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DCC.TO vs. MFT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DCC.TO vs. MFT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF (DCC.TO) and Mackenzie Floating Rate Income ETF (MFT.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, DCC.TO achieves a 1.35% return, which is significantly lower than MFT.TO's 2.53% return.


DCC.TO

1D
0.10%
1M
-0.15%
6M
0.77%
YTD
1.35%
1Y
3.63%
3Y*
5.94%
5Y*
2.70%
10Y*

MFT.TO

1D
0.00%
1M
0.67%
6M
2.08%
YTD
2.53%
1Y
2.43%
3Y*
5.49%
5Y*
3.71%
10Y*
4.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCC.TO vs. MFT.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCC.TO
Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF
1.35%4.65%6.97%6.59%-4.65%-1.47%6.44%5.04%0.59%-0.19%
MFT.TO
Mackenzie Floating Rate Income ETF
2.53%0.81%8.84%11.99%-6.31%5.56%-0.64%6.00%2.29%4.79%

Correlation

The correlation between DCC.TO and MFT.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

0.01

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

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2017

0.02

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Return for Risk

DCC.TO vs. MFT.TO — Risk / Return Rank

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

DCC.TO
DCC.TO Risk / Return Rank: 4747
Overall Rank
DCC.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DCC.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
DCC.TO Omega Ratio Rank: 4646
Omega Ratio Rank
DCC.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
DCC.TO Martin Ratio Rank: 5050
Martin Ratio Rank

MFT.TO
MFT.TO Risk / Return Rank: 3333
Overall Rank
MFT.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MFT.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
MFT.TO Omega Ratio Rank: 2828
Omega Ratio Rank
MFT.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
MFT.TO Martin Ratio Rank: 3434
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.

DCC.TO vs. MFT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF (DCC.TO) and Mackenzie Floating Rate Income ETF (MFT.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.


DCC.TOMFT.TODifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.25

1.16

+0.09

Calmar ratioReturn relative to maximum drawdown

2.11

1.84

+0.27

Martin ratioReturn relative to average drawdown

6.97

4.39

+2.58

DCC.TO vs. MFT.TO - Sharpe Ratio Comparison

The current DCC.TO Sharpe Ratio is 1.33, which is higher than the MFT.TO Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DCC.TO and MFT.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

DCC.TO vs. MFT.TO - Drawdown Comparison

The maximum DCC.TO drawdown since its inception was -8.95%, smaller than the maximum MFT.TO drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for DCC.TO and MFT.TO.


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Drawdown Indicators


DCC.TOMFT.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.95%

-20.87%

+11.92%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

-1.33%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-1.73%

-3.40%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-8.45%

-7.45%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-20.87%

Current Drawdown

Current decline from peak

-0.52%

0.00%

-0.52%

Average Drawdown

Average peak-to-trough decline

-1.62%

-1.38%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

0.55%

-0.03%

Volatility

DCC.TO vs. MFT.TO - Volatility Comparison

Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF (DCC.TO) and Mackenzie Floating Rate Income ETF (MFT.TO) have volatilities of 0.82% and 0.79%, 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


DCC.TOMFT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

0.79%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

1.80%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

2.61%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.41%

3.71%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

5.10%

-1.68%

Dividends

DCC.TO vs. MFT.TO - Dividend Comparison

DCC.TO's dividend yield for the trailing twelve months is around 3.32%, less than MFT.TO's 8.29% yield.


PositionTTM2025202420232022202120202019201820172016
DCC.TO
Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF
3.32%3.28%3.28%3.02%3.40%3.13%3.00%3.09%3.15%2.41%0.00%
MFT.TO
Mackenzie Floating Rate Income ETF
8.29%8.57%9.44%10.40%6.26%3.89%6.18%6.97%6.14%4.84%3.94%

Frequently Asked Questions


DCC.TO and MFT.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.

They also come from different issuers: Desjardins and Mackenzie.

Portfolio Optimizer

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