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EIT-UN.TO vs. DFN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIT-UN.TO vs. DFN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canoe EIT Income Fund (EIT-UN.TO) and Dividend 15 Split Corp. (DFN.TO). The values are adjusted to include any dividend payments, if applicable.

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EIT-UN.TO vs. DFN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EIT-UN.TO vs. DFN.TO — Risk / Return Rank

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

EIT-UN.TO
EIT-UN.TO Risk / Return Rank: 8888
Overall Rank
EIT-UN.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EIT-UN.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
EIT-UN.TO Omega Ratio Rank: 8686
Omega Ratio Rank
EIT-UN.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
EIT-UN.TO Martin Ratio Rank: 9393
Martin Ratio Rank

DFN.TO
DFN.TO Risk / Return Rank: 9797
Overall Rank
DFN.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DFN.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
DFN.TO Omega Ratio Rank: 9898
Omega Ratio Rank
DFN.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
DFN.TO Martin Ratio Rank: 9898
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.

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.TODFN.TODifference

Sharpe ratio

Return per unit of total volatility

1.59

3.16

-1.57

Sortino ratio

Return per unit of downside risk

2.34

3.96

-1.62

Omega ratio

Gain probability vs. loss probability

1.36

1.68

-0.33

Calmar ratio

Return relative to maximum drawdown

2.37

4.93

-2.56

Martin ratio

Return relative to average drawdown

11.62

23.37

-11.74

EIT-UN.TO vs. DFN.TO - Sharpe Ratio Comparison

The current EIT-UN.TO Sharpe Ratio is 1.59, which is lower than the DFN.TO Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of EIT-UN.TO and DFN.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.


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Sharpe Ratios by Period


EIT-UN.TODFN.TODifference

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.


TTM20252024202320222021202020192018201720162015
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.TODFN.TODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-100.00%

-7.12%

-92.88%

Average Drawdown

Average peak-to-trough decline

-99.24%

-11.58%

-87.66%

Ulcer Index

Depth 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.TODFN.TODifference

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%