The Olympic gold is nice to have and it may (or may not be, depending on your point of view) on par with the ATP Finals, but I'd rather have 6 YEC titles than 1 Olympic gold for sure.
Yeah, Fed may come last in the added titles when everything's done, but Slams trump everything and he has 20 of those with a nice variety too.
When it comes to the Masters, he's had chances to complete the set, but just not got that job done.
Such is life.