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

Performance

CROP.TO vs. PINC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Credit Opportunities Fund (CROP.TO) and Purpose Multi-Asset Income Fund (PINC.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 3.58% return, which is significantly lower than PINC.TO's 18.40% return.


CROP.TO

1D
0.05%
1M
0.30%
6M
3.10%
YTD
3.58%
1Y
8.55%
3Y*
9.57%
5Y*
10Y*
ALL TIME*
5.01%

PINC.TO

1D
0.57%
1M
1.74%
6M
17.22%
YTD
18.40%
1Y
24.52%
3Y*
14.69%
5Y*
6.92%
10Y*
ALL TIME*
7.09%
*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$135.05KCA$183.63KCA$411.80K
CA$10.04KCA$9.73KCA$12.47K

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


2026 (YTD)20252024202320222021
CROP.TO
Purpose Credit Opportunities Fund
3.58%8.10%12.74%6.36%-5.82%0.07%
PINC.TO
Purpose Multi-Asset Income Fund
18.40%14.41%11.54%0.95%-12.11%3.05%

Correlation

The correlation between CROP.TO and PINC.TO is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.26

Over the past year, the correlation between CROP.TO and PINC.TO has dropped to 0.02 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

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Return for Risk

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

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

CROP.TO
CROP.TO Risk / Return Rank: 9696
Overall Rank
CROP.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CROP.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CROP.TO Omega Ratio Rank: 9494
Omega Ratio Rank
CROP.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
CROP.TO Martin Ratio Rank: 9696
Martin Ratio Rank

PINC.TO
PINC.TO Risk / Return Rank: 9797
Overall Rank
PINC.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PINC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
PINC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
PINC.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
PINC.TO Martin Ratio Rank: 9696
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.

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

This table presents a comparison of risk-adjusted performance metrics for Purpose Credit Opportunities Fund (CROP.TO) and Purpose Multi-Asset Income Fund (PINC.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.TOPINC.TODifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

1.52

1.81

-0.29

Calmar ratioReturn relative to maximum drawdown

9.40

6.87

+2.53

Martin ratioReturn relative to average drawdown

25.52

26.66

-1.14

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

The current CROP.TO Sharpe Ratio is 2.73, which is comparable to the PINC.TO Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of CROP.TO and PINC.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. PINC.TO - Drawdown Comparison

The maximum CROP.TO drawdown since its inception was -8.68%, smaller than the maximum PINC.TO drawdown of -43.84%. Use the drawdown chart below to compare losses from any high point for CROP.TO and PINC.TO.


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Drawdown Indicators


CROP.TOPINC.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.68%

-43.84%

+35.16%

Max Drawdown (1Y)

Largest decline over 1 year

-0.91%

-3.59%

+2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-4.10%

-10.48%

+6.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

Current Drawdown

Current decline from peak

-0.21%

0.00%

-0.21%

Average Drawdown

Average peak-to-trough decline

-2.42%

-5.81%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.93%

-0.59%

Volatility

CROP.TO vs. PINC.TO - Volatility Comparison

The current volatility for Purpose Credit Opportunities Fund (CROP.TO) is 0.61%, while Purpose Multi-Asset Income Fund (PINC.TO) has a volatility of 1.54%. This indicates that CROP.TO experiences smaller price fluctuations and is considered to be less risky than PINC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CROP.TOPINC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.54%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

5.06%

-3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.16%

6.35%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

8.38%

-3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.41%

14.70%

-10.29%

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

CROP.TO has a 1.97% expense ratio, which is higher than PINC.TO's 1.04% expense ratio.


Dividends

CROP.TO vs. PINC.TO - Dividend Comparison

CROP.TO's dividend yield for the trailing twelve months is around 5.44%, more than PINC.TO's 4.37% yield.


PositionTTM20252024202320222021202020192018
CROP.TO
Purpose Credit Opportunities Fund
5.44%5.48%5.61%5.96%5.97%1.33%0.00%0.00%0.00%
PINC.TO
Purpose Multi-Asset Income Fund
4.37%5.05%5.48%5.78%5.51%4.60%5.33%5.06%3.66%

Frequently Asked Questions


CROP.TO and PINC.TO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PINC.TO is cheaper at 1.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PINC.TO is cheaper with a 1.04% expense ratio, compared with 1.97% for CROP.TO.

CROP.TO is categorized as Nontraditional Bonds, while PINC.TO is Derivative Income. Their fees differ too: 1.97% for CROP.TO and 1.04% for PINC.TO.

Portfolio Optimizer

Find the right allocation for CROP.TO and PINC.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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