GDV.TO vs. DFN.TO
Compare and contrast key facts about Global Dividend Growth Split Corp. (GDV.TO) and Dividend 15 Split Corp. (DFN.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GDV.TO or DFN.TO.
Key characteristics
| GDV.TO | DFN.TO | |
|---|---|---|
| YTD Return | 35.88% | 34.81% |
| 1Y Return | 49.84% | 84.70% |
| 3Y Return (Ann) | 7.78% | 6.16% |
| 5Y Return (Ann) | 12.44% | 8.49% |
| Sharpe Ratio | 4.06 | 3.43 |
| Sortino Ratio | 5.28 | 4.26 |
| Omega Ratio | 1.74 | 1.61 |
| Calmar Ratio | 2.45 | 2.29 |
| Martin Ratio | 40.82 | 24.86 |
| Ulcer Index | 1.38% | 4.52% |
| Daily Std Dev | 13.90% | 32.70% |
| Max Drawdown | -58.15% | -73.37% |
| Current Drawdown | -4.94% | -1.91% |
Fundamentals
| GDV.TO | DFN.TO |
|---|
Correlation
The correlation between GDV.TO and DFN.TO is 0.52, 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.
Performance
GDV.TO vs. DFN.TO - Performance Comparison
The year-to-date returns for both stocks are quite close, with GDV.TO having a 35.88% return and DFN.TO slightly lower at 34.81%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GDV.TO vs. DFN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Dividend Growth Split Corp. (GDV.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.
Dividends
GDV.TO vs. DFN.TO - Dividend Comparison
GDV.TO's dividend yield for the trailing twelve months is around 11.00%, less than DFN.TO's 16.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDV.TO Global Dividend Growth Split Corp. | 11.00% | 13.54% | 11.21% | 9.49% | 11.43% | 10.70% | 7.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFN.TO Dividend 15 Split Corp. | 16.23% | 14.87% | 15.94% | 15.00% | 11.83% | 13.99% | 15.54% | 11.54% | 11.17% | 11.76% | 10.09% | 10.87% |
Drawdowns
GDV.TO vs. DFN.TO - Drawdown Comparison
The maximum GDV.TO drawdown since its inception was -58.15%, smaller than the maximum DFN.TO drawdown of -73.37%. Use the drawdown chart below to compare losses from any high point for GDV.TO and DFN.TO. For additional features, visit the drawdowns tool.
Volatility
GDV.TO vs. DFN.TO - Volatility Comparison
Global Dividend Growth Split Corp. (GDV.TO) has a higher volatility of 3.81% compared to Dividend 15 Split Corp. (DFN.TO) at 3.42%. This indicates that GDV.TO's price experiences larger fluctuations and is considered to be riskier than DFN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GDV.TO vs. DFN.TO - Financials Comparison
This section allows you to compare key financial metrics between Global Dividend Growth Split Corp. and Dividend 15 Split Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities