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XBAL.TO vs. TGRO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBAL.TO vs. TGRO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Balanced ETF Portfolio (XBAL.TO) and TD Growth ETF Portfolio (TGRO.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, XBAL.TO achieves a 7.81% return, which is significantly lower than TGRO.TO's 9.93% return.


XBAL.TO

1D
-0.36%
1M
4.13%
YTD
7.81%
6M
6.00%
1Y
17.48%
3Y*
14.21%
5Y*
8.15%
10Y*
7.69%

TGRO.TO

1D
-0.38%
1M
5.22%
YTD
9.93%
6M
9.81%
1Y
25.55%
3Y*
19.69%
5Y*
13.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBAL.TO vs. TGRO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XBAL.TO
iShares Core Balanced ETF Portfolio
7.81%11.87%15.76%13.01%-11.19%10.11%5.99%
TGRO.TO
TD Growth ETF Portfolio
9.93%18.03%22.28%18.36%-11.39%20.46%2,565.79%

Correlation

The correlation between XBAL.TO and TGRO.TO is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.91

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

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2020

0.85

The correlation between XBAL.TO and TGRO.TO has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

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Return for Risk

XBAL.TO vs. TGRO.TO — Risk / Return Rank

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

XBAL.TO
XBAL.TO Risk / Return Rank: 6161
Overall Rank
XBAL.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XBAL.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
XBAL.TO Omega Ratio Rank: 6262
Omega Ratio Rank
XBAL.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
XBAL.TO Martin Ratio Rank: 6565
Martin Ratio Rank

TGRO.TO
TGRO.TO Risk / Return Rank: 7777
Overall Rank
TGRO.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TGRO.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
TGRO.TO Omega Ratio Rank: 8080
Omega Ratio Rank
TGRO.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
TGRO.TO Martin Ratio Rank: 7979
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.

XBAL.TO vs. TGRO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Balanced ETF Portfolio (XBAL.TO) and TD Growth ETF Portfolio (TGRO.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.


XBAL.TOTGRO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.39

1.49

-0.10

Calmar ratioReturn relative to maximum drawdown

2.89

3.56

-0.67

Martin ratioReturn relative to average drawdown

12.15

15.71

-3.56

XBAL.TO vs. TGRO.TO - Sharpe Ratio Comparison

The current XBAL.TO Sharpe Ratio is 2.06, which is comparable to the TGRO.TO Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of XBAL.TO and TGRO.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


XBAL.TOTGRO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

2.58

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

1.14

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.10

+0.58

Drawdowns

XBAL.TO vs. TGRO.TO - Drawdown Comparison

The maximum XBAL.TO drawdown since its inception was -28.83%, which is greater than TGRO.TO's maximum drawdown of -18.37%. Use the drawdown chart below to compare losses from any high point for XBAL.TO and TGRO.TO.


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Drawdown Indicators


XBAL.TOTGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.83%

-18.37%

-10.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-7.21%

+1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-9.35%

-13.27%

+3.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-18.37%

+1.25%

Max Drawdown (10Y)

Largest decline over 10 years

-20.93%

Current Drawdown

Current decline from peak

-0.36%

-0.41%

+0.05%

Average Drawdown

Average peak-to-trough decline

-3.39%

-3.46%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.63%

-0.19%

Volatility

XBAL.TO vs. TGRO.TO - Volatility Comparison

iShares Core Balanced ETF Portfolio (XBAL.TO) and TD Growth ETF Portfolio (TGRO.TO) have volatilities of 3.14% and 3.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBAL.TOTGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

3.28%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

8.10%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

8.51%

9.93%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.79%

11.69%

-2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.37%

995.08%

-985.71%

XBAL.TO vs. TGRO.TO - Expense Ratio Comparison

XBAL.TO has a 0.20% expense ratio, which is higher than TGRO.TO's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XBAL.TO vs. TGRO.TO - Dividend Comparison

XBAL.TO's dividend yield for the trailing twelve months is around 2.10%, more than TGRO.TO's 1.78% yield.


PositionTTM20252024202320222021202020192018201720162015
TGRO.TO
TD Growth ETF Portfolio
1.78%2.03%2.04%2.17%2.46%1.58%0.83%0.00%0.00%0.00%0.00%0.00%
XBAL.TO
iShares Core Balanced ETF Portfolio
2.10%2.24%2.68%2.40%2.09%1.74%1.99%2.26%3.39%2.93%3.64%3.29%

Frequently Asked Questions


With a correlation of 0.92, XBAL.TO and TGRO.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, TGRO.TO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TGRO.TO is cheaper with a 0.15% expense ratio, compared with 0.20% for XBAL.TO.

They also come from different issuers: iShares and TD. Their fees differ too: 0.20% for XBAL.TO and 0.15% for TGRO.TO.

Portfolio Optimizer

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