CAPM.TO vs. PBD.TO
CAPM.TO (Capital Group Multi-Sector Income Select ETF (Canada)) and PBD.TO (Purpose Total Return Bond Fund) are both Multisector Bonds funds. Both are actively managed. Over the past year, CAPM.TO returned 2.41% vs 1.87% for PBD.TO. Their 0.32 correlation means their historical movements had little consistent relationship. CAPM.TO charges 0.42%/yr vs 0.88%/yr for PBD.TO.
Performance
CAPM.TO vs. PBD.TO - Performance Comparison
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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 PBD.TO's 0.38% 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%
PBD.TO
- 1D
- 0.25%
- 1M
- -1.10%
- 6M
- 0.15%
- YTD
- 0.38%
- 1Y
- 1.87%
- 3Y*
- 4.76%
- 5Y*
- 1.58%
- 10Y*
- 2.05%
- ALL TIME*
- 2.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$350.96K | CA$289.20K | CA$368.04K | |
| CA$27.53K | CA$21.83K | CA$18.66K |
CAPM.TO vs. PBD.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CAPM.TO Capital Group Multi-Sector Income Select ETF (Canada) | -0.07% | 6.74% | -0.02% |
PBD.TO Purpose Total Return Bond Fund | 0.38% | 4.22% | 0.40% |
Correlation
The correlation between CAPM.TO and PBD.TO is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2024 | 0.32 |
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Return for Risk
CAPM.TO vs. PBD.TO — Risk / Return Rank
CAPM.TO
PBD.TO
CAPM.TO vs. PBD.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 Total Return Bond Fund (PBD.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.TO | PBD.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.10 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 0.91 | +0.09 |
| Martin ratioReturn relative to average drawdown | 3.79 | 3.14 | +0.66 |
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Drawdowns
CAPM.TO vs. PBD.TO - Drawdown Comparison
The maximum CAPM.TO drawdown since its inception was -4.18%, smaller than the maximum PBD.TO drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for CAPM.TO and PBD.TO.
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Drawdown Indicators
| CAPM.TO | PBD.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.18% | -17.68% | +13.50% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -2.19% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.41% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.68% | — |
Current DrawdownCurrent decline from peak | -1.24% | -1.10% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -0.60% | -2.34% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 0.64% | +0.02% |
Volatility
CAPM.TO vs. PBD.TO - Volatility Comparison
The current volatility for Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) is 0.58%, while Purpose Total Return Bond Fund (PBD.TO) has a volatility of 1.38%. This indicates that CAPM.TO experiences smaller price fluctuations and is considered to be less risky than PBD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAPM.TO | PBD.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 1.38% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 2.84% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.92% | 3.78% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.33% | 4.82% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.33% | 6.78% | -3.45% |
CAPM.TO vs. PBD.TO - Expense Ratio Comparison
CAPM.TO has a 0.42% expense ratio, which is lower than PBD.TO's 0.88% expense ratio.
Dividends
CAPM.TO vs. PBD.TO - Dividend Comparison
CAPM.TO's dividend yield for the trailing twelve months is around 5.73%, more than PBD.TO's 4.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAPM.TO Capital Group Multi-Sector Income Select ETF (Canada) | 5.73% | 5.35% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PBD.TO Purpose Total Return Bond Fund | 4.37% | 4.28% | 4.27% | 4.25% | 3.80% | 3.43% | 3.32% | 3.68% | 3.85% | 4.50% | 3.68% | 3.81% |
Frequently Asked Questions
CAPM.TO and PBD.TO have a correlation of 0.28, 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 0.88% for PBD.TO.
They also come from different issuers: Capital Group and Purpose. Their fees differ too: 0.42% for CAPM.TO and 0.88% for PBD.TO.
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