EIT-UN.TO vs. DFN.TO
Compare and contrast key facts about Canoe EIT Income Fund (EIT-UN.TO) and Dividend 15 Split Corp. (DFN.TO).
EIT-UN.TO is an actively managed fund by Canoe. It was launched on Aug 6, 1997.
Performance
EIT-UN.TO vs. DFN.TO - Performance Comparison
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EIT-UN.TO vs. DFN.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIT-UN.TO Canoe EIT Income Fund | 8.56% | 11.81% | 27.99% | 5.94% | 10.49% | 4,164.28% | 1,973.94% | 12.45% | -3.08% | 10.49% |
DFN.TO Dividend 15 Split Corp. | 0.09% | 46.96% | 38.64% | -19.97% | 9.39% | 37.70% | -11.45% | 27.39% | -19.31% | 13.51% |
Returns By Period
In the year-to-date period, EIT-UN.TO achieves a 8.56% return, which is significantly higher than DFN.TO's 0.09% return. Over the past 10 years, EIT-UN.TO has outperformed DFN.TO with an annualized return of 117.96%, while DFN.TO has yielded a comparatively lower 11.11% annualized return.
EIT-UN.TO
- 1D
- 2.51%
- 1M
- -1.96%
- YTD
- 8.56%
- 6M
- 12.25%
- 1Y
- 20.06%
- 3Y*
- 19.39%
- 5Y*
- 131.17%
- 10Y*
- 117.96%
DFN.TO
- 1D
- 0.14%
- 1M
- -5.57%
- YTD
- 0.09%
- 6M
- 15.40%
- 1Y
- 57.31%
- 3Y*
- 17.47%
- 5Y*
- 15.48%
- 10Y*
- 11.11%
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Return for Risk
EIT-UN.TO vs. DFN.TO — Risk / Return Rank
EIT-UN.TO
DFN.TO
EIT-UN.TO vs. DFN.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canoe EIT Income Fund (EIT-UN.TO) and Dividend 15 Split Corp. (DFN.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.
| EIT-UN.TO | DFN.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 3.16 | -1.57 |
Sortino ratioReturn per unit of downside risk | 2.34 | 3.96 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.68 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 4.93 | -2.56 |
Martin ratioReturn relative to average drawdown | 11.62 | 23.37 | -11.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EIT-UN.TO | DFN.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 3.16 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.60 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.37 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.31 | — |
Correlation
The correlation between EIT-UN.TO and DFN.TO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EIT-UN.TO vs. DFN.TO - Dividend Comparison
EIT-UN.TO's dividend yield for the trailing twelve months is around 7.16%, less than DFN.TO's 15.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIT-UN.TO Canoe EIT Income Fund | 7.16% | 7.64% | 7.90% | 9.29% | 8.97% | 104.98% | 108.64% | 11.53% | 11.62% | 11.01% | 10.06% | 10.71% |
DFN.TO Dividend 15 Split Corp. | 15.09% | 16.06% | 17.92% | 14.87% | 15.94% | 15.00% | 11.83% | 13.99% | 15.54% | 12.00% | 11.17% | 11.76% |
Drawdowns
EIT-UN.TO vs. DFN.TO - Drawdown Comparison
The maximum EIT-UN.TO drawdown since its inception was -100.11%, which is greater than DFN.TO's maximum drawdown of -73.88%. Use the drawdown chart below to compare losses from any high point for EIT-UN.TO and DFN.TO.
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Drawdown Indicators
| EIT-UN.TO | DFN.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.11% | -73.88% | -26.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -11.45% | +2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -15.57% | -55.26% | +39.69% |
Max Drawdown (10Y)Largest decline over 10 years | -50.36% | -58.39% | +8.03% |
Current DrawdownCurrent decline from peak | -100.00% | -7.12% | -92.88% |
Average DrawdownAverage peak-to-trough decline | -99.24% | -11.58% | -87.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.42% | -0.65% |
Volatility
EIT-UN.TO vs. DFN.TO - Volatility Comparison
The current volatility for Canoe EIT Income Fund (EIT-UN.TO) is 4.90%, while Dividend 15 Split Corp. (DFN.TO) has a volatility of 11.02%. This indicates that EIT-UN.TO experiences smaller price fluctuations and is considered to be less risky than DFN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIT-UN.TO | DFN.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 11.02% | -6.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 14.59% | -7.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 18.21% | -5.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,193.82% | 25.92% | +1,167.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,020.18% | 30.31% | +989.87% |