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IGB.TO vs. CROP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGB.TO vs. CROP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Global Bond Class (IGB.TO) and Purpose Credit Opportunities Fund (CROP.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, IGB.TO achieves a -0.32% return, which is significantly lower than CROP.TO's 3.58% return.


IGB.TO

1D
0.00%
1M
-1.48%
6M
-0.65%
YTD
-0.32%
1Y
1.77%
3Y*
5.79%
5Y*
2.38%
10Y*
ALL TIME*
2.74%

CROP.TO

1D
0.05%
1M
0.30%
6M
3.10%
YTD
3.58%
1Y
8.55%
3Y*
9.57%
5Y*
10Y*
ALL TIME*
5.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$135.05KCA$183.63KCA$411.80K
CA$95.58KCA$158.59KCA$295.38K

IGB.TO vs. CROP.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGB.TO
Purpose Global Bond Class
-0.32%6.05%7.47%7.40%-7.68%0.21%
CROP.TO
Purpose Credit Opportunities Fund
3.58%8.10%12.74%6.36%-5.82%0.07%

Correlation

The correlation between IGB.TO and CROP.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.21

The correlation between IGB.TO and CROP.TO shifts across timeframes, from 0.21 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IGB.TO vs. CROP.TO — Risk / Return Rank

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

IGB.TO
IGB.TO Risk / Return Rank: 2525
Overall Rank
IGB.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGB.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
IGB.TO Omega Ratio Rank: 2626
Omega Ratio Rank
IGB.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
IGB.TO Martin Ratio Rank: 2626
Martin Ratio Rank

CROP.TO
CROP.TO Risk / Return Rank: 9696
Overall Rank
CROP.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CROP.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CROP.TO Omega Ratio Rank: 9494
Omega Ratio Rank
CROP.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
CROP.TO Martin Ratio Rank: 9696
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.

IGB.TO vs. CROP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Global Bond Class (IGB.TO) and Purpose Credit Opportunities Fund (CROP.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.


IGB.TOCROP.TODifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-3.15

Omega ratioGain probability vs. loss probability

1.12

1.52

-0.40

Calmar ratioReturn relative to maximum drawdown

0.62

9.40

-8.78

Martin ratioReturn relative to average drawdown

2.16

25.52

-23.36

IGB.TO vs. CROP.TO - Sharpe Ratio Comparison

The current IGB.TO Sharpe Ratio is 0.63, which is lower than the CROP.TO Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of IGB.TO and CROP.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

IGB.TO vs. CROP.TO - Drawdown Comparison

The maximum IGB.TO drawdown since its inception was -16.40%, which is greater than CROP.TO's maximum drawdown of -8.68%. Use the drawdown chart below to compare losses from any high point for IGB.TO and CROP.TO.


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Drawdown Indicators


IGB.TOCROP.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.40%

-8.68%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-0.91%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-4.28%

-4.10%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-12.34%

Current Drawdown

Current decline from peak

-1.60%

-0.21%

-1.39%

Average Drawdown

Average peak-to-trough decline

-2.37%

-2.42%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.34%

+0.48%

Volatility

IGB.TO vs. CROP.TO - Volatility Comparison

Purpose Global Bond Class (IGB.TO) has a higher volatility of 0.73% compared to Purpose Credit Opportunities Fund (CROP.TO) at 0.61%. This indicates that IGB.TO's price experiences larger fluctuations and is considered to be riskier than CROP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGB.TOCROP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.61%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

1.85%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

2.81%

3.16%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.79%

4.41%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.75%

4.41%

+1.34%

IGB.TO vs. CROP.TO - Expense Ratio Comparison

IGB.TO has a 0.55% expense ratio, which is lower than CROP.TO's 1.97% expense ratio.


Dividends

IGB.TO vs. CROP.TO - Dividend Comparison

IGB.TO's dividend yield for the trailing twelve months is around 4.86%, less than CROP.TO's 5.44% yield.


PositionTTM20252024202320222021202020192018
CROP.TO
Purpose Credit Opportunities Fund
5.44%5.48%5.61%5.96%5.97%1.33%0.00%0.00%0.00%
IGB.TO
Purpose Global Bond Class
4.86%5.18%5.23%4.58%4.14%3.67%3.48%2.86%1.58%

Frequently Asked Questions


IGB.TO and CROP.TO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGB.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGB.TO is cheaper with a 0.55% expense ratio, compared with 1.97% for CROP.TO.

IGB.TO is categorized as Global Bonds, while CROP.TO is Nontraditional Bonds. Their fees differ too: 0.55% for IGB.TO and 1.97% for CROP.TO.

Portfolio Optimizer

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