EDGF.TO vs. PAYG.TO
EDGF.TO (Brompton European Dividend Growth ETF) and PAYG.TO (Brompton Global Equity HighPay ETF) are both exchange-traded funds - EDGF.TO is a Europe Equities fund actively managed by Brompton, while PAYG.TO is a Global Equity Income fund actively managed by Brompton. Both are actively managed. At a 0.29 correlation, their price movements are largely independent.
Performance
EDGF.TO vs. PAYG.TO - Performance Comparison
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Returns By Period
EDGF.TO
- 1D
- 0.09%
- 1M
- -1.31%
- 6M
- 0.47%
- YTD
- 4.20%
- 1Y
- 9.16%
- 3Y*
- 13.08%
- 5Y*
- 6.72%
- 10Y*
- —
PAYG.TO
- 1D
- 0.23%
- 1M
- -0.87%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EDGF.TO vs. PAYG.TO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EDGF.TO Brompton European Dividend Growth ETF | 5.97% |
PAYG.TO Brompton Global Equity HighPay ETF | 11.74% |
Correlation
The correlation between EDGF.TO and PAYG.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 2, 2026 | 0.29 |
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Return for Risk
EDGF.TO vs. PAYG.TO — Risk / Return Rank
EDGF.TO
PAYG.TO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EDGF.TO vs. PAYG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton European Dividend Growth ETF (EDGF.TO) and Brompton Global Equity HighPay ETF (PAYG.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.
| EDGF.TO | PAYG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | — | — |
| Martin ratioReturn relative to average drawdown | 2.15 | — | — |
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Drawdowns
EDGF.TO vs. PAYG.TO - Drawdown Comparison
The maximum EDGF.TO drawdown since its inception was -38.93%, which is greater than PAYG.TO's maximum drawdown of -7.38%. Use the drawdown chart below to compare losses from any high point for EDGF.TO and PAYG.TO.
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Drawdown Indicators
| EDGF.TO | PAYG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.93% | -7.38% | -31.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.97% | — | — |
Current DrawdownCurrent decline from peak | -4.07% | -3.72% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -2.42% | -4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | — | — |
Volatility
EDGF.TO vs. PAYG.TO - Volatility Comparison
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Volatility by Period
| EDGF.TO | PAYG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 21.14% | -6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 21.14% | -2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 21.14% | -0.24% |
Dividends
EDGF.TO vs. PAYG.TO - Dividend Comparison
EDGF.TO's dividend yield for the trailing twelve months is around 6.30%, more than PAYG.TO's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EDGF.TO Brompton European Dividend Growth ETF | 6.30% | 5.70% | 5.66% | 5.71% | 5.74% | 4.16% | 4.97% | 4.75% | 6.06% | 2.13% |
PAYG.TO Brompton Global Equity HighPay ETF | 4.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EDGF.TO and PAYG.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDGF.TO is categorized as Europe Equities, while PAYG.TO is Global Equity Income.
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