawdown (10Y)Largest decline over 10 years | -37.19% | -31.83% | -5.36% |
Current DrawdownCurrent decline from peak | -9.90% | -6.98% | -2.92% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -8.17% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 6.03% | -1.75% |
Volatility
TLF.TO vs. HIG.TO - Volatility Comparison
Brompton Tech Leaders Income ETF (TLF.TO) has a higher volatility of 13.68% compared to Brompton Global Healthcare Income & Growth ETF (HIG.TO) at 6.38%. This indicates that TLF.TO's price experiences larger fluctuations and is considered to be riskier than HIG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLF.TO | HIG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.68% | 6.38% | +7.30% |
Volatility (6M)Calculated over the trailing 6-month period | 21.94% | 11.19% | +10.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.64% | 14.80% | +9.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.84% | 15.17% | +10.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.22% | 17.37% | +6.85% |
Dividends
TLF.TO vs. HIG.TO - Dividend Comparison
TLF.TO's dividend yield for the trailing twelve months is around 5.60%, less than HIG.TO's 8.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIG.TO Brompton Global Healthcare Income & Growth ETF | 8.91% | 8.32% | 8.71% | 8.03% | 6.97% | 5.29% | 6.22% | 6.12% | 7.11% | 6.43% | 6.47% | 1.80% |
TLF.TO Brompton Tech Leaders Income ETF | 5.60% | 5.90% | 5.86% | 5.31% | 6.97% | 3.40% | 3.49% | 4.64% | 6.05% | 5.94% | 7.67% | 7.63% |
Frequently Asked Questions
TLF.TO and HIG.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TLF.TO is categorized as Technology Equities, while HIG.TO is Health & Biotech Equities.
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