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BMAX.TO vs. PTIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BMAX.TO vs. PTIN - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and Pacer Trendpilot International ETF (PTIN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BMAX.TO is traded in CAD, while PTIN is traded in USD. To make them comparable, the PTIN values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BMAX.TO achieves a 11.68% return, which is significantly lower than PTIN's 21.25% return.


BMAX.TO

1D
1.24%
1M
1.94%
YTD
11.68%
6M
10.69%
1Y
23.35%
3Y*
19.44%
5Y*
10Y*

PTIN

1D
1.44%
1M
3.25%
YTD
21.25%
6M
20.24%
1Y
37.94%
3Y*
16.66%
5Y*
9.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMAX.TO vs. PTIN - Yearly Performance Comparison


2026 (YTD)2025202420232022
BMAX.TO
Brompton Enhanced Multi-Asset Income ETF
11.68%17.88%19.43%11.56%5.83%
PTIN
Pacer Trendpilot International ETF
21.25%10.87%12.11%13.28%-1.72%

Correlation

The correlation between BMAX.TO and PTIN is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.66

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2022

0.63

The correlation between BMAX.TO and PTIN shifts across timeframes, from 0.63 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BMAX.TO vs. PTIN — Risk / Return Rank

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

BMAX.TO
BMAX.TO Risk / Return Rank: 7171
Overall Rank
BMAX.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BMAX.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
BMAX.TO Omega Ratio Rank: 7474
Omega Ratio Rank
BMAX.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
BMAX.TO Martin Ratio Rank: 6868
Martin Ratio Rank

PTIN
PTIN Risk / Return Rank: 6666
Overall Rank
PTIN Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PTIN Sortino Ratio Rank: 6464
Sortino Ratio Rank
PTIN Omega Ratio Rank: 6767
Omega Ratio Rank
PTIN Calmar Ratio Rank: 6666
Calmar Ratio Rank
PTIN Martin Ratio Rank: 6868
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.

BMAX.TO vs. PTIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and Pacer Trendpilot International ETF (PTIN). 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.


BMAX.TOPTINDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.38

1.38

0.00

Calmar ratioReturn relative to maximum drawdown

2.51

3.47

-0.96

Martin ratioReturn relative to average drawdown

10.95

12.96

-2.02

BMAX.TO vs. PTIN - Sharpe Ratio Comparison

The current BMAX.TO Sharpe Ratio is 2.10, which is comparable to the PTIN Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of BMAX.TO and PTIN, 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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Drawdowns

BMAX.TO vs. PTIN - Drawdown Comparison

The maximum BMAX.TO drawdown since its inception was -15.42%, smaller than the maximum PTIN drawdown of -21.78%. Use the drawdown chart below to compare losses from any high point for BMAX.TO and PTIN.


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Drawdown Indicators


BMAX.TOPTINDifference

Max Drawdown

Largest peak-to-trough decline

-15.42%

-21.78%

+6.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.35%

-10.97%

+1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-15.42%

-14.58%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.78%

Current Drawdown

Current decline from peak

-0.38%

-1.34%

+0.96%

Average Drawdown

Average peak-to-trough decline

-1.88%

-6.50%

+4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.94%

-0.80%

Volatility

BMAX.TO vs. PTIN - Volatility Comparison

The current volatility for Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) is 4.09%, while Pacer Trendpilot International ETF (PTIN) has a volatility of 7.36%. This indicates that BMAX.TO experiences smaller price fluctuations and is considered to be less risky than PTIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMAX.TOPTINDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

7.36%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

15.71%

-6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

17.74%

-6.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.17%

15.81%

-2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.17%

15.36%

-2.19%

BMAX.TO vs. PTIN - Expense Ratio Comparison

BMAX.TO has a 2.62% expense ratio, which is higher than PTIN's 0.66% expense ratio.


Dividends

BMAX.TO vs. PTIN - Dividend Comparison

BMAX.TO's dividend yield for the trailing twelve months is around 9.38%, more than PTIN's 2.17% yield.


PositionTTM2025202420232022202120202019
BMAX.TO
Brompton Enhanced Multi-Asset Income ETF
9.38%9.70%9.65%9.55%2.41%0.00%0.00%0.00%
PTIN
Pacer Trendpilot International ETF
2.17%2.53%2.67%2.09%0.41%2.38%0.77%0.97%

Frequently Asked Questions


BMAX.TO and PTIN have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PTIN is cheaper at 0.66% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PTIN is cheaper with a 0.66% expense ratio, compared with 2.62% for BMAX.TO.

They also come from different issuers: Brompton Funds and Pacer. Their fees differ too: 2.62% for BMAX.TO and 0.66% for PTIN.

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