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TLF.TO vs. YGOG.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TLF.TO vs. YGOG.NEO

Last updated Jul 16, 2026
Documentation

TLF.TO (Brompton Tech Leaders Income ETF) and YGOG.NEO (Alphabet (GOOGL) Yield Shares Purpose ETF) are both exchange-traded funds - TLF.TO is a Technology Equities fund actively managed by Brompton, while YGOG.NEO is a Derivative Income fund actively managed by Purpose. Both are actively managed. Over the past 3 years, TLF.TO returned 26.00%/yr vs 43.76%/yr for YGOG.NEO. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

TLF.TO vs. YGOG.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Tech Leaders Income ETF (TLF.TO) and Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLF.TO achieves a 27.21% return, which is significantly higher than YGOG.NEO's 15.45% return.

TLF.TO

1D
-1.40%
1M
-3.87%
6M
25.65%
YTD
27.21%
1Y
38.85%
3Y*
26.00%
5Y*
17.07%
10Y*
21.83%

YGOG.NEO

1D
3.11%
1M
0.61%
6M
7.77%
YTD
15.45%
1Y
107.83%
3Y*
43.76%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLF.TO vs. YGOG.NEO - Yearly Performance Comparison

2026 (YTD)2025202420232022
TLF.TO
Brompton Tech Leaders Income ETF		27.21%18.20%21.45%49.36%-2.16%
YGOG.NEO
Alphabet (GOOGL) Yield Shares Purpose ETF		15.45%69.46%35.49%56.09%1.29%

Correlation

The correlation between TLF.TO and YGOG.NEO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.46

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

0.52

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2022

0.53

The correlation between TLF.TO and YGOG.NEO has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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Brompton Tech Leaders Income ETF

Alphabet (GOOGL) Yield Shares Purpose ETF

Often compared with YGOG.NEO:
YGOG.NEO vs. HBF.TOYGOG.NEO vs. CBNK.TOYGOG.NEO vs. MSHE.TOYGOG.NEO vs. TEC.TOYGOG.NEO vs. TXF.TOYGOG.NEO vs. HLIF.TOYGOG.NEO vs. GOGY.TO

Return for Risk

TLF.TO vs. YGOG.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TLF.TO
TLF.TO Risk / Return Rank: 5959
Overall Rank
TLF.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TLF.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
TLF.TO Omega Ratio Rank: 5656
Omega Ratio Rank
TLF.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
TLF.TO Martin Ratio Rank: 6464
Martin Ratio Rank
YGOG.NEO
YGOG.NEO Risk / Return Rank: 9393
Overall Rank
YGOG.NEO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
YGOG.NEO Sortino Ratio Rank: 9595
Sortino Ratio Rank
YGOG.NEO Omega Ratio Rank: 9393
Omega Ratio Rank
YGOG.NEO Calmar Ratio Rank: 9393
Calmar Ratio Rank
YGOG.NEO Martin Ratio Rank: 8989
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.

TLF.TO vs. YGOG.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Tech Leaders Income ETF (TLF.TO) and Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO). 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.TOYGOG.NEODifference
Sharpe ratioReturn per unit of total volatility
1.60
3.28

-1.68

Sortino ratioReturn per unit of downside risk
2.04
4.13

-2.09

Omega ratioGain probability vs. loss probability

1.29

1.52

-0.23

Calmar ratioReturn relative to maximum drawdown

2.65

4.97

-2.32

Martin ratioReturn relative to average drawdown

9.20

15.81

-6.61

TLF.TO vs. YGOG.NEO - Sharpe Ratio Comparison

The current TLF.TO Sharpe Ratio is 1.60, which is lower than the YGOG.NEO Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of TLF.TO and YGOG.NEO, 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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Drawdowns

TLF.TO vs. YGOG.NEO - Drawdown Comparison

The maximum TLF.TO drawdown since its inception was -37.19%, which is greater than YGOG.NEO's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for TLF.TO and YGOG.NEO.

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Drawdown Indicators

TLF.TOYGOG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-37.19%

-34.24%

-2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-14.73%

-21.82%

+7.09%

Max Drawdown (3Y)

Largest decline over 3 years

-24.99%

-34.24%

+9.25%

Max Drawdown (5Y)

Largest decline over 5 years

-37.19%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-37.19%

—

—

Current Drawdown

Current decline from peak

-6.84%

-8.13%

+1.29%

Average Drawdown

Average peak-to-trough decline

-7.35%

-7.65%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

6.85%

-2.61%

Volatility

TLF.TO vs. YGOG.NEO - Volatility Comparison

Brompton Tech Leaders Income ETF (TLF.TO) has a higher volatility of 13.38% compared to Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) at 12.44%. This indicates that TLF.TO's price experiences larger fluctuations and is considered to be riskier than YGOG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TLF.TOYGOG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.38%

12.44%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

21.66%

24.89%

-3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

33.07%

-8.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.80%

33.04%

-7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

33.04%

-8.84%

Dividends

TLF.TO vs. YGOG.NEO - Dividend Comparison

TLF.TO's dividend yield for the trailing twelve months is around 5.41%, less than YGOG.NEO's 8.47% yield.

PositionTTM20252024202320222021202020192018201720162015
TLF.TO
Brompton Tech Leaders Income ETF		5.41%5.90%5.86%5.31%6.97%3.40%3.49%4.64%6.05%5.94%7.67%7.63%
YGOG.NEO
Alphabet (GOOGL) Yield Shares Purpose ETF		8.47%5.84%6.63%7.24%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

TLF.TO and YGOG.NEO have a correlation of 0.46, 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 YGOG.NEO is Derivative Income. They also come from different issuers: Brompton and Purpose.

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