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BND.TO vs. IGLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND.TO vs. IGLB - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Global Bond Fund (BND.TO) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, BND.TO achieves a 0.89% return, which is significantly lower than IGLB's 2.13% return. Both investments have delivered pretty close results over the past 10 years, with BND.TO having a 3.00% annualized return and IGLB not far ahead at 3.02%.


BND.TO

1D
-0.28%
1M
0.77%
YTD
0.89%
6M
1.18%
1Y
6.14%
3Y*
7.22%
5Y*
3.27%
10Y*
3.00%

IGLB

1D
0.09%
1M
3.45%
YTD
2.13%
6M
-0.50%
1Y
9.18%
3Y*
5.75%
5Y*
1.15%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND.TO vs. IGLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BND.TO
Purpose Global Bond Fund
0.89%7.23%7.49%8.45%-7.80%2.85%6.14%4.16%-0.91%1.72%
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
2.13%2.60%6.96%8.59%-20.06%-2.57%11.38%17.14%1.00%5.01%

Correlation

The correlation between BND.TO and IGLB is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2015

0.18

The correlation between BND.TO and IGLB shifts across timeframes, from 0.18 (10 years) to 0.31 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BND.TO vs. IGLB — Risk / Return Rank

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

BND.TO
BND.TO Risk / Return Rank: 5555
Overall Rank
BND.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BND.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
BND.TO Omega Ratio Rank: 6161
Omega Ratio Rank
BND.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
BND.TO Martin Ratio Rank: 5252
Martin Ratio Rank

IGLB
IGLB Risk / Return Rank: 2727
Overall Rank
IGLB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLB Omega Ratio Rank: 2525
Omega Ratio Rank
IGLB Calmar Ratio Rank: 3131
Calmar Ratio Rank
IGLB Martin Ratio Rank: 2727
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.

BND.TO vs. IGLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Global Bond Fund (BND.TO) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). 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.


BND.TOIGLBDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.38

1.19

+0.19

Calmar ratioReturn relative to maximum drawdown

2.17

1.35

+0.82

Martin ratioReturn relative to average drawdown

8.87

2.93

+5.94

BND.TO vs. IGLB - Sharpe Ratio Comparison

The current BND.TO Sharpe Ratio is 2.02, which is higher than the IGLB Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of BND.TO and IGLB, 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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Sharpe Ratios by Period


BND.TOIGLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

1.08

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.09

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.23

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.46

+0.16

Drawdowns

BND.TO vs. IGLB - Drawdown Comparison

The maximum BND.TO drawdown since its inception was -16.55%, smaller than the maximum IGLB drawdown of -31.94%. Use the drawdown chart below to compare losses from any high point for BND.TO and IGLB.


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Drawdown Indicators


BND.TOIGLBDifference

Max Drawdown

Largest peak-to-trough decline

-16.55%

-31.94%

+15.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-6.84%

+4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-4.46%

-10.37%

+5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-12.23%

-29.51%

+17.28%

Max Drawdown (10Y)

Largest decline over 10 years

-16.55%

-31.94%

+15.39%

Current Drawdown

Current decline from peak

-0.45%

-9.46%

+9.01%

Average Drawdown

Average peak-to-trough decline

-2.07%

-8.13%

+6.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

3.14%

-2.45%

Volatility

BND.TO vs. IGLB - Volatility Comparison

The current volatility for Purpose Global Bond Fund (BND.TO) is 1.35%, while iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) has a volatility of 2.32%. This indicates that BND.TO experiences smaller price fluctuations and is considered to be less risky than IGLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BND.TOIGLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

2.32%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

6.62%

-4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

8.55%

-5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.10%

12.52%

-7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.15%

12.93%

-7.78%

Dividends

BND.TO vs. IGLB - Dividend Comparison

BND.TO's dividend yield for the trailing twelve months is around 5.86%, more than IGLB's 5.26% yield.


PositionTTM20252024202320222021202020192018201720162015
BND.TO
Purpose Global Bond Fund
5.86%5.70%5.24%5.20%4.14%3.89%3.48%3.11%3.96%3.47%3.26%0.53%
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.26%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%

Frequently Asked Questions


BND.TO and IGLB have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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