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HAF.TO vs. BND.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAF.TO vs. BND.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Active Global Fixed Income ETF (HAF.TO) and Purpose Global Bond Fund (BND.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HAF.TO achieves a 2.70% return, which is significantly higher than BND.TO's 1.55% return. Both investments have delivered pretty close results over the past 10 years, with HAF.TO having a 2.95% annualized return and BND.TO not far ahead at 3.04%.


HAF.TO

1D
0.29%
1M
0.56%
YTD
2.70%
6M
3.43%
1Y
3.00%
3Y*
5.57%
5Y*
2.57%
10Y*
2.95%

BND.TO

1D
0.22%
1M
1.11%
YTD
1.55%
6M
1.75%
1Y
5.96%
3Y*
7.48%
5Y*
3.28%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAF.TO vs. BND.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAF.TO
Global X Active Global Fixed Income ETF
2.70%2.56%3.65%10.92%-6.00%1.88%2.75%3.00%0.23%4.03%
BND.TO
Purpose Global Bond Fund
1.55%7.26%7.49%8.45%-7.80%2.62%6.14%4.16%-0.91%1.72%

Correlation

The correlation between HAF.TO and BND.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2015

0.13

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Return for Risk

HAF.TO vs. BND.TO — Risk / Return Rank

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

HAF.TO
HAF.TO Risk / Return Rank: 1616
Overall Rank
HAF.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HAF.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
HAF.TO Omega Ratio Rank: 1414
Omega Ratio Rank
HAF.TO Calmar Ratio Rank: 1919
Calmar Ratio Rank
HAF.TO Martin Ratio Rank: 1717
Martin Ratio Rank

BND.TO
BND.TO Risk / Return Rank: 5656
Overall Rank
BND.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BND.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
BND.TO Omega Ratio Rank: 6363
Omega Ratio Rank
BND.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
BND.TO Martin Ratio Rank: 5252
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.

HAF.TO vs. BND.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Active Global Fixed Income ETF (HAF.TO) and Purpose Global Bond Fund (BND.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.


HAF.TOBND.TODifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

1.08

1.36

-0.28

Calmar ratioReturn relative to maximum drawdown

0.78

2.09

-1.31

Martin ratioReturn relative to average drawdown

1.73

8.59

-6.86

HAF.TO vs. BND.TO - Sharpe Ratio Comparison

The current HAF.TO Sharpe Ratio is 0.44, which is lower than the BND.TO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of HAF.TO and BND.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HAF.TO vs. BND.TO - Drawdown Comparison

The maximum HAF.TO drawdown since its inception was -30.65%, which is greater than BND.TO's maximum drawdown of -16.55%. Use the drawdown chart below to compare losses from any high point for HAF.TO and BND.TO.


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Drawdown Indicators


HAF.TOBND.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.65%

-16.55%

-14.10%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-2.87%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-3.94%

-4.46%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-12.13%

-12.43%

+0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-28.04%

-16.55%

-11.49%

Current Drawdown

Current decline from peak

-0.43%

-0.11%

-0.32%

Average Drawdown

Average peak-to-trough decline

-10.04%

-2.10%

-7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

0.70%

+1.03%

Volatility

HAF.TO vs. BND.TO - Volatility Comparison

Global X Active Global Fixed Income ETF (HAF.TO) has a higher volatility of 1.77% compared to Purpose Global Bond Fund (BND.TO) at 1.22%. This indicates that HAF.TO's price experiences larger fluctuations and is considered to be riskier than BND.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAF.TOBND.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.22%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.81%

2.72%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

6.86%

3.14%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.27%

5.10%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.11%

5.15%

+5.96%

Dividends

HAF.TO vs. BND.TO - Dividend Comparison

HAF.TO's dividend yield for the trailing twelve months is around 4.97%, less than BND.TO's 5.82% yield.


PositionTTM20252024202320222021202020192018201720162015
BND.TO
Purpose Global Bond Fund
5.82%5.70%5.24%5.20%4.14%3.67%3.48%3.11%3.96%3.47%3.26%0.53%
HAF.TO
Global X Active Global Fixed Income ETF
4.97%5.05%5.47%5.34%4.36%2.41%3.08%3.23%2.82%3.11%3.98%3.84%

Frequently Asked Questions


HAF.TO and BND.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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