VVO.TO vs. TEQT.TO
Compare and contrast key facts about Vanguard Global Minimum Volatility ETF (VVO.TO) and TD All-Equity ETF Portfolio (TEQT.TO).
VVO.TO and TEQT.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VVO.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 14, 2016. TEQT.TO is a passively managed fund by TD that tracks the performance of the 25% Solactive Canada Broad Market Index (C$, Net Total Return); 55% Solactive US Large Cap CAD Index (C$, Net Total Return); 20% Solactive GBS Developed Markets ex. North America Large & Mid Cap CAD Index (C$, Net Total Return). It was launched on Apr 8, 2025. Both VVO.TO and TEQT.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VVO.TO vs. TEQT.TO - Performance Comparison
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VVO.TO vs. TEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VVO.TO Vanguard Global Minimum Volatility ETF | 1.93% | 7.36% |
TEQT.TO TD All-Equity ETF Portfolio | -0.27% | 27.04% |
Returns By Period
In the year-to-date period, VVO.TO achieves a 1.93% return, which is significantly higher than TEQT.TO's -0.27% return.
VVO.TO
- 1D
- 1.39%
- 1M
- -4.93%
- YTD
- 1.93%
- 6M
- 3.00%
- 1Y
- 7.26%
- 3Y*
- 10.09%
- 5Y*
- 5.94%
- 10Y*
- —
TEQT.TO
- 1D
- 2.84%
- 1M
- -4.04%
- YTD
- -0.27%
- 6M
- 2.68%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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VVO.TO vs. TEQT.TO - Expense Ratio Comparison
VVO.TO has a 0.39% expense ratio, which is higher than TEQT.TO's 0.17% expense ratio.
Return for Risk
VVO.TO vs. TEQT.TO — Risk / Return Rank
VVO.TO
TEQT.TO
VVO.TO vs. TEQT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility ETF (VVO.TO) and TD All-Equity ETF Portfolio (TEQT.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.
| VVO.TO | TEQT.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | — | — |
Sortino ratioReturn per unit of downside risk | 0.99 | — | — |
Omega ratioGain probability vs. loss probability | 1.15 | — | — |
Calmar ratioReturn relative to maximum drawdown | 1.04 | — | — |
Martin ratioReturn relative to average drawdown | 4.28 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VVO.TO | TEQT.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 2.27 | -1.71 |
Correlation
The correlation between VVO.TO and TEQT.TO is 0.45, 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
VVO.TO vs. TEQT.TO - Dividend Comparison
VVO.TO's dividend yield for the trailing twelve months is around 2.09%, more than TEQT.TO's 1.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VVO.TO Vanguard Global Minimum Volatility ETF | 2.09% | 2.13% | 2.05% | 2.68% | 1.55% | 2.30% | 2.23% | 2.22% | 1.87% | 2.07% | 0.71% |
TEQT.TO TD All-Equity ETF Portfolio | 1.47% | 1.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VVO.TO vs. TEQT.TO - Drawdown Comparison
The maximum VVO.TO drawdown since its inception was -33.20%, which is greater than TEQT.TO's maximum drawdown of -7.62%. Use the drawdown chart below to compare losses from any high point for VVO.TO and TEQT.TO.
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Drawdown Indicators
| VVO.TO | TEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.20% | -7.62% | -25.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.98% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.37% | — | — |
Current DrawdownCurrent decline from peak | -5.00% | -4.73% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -3.47% | -1.05% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | — | — |
Volatility
VVO.TO vs. TEQT.TO - Volatility Comparison
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Volatility by Period
| VVO.TO | TEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.81% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.53% | 12.43% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.82% | 12.43% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.15% | 12.43% | -0.28% |