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TQCD.TO vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TQCD.TO vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Q Canadian Dividend ETF (TQCD.TO) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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TQCD.TO vs. VIG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TQCD.TO
TD Q Canadian Dividend ETF
7.84%33.11%22.27%12.29%1.68%26.29%-13.24%3.12%
VIG
Vanguard Dividend Appreciation ETF
-0.44%8.93%27.04%11.99%-3.37%22.64%13.48%-0.52%
Different Trading Currencies

TQCD.TO is traded in CAD, while VIG is traded in USD. To make them comparable, the VIG values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TQCD.TO achieves a 7.84% return, which is significantly higher than VIG's -0.44% return.


TQCD.TO

1D
0.45%
1M
-2.85%
YTD
7.84%
6M
16.14%
1Y
38.27%
3Y*
23.31%
5Y*
17.81%
10Y*

VIG

1D
0.00%
1M
-3.33%
YTD
-0.44%
6M
-0.26%
1Y
9.75%
3Y*
14.89%
5Y*
12.05%
10Y*
13.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TQCD.TO vs. VIG - Expense Ratio Comparison

TQCD.TO has a 0.39% expense ratio, which is higher than VIG's 0.04% expense ratio.


Return for Risk

TQCD.TO vs. VIG — Risk / Return Rank

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

TQCD.TO
TQCD.TO Risk / Return Rank: 9696
Overall Rank
TQCD.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TQCD.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
TQCD.TO Omega Ratio Rank: 9797
Omega Ratio Rank
TQCD.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
TQCD.TO Martin Ratio Rank: 9797
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 4747
Overall Rank
VIG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VIG Omega Ratio Rank: 4848
Omega Ratio Rank
VIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VIG Martin Ratio Rank: 5252
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.

TQCD.TO vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Q Canadian Dividend ETF (TQCD.TO) and Vanguard Dividend Appreciation ETF (VIG). 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.


TQCD.TOVIGDifference

Sharpe ratio

Return per unit of total volatility

2.97

0.65

+2.32

Sortino ratio

Return per unit of downside risk

3.68

0.98

+2.71

Omega ratio

Gain probability vs. loss probability

1.62

1.14

+0.47

Calmar ratio

Return relative to maximum drawdown

3.67

0.84

+2.83

Martin ratio

Return relative to average drawdown

19.15

3.12

+16.04

TQCD.TO vs. VIG - Sharpe Ratio Comparison

The current TQCD.TO Sharpe Ratio is 2.97, which is higher than the VIG Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TQCD.TO and VIG, 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


TQCD.TOVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.97

0.65

+2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.46

0.96

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.04

-0.33

Correlation

The correlation between TQCD.TO and VIG is 0.48, 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

TQCD.TO vs. VIG - Dividend Comparison

TQCD.TO's dividend yield for the trailing twelve months is around 2.87%, more than VIG's 1.60% yield.


TTM20252024202320222021202020192018201720162015
TQCD.TO
TD Q Canadian Dividend ETF
2.87%2.95%3.47%3.73%4.03%4.09%6.20%0.39%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.60%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

TQCD.TO vs. VIG - Drawdown Comparison

The maximum TQCD.TO drawdown since its inception was -46.47%, which is greater than VIG's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for TQCD.TO and VIG.


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Drawdown Indicators


TQCD.TOVIGDifference

Max Drawdown

Largest peak-to-trough decline

-46.47%

-46.81%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-10.83%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.65%

-20.39%

+4.74%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-2.85%

-5.73%

+2.88%

Average Drawdown

Average peak-to-trough decline

-6.14%

-5.55%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.45%

-0.39%

Volatility

TQCD.TO vs. VIG - Volatility Comparison

TD Q Canadian Dividend ETF (TQCD.TO) has a higher volatility of 4.30% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.05%. This indicates that TQCD.TO's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQCD.TOVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.05%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

8.18%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

15.18%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.25%

12.58%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

14.65%

+4.97%