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CAPM.TO vs. CROP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAPM.TO vs. CROP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) and Purpose Credit Opportunities Fund (CROP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAPM.TO achieves a -0.07% return, which is significantly lower than CROP.TO's 3.14% return.


CAPM.TO

1D
-0.14%
1M
-1.01%
6M
-0.27%
YTD
-0.07%
1Y
2.41%
3Y*
5Y*
10Y*
ALL TIME*
3.71%

CROP.TO

1D
-0.16%
1M
-0.42%
6M
2.62%
YTD
3.14%
1Y
7.87%
3Y*
9.29%
5Y*
10Y*
ALL TIME*
4.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$350.96KCA$289.20KCA$368.04K
CA$107.93KCA$153.61KCA$412.87K

CAPM.TO vs. CROP.TO - Yearly Performance Comparison


2026 (YTD)20252024
CAPM.TO
Capital Group Multi-Sector Income Select ETF (Canada)
-0.07%6.74%-0.02%
CROP.TO
Purpose Credit Opportunities Fund
3.14%8.10%2.84%

Correlation

The correlation between CAPM.TO and CROP.TO is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2024

0.16

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Return for Risk

CAPM.TO vs. CROP.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CAPM.TO
CAPM.TO Risk / Return Rank: 3232
Overall Rank
CAPM.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CAPM.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
CAPM.TO Omega Ratio Rank: 3232
Omega Ratio Rank
CAPM.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
CAPM.TO Martin Ratio Rank: 3636
Martin Ratio Rank

CROP.TO
CROP.TO Risk / Return Rank: 9494
Overall Rank
CROP.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CROP.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
CROP.TO Omega Ratio Rank: 9292
Omega Ratio Rank
CROP.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CROP.TO Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CAPM.TO vs. CROP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) and Purpose Credit Opportunities Fund (CROP.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.


CAPM.TOCROP.TODifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

1.16

1.47

-0.31

Calmar ratioReturn relative to maximum drawdown

1.00

8.72

-7.72

Martin ratioReturn relative to average drawdown

3.79

23.15

-19.35

CAPM.TO vs. CROP.TO - Sharpe Ratio Comparison

The current CAPM.TO Sharpe Ratio is 0.86, which is lower than the CROP.TO Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of CAPM.TO and CROP.TO, 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

CAPM.TO vs. CROP.TO - Drawdown Comparison

The maximum CAPM.TO drawdown since its inception was -4.18%, smaller than the maximum CROP.TO drawdown of -8.68%. Use the drawdown chart below to compare losses from any high point for CAPM.TO and CROP.TO.


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Drawdown Indicators


CAPM.TOCROP.TODifference

Max Drawdown

Largest peak-to-trough decline

-4.18%

-8.68%

+4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-0.91%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-4.10%

Current Drawdown

Current decline from peak

-1.24%

-0.63%

-0.61%

Average Drawdown

Average peak-to-trough decline

-0.60%

-2.42%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.34%

+0.32%

Volatility

CAPM.TO vs. CROP.TO - Volatility Comparison

Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) and Purpose Credit Opportunities Fund (CROP.TO) have volatilities of 0.58% and 0.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAPM.TOCROP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

0.56%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.15%

1.88%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

3.17%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

4.41%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.33%

4.41%

-1.08%

CAPM.TO vs. CROP.TO - Expense Ratio Comparison

CAPM.TO has a 0.42% expense ratio, which is lower than CROP.TO's 1.97% expense ratio.


Dividends

CAPM.TO vs. CROP.TO - Dividend Comparison

CAPM.TO's dividend yield for the trailing twelve months is around 5.73%, more than CROP.TO's 5.49% yield.


PositionTTM20252024202320222021
CAPM.TO
Capital Group Multi-Sector Income Select ETF (Canada)
5.73%5.35%1.04%0.00%0.00%0.00%
CROP.TO
Purpose Credit Opportunities Fund
5.49%5.48%5.61%5.96%5.97%1.33%

Frequently Asked Questions


CAPM.TO and CROP.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CAPM.TO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CAPM.TO is cheaper with a 0.42% expense ratio, compared with 1.97% for CROP.TO.

CAPM.TO is categorized as Multisector Bonds, while CROP.TO is Nontraditional Bonds. They also come from different issuers: Capital Group and Purpose. Their fees differ too: 0.42% for CAPM.TO and 1.97% for CROP.TO.

Portfolio Optimizer

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