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Evolve Innovation Index Fund (EDGE.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

CA30052W1032

CUSIP

30052W103

Leveraged

1x

Share Price Chart


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Compare to other instruments

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Performance

Performance Chart


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S&P 500

Returns By Period

Evolve Innovation Index Fund (EDGE.TO) returned 2.31% year-to-date (YTD) and 14.89% over the past 12 months.


EDGE.TO

YTD

2.31%

1M

3.35%

6M

-0.69%

1Y

14.89%

3Y*

8.48%

5Y*

10.26%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.92%

1M

4.38%

6M

-1.84%

1Y

12.48%

3Y*

13.05%

5Y*

13.71%

10Y*

10.99%

*Annualized

Monthly Returns

The table below presents the monthly returns of EDGE.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.73%-2.13%-7.01%2.34%6.73%-0.77%2.31%
20242.48%5.17%1.18%-5.88%1.60%3.39%-0.01%1.78%2.12%-0.05%6.34%-1.66%17.11%
202310.15%-1.71%4.57%-3.12%3.84%3.91%5.34%-5.01%-4.81%-6.07%12.26%5.71%25.65%
2022-11.33%-2.13%1.91%-10.62%-1.10%-8.49%8.99%-4.12%-10.78%5.01%2.95%-8.04%-33.70%
20210.92%4.19%1.61%0.86%-0.23%4.62%-0.92%2.09%-5.06%5.83%-1.32%-0.28%12.49%
20200.61%-6.74%-10.03%13.39%7.63%5.34%9.13%6.83%1.32%-1.56%15.44%6.64%55.36%
201913.06%5.49%0.12%6.03%-7.84%3.71%4.03%-4.06%-0.70%1.99%7.83%1.34%33.67%
20182.35%-0.81%0.74%5.04%-1.19%-14.89%1.49%-5.97%-13.78%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EDGE.TO is 59, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EDGE.TO is 5959
Overall Rank
The Sharpe Ratio Rank of EDGE.TO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of EDGE.TO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of EDGE.TO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of EDGE.TO is 6161
Calmar Ratio Rank
The Martin Ratio Rank of EDGE.TO is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Evolve Innovation Index Fund (EDGE.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Evolve Innovation Index Fund Sharpe ratios as of Jun 3, 2025 (values are recalculated daily):

  • 1-Year: 0.64
  • 5-Year: 0.45
  • All Time: 0.43

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Evolve Innovation Index Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Evolve Innovation Index Fund provided a 0.53% dividend yield over the last twelve months, with an annual payout of CA$0.21 per share. The fund has been increasing its distributions for 2 consecutive years.


0.10%0.20%0.30%0.40%0.50%CA$0.00CA$0.05CA$0.10CA$0.15CA$0.202018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
DividendCA$0.21CA$0.21CA$0.02CA$0.02CA$0.03CA$0.02CA$0.02CA$0.02

Dividend yield

0.53%0.53%0.06%0.08%0.08%0.06%0.09%0.09%

Monthly Dividends

The table displays the monthly dividend distributions for Evolve Innovation Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.00CA$0.01
2024CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.19CA$0.21
2023CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.02
2022CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.02
2021CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.02CA$0.03
2020CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.02
2019CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.02
2018CA$0.01CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Evolve Innovation Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Evolve Innovation Index Fund was 39.85%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Evolve Innovation Index Fund drawdown is 7.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.85%Nov 17, 2021279Dec 28, 2022
-35.23%Feb 20, 202020Mar 18, 202065Jun 19, 202085
-23.24%Jul 19, 2018111Dec 27, 201881Apr 24, 2019192
-13.21%Feb 18, 202113Mar 8, 2021124Sep 2, 2021137
-12.94%May 7, 201919Jun 3, 2019121Nov 25, 2019140
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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