Portfolio Benchmark Calculator

Use common benchmarks to assess the performance of a portfolio. See how a hypothetical portfolio would have performed in comparison to common benchmarks over various time frames.

A benchmark is a standard against which you can measure the performance of investments. Benchmarks can help you evaluate the performance of a portfolio as a whole rather than focusing on individual investments.

You can use benchmarks to compare a portfolio’s performance to a passive investment strategy with a similar level of risk. Active investment strategies try to match or beat the benchmark, and any difference reflects the value of the strategy relative to the benchmark.

Step 1 of 3 - Portfolio details

Factors like the length of time investments are held for, whether the portfolio was rebalanced annually to the original asset mix, and annual contributions or withdrawals affect portfolio performance over time.

How long was the investment period?

Was the portfolio rebalanced annually?

Due to differences in the performance of each asset class, the original asset mix changes over the course of the investment period. If you rebalance, the account is returned to its original asset mix at the end of each year. Portfolio rebalancing can result in lower overall returns in some years, but also improve performance in volatile times.

Did you make an annual contribution or withdrawal?

How much did you contribute or withdraw from your portfolio? Please choose Contribution or Withdrawal if you wish to enter an amount.

Equities:

Amount initially invested:

Canadian equity:

U.S. equity:

International equity:

Emerging market equity:

Fixed income:

Amount initially invested

Canadian fixed income:

U.S./International fixed income:

High yield bonds:

Deposits and cash-like investments:

Amount initially invested

Cash, savings accounts and money market funds:

Fixed-term deposits (GICs):

Total amount initially invested:

Step 3 of 3 - Results

Your portfolio

Balance at the end of years:

Net return:

Total annual rate of return:

Historical performance Calculations are based on historical index returns of common benchmarks, updated annually, using total return. Historical benchmark data is based on available information and is current as of December 2019. See assumptions for details.

Balance at the end of years:

Net return:

Total annual rate of return:

Net return (both personal and historical) refers to the total amount the portfolio has earned over the course of the investment period, before tax. Depending the type of investments you choose, and how you buy them, you may incur additional fees that impact this return.

How each asset class contributed to the total return:

Type	Portfolio return	Contribution
Equities	$0.00	0.00%
Fixed income	$0.00	0.00%
Deposits	$0.00	0.00%

Type	Historical return	Contribution
Equities	$0.00	0.00%
Fixed income	$0.00	0.00%
Deposits	$0.00	0.00%

Each asset class contributes differently to your total return. For example, your portfolio may have a large percentage of fixed income investments, but the equities in your portfolio may have contributed more to the total return, despite their smaller weighting. Portfolio performance depends on many factors, such as portfolio diversification, asset mix, time horizon and your financial goals and risk tolerance. Learn more about the relationship between risk and return

Any results or calculations displayed on this site are made available for information purposes only, and do not constitute financial or legal advice. By using this calculator, you agree to our Website and Social Media Terms of Use and Privacy Policy.

Assumptions

Historical benchmark data is based on available information and is current as of December 2019.
Calculations are based on historical index returns for each asset class (equity, fixed income and deposit) over the specified investment period using reported historical performance of the following common benchmarks:
- Standard and Poor’s:
  - Canadian equity: S&P/TSX Composite Total Return Index
  - U.S. equity: S&P 500 Total Return Index
- MSCI:
  - International equity: MSCI EAFE Gross Return Index
  - Emerging market equity: MSCI Emerging Market Gross Return Index
- PC-Bond:
  - Canadian bonds: FTSE TMX Universe Bond Index
- Barclays Capital:
  - U.S./International bonds: Bloomberg Barclays Global Aggregate Total Return Index
  - High yield bonds: Bloomberg Barclays Global High Yield Total Return Index
- Bank of Canada:
  - Savings and GIC rates were calculated using rates published by the Bank of Canada
These benchmarks are used for reference only and GetSmarterAboutMoney.ca is not in any way affiliated with the data providers.
Calculations are based on total returns. Simple returns reflect only the change in the price of the underlying securities of a benchmark. Total returns, in addition, include any income from interest, distributions or dividends. Mutual funds report total returns. With stocks and equity indices, returns are usually based on the price of the securities (not taking into account dividend yields). If you are entering returns for investments that are not mutual funds (including ETFs if there is no dividend reinvestment included) you will need to factor dividends and interest into your return.
Aggregate asset class performance is based on an estimated breakdown of each major asset class. The following breakdowns are used to represent the typical portfolio construction for Canadian investors:
- Equity: 50% Canadian equity, 30% U.S. equity, 10% international equity and 10% emerging market equity
- Bond: 70% Canadian bonds, 20% U.S./International bonds, 10% High yield bonds
- Deposits: 50% savings, 50% GICs
Any annual contributions and withdrawals to/from the portfolio are made according to the original asset weighting of the account. For example, if equities were 50% of the original investment, then 50% of the annual contribution will be invested in equities.
The return of non-Canadian investments is expressed in the original currency. This is what investors who own securities directly would typically see. Those investing in mutual funds, however, will usually see their performance in Canadian dollars. Currency movements may enhance or wipe out market gains for foreign assets. If your investment is exposed to foreign assets but is valuated in Canadian dollars your total return may be very different from the benchmark. For example, if the value of Canadian dollars drops relative to the foreign currency the return may be higher than the benchmark after currency conversion. If the Canadian dollar gains value, the return may be lower than the benchmark after conversion.

Step 1 of 3 - Portfolio details

Step 2 of 3 - Investments

Step 3 of 3 - Results

Your portfolio

Balance at the end of years:

Net return:

Total annual rate of return:

Historical performance Calculations are based on historical index returns of common benchmarks, updated annually, using total return. Historical benchmark data is based on available information and is current as of December 2019. See assumptions for details.

Balance at the end of years:

Net return:

Total annual rate of return:

How each asset class contributed to the total return:

Comparison of portfolio and historical returns

Historical Returns

Assumptions