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

Performance

CROP.TO vs. CAPM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Credit Opportunities Fund (CROP.TO) and Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.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, CROP.TO achieves a 3.14% return, which is significantly higher than CAPM.TO's -0.07% return.


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%

CAPM.TO

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

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


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

Correlation

The correlation between CROP.TO and CAPM.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

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

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

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

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
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.

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

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


CROP.TOCAPM.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

1.47

1.16

+0.31

Calmar ratioReturn relative to maximum drawdown

8.72

1.00

+7.72

Martin ratioReturn relative to average drawdown

23.15

3.79

+19.35

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

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

CROP.TO vs. CAPM.TO - Drawdown Comparison

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


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Drawdown Indicators


CROP.TOCAPM.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.68%

-4.18%

-4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-0.91%

-2.50%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-4.10%

Current Drawdown

Current decline from peak

-0.63%

-1.24%

+0.61%

Average Drawdown

Average peak-to-trough decline

-2.42%

-0.60%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.66%

-0.32%

Volatility

CROP.TO vs. CAPM.TO - Volatility Comparison

Purpose Credit Opportunities Fund (CROP.TO) and Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) have volatilities of 0.56% and 0.58%, 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


CROP.TOCAPM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

0.58%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

2.15%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.17%

2.92%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

3.33%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.41%

3.33%

+1.08%

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

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


Dividends

CROP.TO vs. CAPM.TO - Dividend Comparison

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


CROP.TO and CAPM.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.

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

Portfolio Optimizer

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