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TPRF.TO vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPRF.TO vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Active Preferred Share ETF (TPRF.TO) and iShares Gold Bullion ETF (CGL-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TPRF.TO achieves a 5.07% return, which is significantly higher than CGL-C.TO's 4.39% return.


TPRF.TO

1D
-0.08%
1M
1.32%
YTD
5.07%
6M
6.46%
1Y
17.52%
3Y*
19.71%
5Y*
10.05%
10Y*

CGL-C.TO

1D
-0.29%
1M
0.43%
YTD
4.39%
6M
5.02%
1Y
33.57%
3Y*
32.37%
5Y*
21.30%
10Y*
13.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPRF.TO vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TPRF.TO
TD Active Preferred Share ETF
5.07%18.21%28.68%5.53%-11.31%37.88%11.44%17.78%-13.58%
CGL-C.TO
iShares Gold Bullion ETF
4.39%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%8.61%

Correlation

The correlation between TPRF.TO and CGL-C.TO is 0.01, 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

0.01

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

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

-0.07

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Return for Risk

TPRF.TO vs. CGL-C.TO — Risk / Return Rank

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

TPRF.TO
TPRF.TO Risk / Return Rank: 9696
Overall Rank
TPRF.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TPRF.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
TPRF.TO Omega Ratio Rank: 9797
Omega Ratio Rank
TPRF.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
TPRF.TO Martin Ratio Rank: 9696
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3535
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 4040
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 3131
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.

TPRF.TO vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Active Preferred Share ETF (TPRF.TO) and iShares Gold Bullion ETF (CGL-C.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.


TPRF.TOCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

+2.92

Sortino ratioReturn per unit of downside risk

+4.47

Omega ratioGain probability vs. loss probability

1.92

1.27

+0.66

Calmar ratioReturn relative to maximum drawdown

7.07

1.94

+5.13

Martin ratioReturn relative to average drawdown

39.29

4.77

+34.53

TPRF.TO vs. CGL-C.TO - Sharpe Ratio Comparison

The current TPRF.TO Sharpe Ratio is 4.25, which is higher than the CGL-C.TO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of TPRF.TO and CGL-C.TO, 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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Sharpe Ratios by Period


TPRF.TOCGL-C.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.25

1.33

+2.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

1.26

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.60

+0.18

Drawdowns

TPRF.TO vs. CGL-C.TO - Drawdown Comparison

The maximum TPRF.TO drawdown since its inception was -43.12%, which is greater than CGL-C.TO's maximum drawdown of -33.04%. Use the drawdown chart below to compare losses from any high point for TPRF.TO and CGL-C.TO.


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Drawdown Indicators


TPRF.TOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-43.12%

-33.04%

-10.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-17.37%

+14.88%

Max Drawdown (3Y)

Largest decline over 3 years

-8.39%

-17.37%

+8.98%

Max Drawdown (5Y)

Largest decline over 5 years

-20.45%

-17.55%

-2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

Current Drawdown

Current decline from peak

-0.38%

-15.34%

+14.96%

Average Drawdown

Average peak-to-trough decline

-5.87%

-12.24%

+6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

7.06%

-6.61%

Volatility

TPRF.TO vs. CGL-C.TO - Volatility Comparison

The current volatility for TD Active Preferred Share ETF (TPRF.TO) is 1.21%, while iShares Gold Bullion ETF (CGL-C.TO) has a volatility of 5.33%. This indicates that TPRF.TO experiences smaller price fluctuations and is considered to be less risky than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPRF.TOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

5.33%

-4.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

21.56%

-18.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

25.35%

-21.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.67%

16.98%

-7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.41%

15.56%

-0.15%

TPRF.TO vs. CGL-C.TO - Expense Ratio Comparison

TPRF.TO has a 0.50% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

TPRF.TO vs. CGL-C.TO - Dividend Comparison

TPRF.TO's dividend yield for the trailing twelve months is around 4.50%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPRF.TO
TD Active Preferred Share ETF
4.50%4.36%4.56%5.74%10.25%8.28%10.46%9.90%

Frequently Asked Questions


TPRF.TO and CGL-C.TO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TPRF.TO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TPRF.TO is cheaper with a 0.50% expense ratio, compared with 0.55% for CGL-C.TO.

TPRF.TO is categorized as Preferred Stock/Convertible Bonds, while CGL-C.TO is Precious Metals. They also come from different issuers: TD and iShares. Their fees differ too: 0.50% for TPRF.TO and 0.55% for CGL-C.TO.

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