BLOV.TO vs. PAYG.TO

Last updated Jul 16, 2026

BLOV.TO (Brompton North American Low Volatility Dividend ETF) and PAYG.TO (Brompton Global Equity HighPay ETF) are both exchange-traded funds - BLOV.TO is a Dividend fund actively managed by Brompton, while PAYG.TO is a Global Equity Income fund actively managed by Brompton. Both are actively managed. At a correlation of -0.04, they often move in opposite directions.

Performance

BLOV.TO vs. PAYG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton North American Low Volatility Dividend ETF (BLOV.TO) and Brompton Global Equity HighPay ETF (PAYG.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BLOV.TO

• 1D: 0.22%
• 1M: 1.49%
• 6M: 12.19%
• YTD: 13.38%
• 1Y: 19.69%
• 3Y*: 12.75%
• 5Y*: 8.19%
• 10Y*: —

PAYG.TO

• 1D: 0.23%
• 1M: -0.87%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BLOV.TO vs. PAYG.TO - Yearly Performance Comparison

	2026 (YTD)
BLOV.TO Brompton North American Low Volatility Dividend ETF	7.23%
PAYG.TO Brompton Global Equity HighPay ETF	11.74%

Correlation

The correlation between BLOV.TO and PAYG.TO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 2, 2026	-0.04

Return for Risk

BLOV.TO vs. PAYG.TO — Risk / Return Rank

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

BLOV.TO

BLOV.TO Risk / Return Rank: 87
BLOV.TO Sharpe Ratio Rank: 86
BLOV.TO Sortino Ratio Rank: 88
BLOV.TO Omega Ratio Rank: 89
BLOV.TO Calmar Ratio Rank: 87
BLOV.TO Martin Ratio Rank: 83

PAYG.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BLOV.TO vs. PAYG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton North American Low Volatility Dividend ETF (BLOV.TO) and Brompton Global Equity HighPay ETF (PAYG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BLOV.TO	PAYG.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.24	—	—
Sortino ratio: Return per unit of downside risk	3.26	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	3.95	—	—
Martin ratio: Return relative to average drawdown	13.24	—	—

Drawdowns

BLOV.TO vs. PAYG.TO - Drawdown Comparison

The maximum BLOV.TO drawdown since its inception was -46.98%, which is greater than PAYG.TO's maximum drawdown of -7.38%. Use the drawdown chart below to compare losses from any high point for BLOV.TO and PAYG.TO.

Drawdown Indicators

	BLOV.TO	PAYG.TO	Difference
Max Drawdown Largest peak-to-trough decline	-46.98%	-7.38%	-39.60%
Max Drawdown (1Y) Largest decline over 1 year	-5.23%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-41.86%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-46.98%	—	—
Current Drawdown Current decline from peak	-1.43%	-3.72%	+2.29%
Average Drawdown Average peak-to-trough decline	-4.48%	-2.42%	-2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.56%	—	—

Volatility

Volatility by Period

	BLOV.TO	PAYG.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.78%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.20%	21.14%	-11.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.19%	21.14%	+12.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.18%	21.14%	+9.04%

Dividends

BLOV.TO vs. PAYG.TO - Dividend Comparison

BLOV.TO's dividend yield for the trailing twelve months is around 3.71%, less than PAYG.TO's 4.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BLOV.TO Brompton North American Low Volatility Dividend ETF	3.71%	4.13%	4.51%	4.80%	4.25%	3.19%	2.45%
PAYG.TO Brompton Global Equity HighPay ETF	4.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BLOV.TO and PAYG.TO in my portfolio?

BLOV.TO and PAYG.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

What is the main difference between BLOV.TO and PAYG.TO?

BLOV.TO is categorized as Dividend, while PAYG.TO is Global Equity Income.