DGS.TO vs. DF.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Dividend Growth Split Corp. (DGS.TO) and Dividend 15 Split Corp. II (DF.TO).

Performance

DGS.TO vs. DF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dividend Growth Split Corp. (DGS.TO) and Dividend 15 Split Corp. II (DF.TO). The values are adjusted to include any dividend payments, if applicable.

DGS.TO vs. DF.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGS.TO Dividend Growth Split Corp.	1.23%	34.53%	62.16%	-6.12%	-1.94%	132.50%	-33.14%	69.73%	-49.39%	19.75%
DF.TO Dividend 15 Split Corp. II	2.53%	47.92%	74.13%	4.68%	-33.33%	144.80%	-38.01%	65.78%	-59.09%	39.97%

Fundamentals

Market Cap DGS.TO : CA$412.23M DF.TO : CA$172.20M
EPS DGS.TO : CA$4.53 DF.TO : CA$6.35
PE Ratio DGS.TO : 1.70 DF.TO : 1.17
PEG Ratio DGS.TO : 0.04 DF.TO : 0.03
PS Ratio DGS.TO : 1.57 DF.TO : 3.28
PB Ratio DGS.TO : 0.97 DF.TO : 0.87
Total Revenue (TTM) DGS.TO : CA$246.01M DF.TO : CA$50.72M
Gross Profit (TTM) DGS.TO : CA$243.04M DF.TO : CA$118.58M
EBITDA (TTM) DGS.TO : CA$71.74M DF.TO : CA$172.63M

Returns By Period

In the year-to-date period, DGS.TO achieves a 1.23% return, which is significantly lower than DF.TO's 2.53% return. Over the past 10 years, DGS.TO has outperformed DF.TO with an annualized return of 15.75%, while DF.TO has yielded a comparatively lower 12.97% annualized return.

DGS.TO

• 1D: 0.13%
• 1M: -7.78%
• YTD: 1.23%
• 6M: 10.57%
• 1Y: 42.57%
• 3Y*: 30.61%
• 5Y*: 22.30%
• 10Y*: 15.75%

DF.TO

• 1D: 0.54%
• 1M: -6.19%
• YTD: 2.53%
• 6M: 17.13%
• 1Y: 64.13%
• 3Y*: 39.27%
• 5Y*: 22.90%
• 10Y*: 12.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DGS.TO vs. DF.TO — Risk / Return Rank

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

DGS.TO

DGS.TO Risk / Return Rank: 93
DGS.TO Sharpe Ratio Rank: 92
DGS.TO Sortino Ratio Rank: 91
DGS.TO Omega Ratio Rank: 95
DGS.TO Calmar Ratio Rank: 90
DGS.TO Martin Ratio Rank: 94

DF.TO

DF.TO Risk / Return Rank: 96
DF.TO Sharpe Ratio Rank: 97
DF.TO Sortino Ratio Rank: 95
DF.TO Omega Ratio Rank: 98
DF.TO Calmar Ratio Rank: 94
DF.TO Martin Ratio Rank: 98

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.

DGS.TO vs. DF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Growth Split Corp. (DGS.TO) and Dividend 15 Split Corp. II (DF.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.

	DGS.TO	DF.TO	Difference
Sharpe ratio Return per unit of total volatility	2.20	3.05	-0.85
Sortino ratio Return per unit of downside risk	2.93	3.60	-0.67
Omega ratio Gain probability vs. loss probability	1.50	1.68	-0.18
Calmar ratio Return relative to maximum drawdown	3.68	5.13	-1.45
Martin ratio Return relative to average drawdown	14.84	24.11	-9.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGS.TO vs. DF.TO - Sharpe Ratio Comparison

The current DGS.TO Sharpe Ratio is 2.20, which is comparable to the DF.TO Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of DGS.TO and DF.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DGS.TO	DF.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.20	3.05	-0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.72	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.35	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.00	+0.25

Correlation

The correlation between DGS.TO and DF.TO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DGS.TO vs. DF.TO - Dividend Comparison

DGS.TO's dividend yield for the trailing twelve months is around 14.29%, less than DF.TO's 14.80% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGS.TO Dividend Growth Split Corp.	14.29%	15.40%	17.47%	5.86%	17.42%	14.68%	5.88%	15.18%	24.93%	14.85%	15.33%	17.91%
DF.TO Dividend 15 Split Corp. II	14.80%	16.15%	13.16%	0.00%	12.99%	14.42%	10.20%	11.79%	8.70%	13.64%	13.72%	19.47%

Drawdowns

DGS.TO vs. DF.TO - Drawdown Comparison

The maximum DGS.TO drawdown since its inception was -85.18%, roughly equal to the maximum DF.TO drawdown of -83.79%. Use the drawdown chart below to compare losses from any high point for DGS.TO and DF.TO.

Drawdown Indicators

	DGS.TO	DF.TO	Difference
Max Drawdown Largest peak-to-trough decline	-85.18%	-83.79%	-1.39%
Max Drawdown (1Y) Largest decline over 1 year	-11.26%	-12.75%	+1.49%
Max Drawdown (5Y) Largest decline over 5 years	-40.18%	-64.69%	+24.51%
Max Drawdown (10Y) Largest decline over 10 years	-63.34%	-69.77%	+6.43%
Current Drawdown Current decline from peak	-7.78%	-7.12%	-0.66%
Average Drawdown Average peak-to-trough decline	-14.31%	-22.97%	+8.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	2.71%	+0.17%

Volatility

DGS.TO vs. DF.TO - Volatility Comparison

The current volatility for Dividend Growth Split Corp. (DGS.TO) is 9.85%, while Dividend 15 Split Corp. II (DF.TO) has a volatility of 11.68%. This indicates that DGS.TO experiences smaller price fluctuations and is considered to be less risky than DF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGS.TO	DF.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.85%	11.68%	-1.83%
Volatility (6M) Calculated over the trailing 6-month period	13.39%	14.71%	-1.32%
Volatility (1Y) Calculated over the trailing 1-year period	19.46%	21.16%	-1.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.14%	32.20%	-3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.21%	36.93%	-1.72%

Financials