PortfoliosLab logoPortfoliosLab logo
TUHY.TO vs. TBAL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUHY.TO vs. TBAL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Active U.S. High Yield Bond ETF (TUHY.TO) and TD Balanced ETF Portfolio (TBAL.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TUHY.TO achieves a 0.50% return, which is significantly lower than TBAL.TO's 8.36% return.


TUHY.TO

1D
0.20%
1M
0.20%
6M
0.22%
YTD
0.50%
1Y
3.69%
3Y*
5.92%
5Y*
2.44%
10Y*

TBAL.TO

1D
0.13%
1M
0.13%
6M
5.95%
YTD
8.36%
1Y
18.21%
3Y*
14.32%
5Y*
8.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUHY.TO vs. TBAL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TUHY.TO
TD Active U.S. High Yield Bond ETF
0.50%6.40%5.72%9.99%-10.86%4.57%5.49%
TBAL.TO
TD Balanced ETF Portfolio
8.36%13.83%15.32%15.85%-12.63%13.07%5.05%

Correlation

The correlation between TUHY.TO and TBAL.TO is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.36

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

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2020

0.22

Over the past year, TUHY.TO and TBAL.TO have become more correlated (0.43) than their long-term average of 0.22, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TUHY.TO vs. TBAL.TO — Risk / Return Rank

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

TUHY.TO
TUHY.TO Risk / Return Rank: 2727
Overall Rank
TUHY.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TUHY.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
TUHY.TO Omega Ratio Rank: 2222
Omega Ratio Rank
TUHY.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
TUHY.TO Martin Ratio Rank: 3737
Martin Ratio Rank

TBAL.TO
TBAL.TO Risk / Return Rank: 8484
Overall Rank
TBAL.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TBAL.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
TBAL.TO Omega Ratio Rank: 8686
Omega Ratio Rank
TBAL.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
TBAL.TO Martin Ratio Rank: 8383
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.

TUHY.TO vs. TBAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Active U.S. High Yield Bond ETF (TUHY.TO) and TD Balanced ETF Portfolio (TBAL.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.


TUHY.TOTBAL.TODifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.13

1.41

-0.28

Calmar ratioReturn relative to maximum drawdown

1.20

3.06

-1.86

Martin ratioReturn relative to average drawdown

4.67

12.90

-8.23

TUHY.TO vs. TBAL.TO - Sharpe Ratio Comparison

The current TUHY.TO Sharpe Ratio is 0.73, which is lower than the TBAL.TO Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of TUHY.TO and TBAL.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.


Loading charts...

Drawdowns

TUHY.TO vs. TBAL.TO - Drawdown Comparison

The maximum TUHY.TO drawdown since its inception was -19.23%, which is greater than TBAL.TO's maximum drawdown of -17.34%. Use the drawdown chart below to compare losses from any high point for TUHY.TO and TBAL.TO.


Loading charts...

Drawdown Indicators


TUHY.TOTBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.23%

-17.34%

-1.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-5.98%

+2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-4.87%

-9.07%

+4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-17.34%

+2.55%

Current Drawdown

Current decline from peak

-0.34%

-1.01%

+0.67%

Average Drawdown

Average peak-to-trough decline

-3.87%

-3.49%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.41%

-0.62%

Volatility

TUHY.TO vs. TBAL.TO - Volatility Comparison

The current volatility for TD Active U.S. High Yield Bond ETF (TUHY.TO) is 1.45%, while TD Balanced ETF Portfolio (TBAL.TO) has a volatility of 1.81%. This indicates that TUHY.TO experiences smaller price fluctuations and is considered to be less risky than TBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TUHY.TOTBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.81%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

6.86%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

5.08%

8.18%

-3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.71%

9.16%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.70%

8.97%

+0.73%

Dividends

TUHY.TO vs. TBAL.TO - Dividend Comparison

TUHY.TO's dividend yield for the trailing twelve months is around 5.74%, more than TBAL.TO's 2.26% yield.


PositionTTM2025202420232022202120202019
TBAL.TO
TD Balanced ETF Portfolio
2.26%2.56%2.55%2.65%2.65%1.75%0.88%0.00%
TUHY.TO
TD Active U.S. High Yield Bond ETF
5.74%6.05%6.64%6.57%4.90%5.10%4.22%0.32%

Frequently Asked Questions


TUHY.TO and TBAL.TO have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TUHY.TO is categorized as High Yield Bonds, while TBAL.TO is Global Allocation.

Portfolio Optimizer

Find the right allocation for TUHY.TO and TBAL.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer