TQGM.TO vs. IS.TO

Last updated Apr 1, 2026

Compare and contrast key facts about TD Q Global Multifactor ETF (TQGM.TO) and Infrastructure Dividend Split Corp (IS.TO).

TQGM.TO is an actively managed fund by TD. It was launched on Nov 19, 2019.

Performance

TQGM.TO vs. IS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Q Global Multifactor ETF (TQGM.TO) and Infrastructure Dividend Split Corp (IS.TO). The values are adjusted to include any dividend payments, if applicable.

TQGM.TO vs. IS.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TQGM.TO TD Q Global Multifactor ETF	3.02%	20.97%	25.26%	8.13%	-4.74%	10.32%
IS.TO Infrastructure Dividend Split Corp	16.75%	19.09%	17.62%	-11.75%	-12.55%	-6.80%

Returns By Period

In the year-to-date period, TQGM.TO achieves a 3.02% return, which is significantly lower than IS.TO's 16.75% return.

TQGM.TO

• 1D: 2.12%
• 1M: -2.83%
• YTD: 3.02%
• 6M: 5.22%
• 1Y: 20.55%
• 3Y*: 17.73%
• 5Y*: 11.69%
• 10Y*: —

IS.TO

• 1D: 0.00%
• 1M: -2.56%
• YTD: 16.75%
• 6M: 18.68%
• 1Y: 37.38%
• 3Y*: 14.87%
• 5Y*: 3.03%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TQGM.TO vs. IS.TO — Risk / Return Rank

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

TQGM.TO

TQGM.TO Risk / Return Rank: 81
TQGM.TO Sharpe Ratio Rank: 82
TQGM.TO Sortino Ratio Rank: 83
TQGM.TO Omega Ratio Rank: 81
TQGM.TO Calmar Ratio Rank: 79
TQGM.TO Martin Ratio Rank: 83

IS.TO

IS.TO Risk / Return Rank: 91
IS.TO Sharpe Ratio Rank: 90
IS.TO Sortino Ratio Rank: 88
IS.TO Omega Ratio Rank: 92
IS.TO Calmar Ratio Rank: 90
IS.TO Martin Ratio Rank: 94

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.

TQGM.TO vs. IS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Q Global Multifactor ETF (TQGM.TO) and Infrastructure Dividend Split Corp (IS.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.

	TQGM.TO	IS.TO	Difference
Sharpe ratio Return per unit of total volatility	1.61	2.02	-0.41
Sortino ratio Return per unit of downside risk	2.21	2.65	-0.44
Omega ratio Gain probability vs. loss probability	1.32	1.43	-0.11
Calmar ratio Return relative to maximum drawdown	2.20	3.87	-1.67
Martin ratio Return relative to average drawdown	9.68	15.12	-5.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TQGM.TO vs. IS.TO - Sharpe Ratio Comparison

The current TQGM.TO Sharpe Ratio is 1.61, which is comparable to the IS.TO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of TQGM.TO and IS.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.

Sharpe Ratios by Period

	TQGM.TO	IS.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	2.02	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.09	0.14	+0.95
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.15	+0.65

Correlation

The correlation between TQGM.TO and IS.TO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TQGM.TO vs. IS.TO - Dividend Comparison

TQGM.TO's dividend yield for the trailing twelve months is around 1.32%, less than IS.TO's 8.49% yield.

	TTM	2025	2024	2023	2022	2021	2020
TQGM.TO TD Q Global Multifactor ETF	1.32%	1.36%	2.18%	2.67%	2.82%	2.40%	2.17%
IS.TO Infrastructure Dividend Split Corp	8.49%	10.57%	8.69%	3.60%	3.07%	1.74%	0.00%

Drawdowns

TQGM.TO vs. IS.TO - Drawdown Comparison

The maximum TQGM.TO drawdown since its inception was -24.34%, smaller than the maximum IS.TO drawdown of -37.89%. Use the drawdown chart below to compare losses from any high point for TQGM.TO and IS.TO.

Drawdown Indicators

	TQGM.TO	IS.TO	Difference
Max Drawdown Largest peak-to-trough decline	-24.34%	-37.89%	+13.55%
Max Drawdown (1Y) Largest decline over 1 year	-9.53%	-9.14%	-0.39%
Max Drawdown (5Y) Largest decline over 5 years	-14.62%	-37.89%	+23.27%
Current Drawdown Current decline from peak	-3.50%	-2.56%	-0.94%
Average Drawdown Average peak-to-trough decline	-3.55%	-17.72%	+14.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.50%	-0.33%

Volatility

TQGM.TO vs. IS.TO - Volatility Comparison

TD Q Global Multifactor ETF (TQGM.TO) has a higher volatility of 5.08% compared to Infrastructure Dividend Split Corp (IS.TO) at 4.55%. This indicates that TQGM.TO's price experiences larger fluctuations and is considered to be riskier than IS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TQGM.TO	IS.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.08%	4.55%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	8.62%	10.35%	-1.73%
Volatility (1Y) Calculated over the trailing 1-year period	12.85%	18.62%	-5.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.80%	22.32%	-11.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.44%	22.25%	-9.81%