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INTY.TO vs. BIGY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INTY.TO vs. BIGY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve International Equity UltraYield ETF (INTY.TO) and Evolve US Equity UltraYield ETF (BIGY.TO). The values are adjusted to include any dividend payments, if applicable.

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INTY.TO vs. BIGY.TO - Yearly Performance Comparison


Returns By Period


INTY.TO

1D
1.23%
1M
-6.30%
YTD
6M
1Y
3Y*
5Y*
10Y*

BIGY.TO

1D
0.00%
1M
-10.56%
YTD
-19.53%
6M
-23.89%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INTY.TO vs. BIGY.TO - Expense Ratio Comparison

INTY.TO has a 0.60% expense ratio, which is higher than BIGY.TO's 0.40% expense ratio.


Return for Risk

INTY.TO vs. BIGY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve International Equity UltraYield ETF (INTY.TO) and Evolve US Equity UltraYield ETF (BIGY.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

INTY.TO vs. BIGY.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


INTY.TOBIGY.TODifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.40

-1.09

-0.31

Correlation

The correlation between INTY.TO and BIGY.TO is 0.61, 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.


Dividends

INTY.TO vs. BIGY.TO - Dividend Comparison

INTY.TO's dividend yield for the trailing twelve months is around 4.70%, less than BIGY.TO's 23.72% yield.


Drawdowns

INTY.TO vs. BIGY.TO - Drawdown Comparison

The maximum INTY.TO drawdown since its inception was -11.06%, smaller than the maximum BIGY.TO drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for INTY.TO and BIGY.TO.


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Drawdown Indicators


INTY.TOBIGY.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.06%

-27.82%

+16.76%

Current Drawdown

Current decline from peak

-9.21%

-27.82%

+18.61%

Average Drawdown

Average peak-to-trough decline

-5.34%

-10.27%

+4.93%

Volatility

INTY.TO vs. BIGY.TO - Volatility Comparison


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Volatility by Period


INTY.TOBIGY.TODifference

Volatility (1Y)

Calculated over the trailing 1-year period

23.46%

29.34%

-5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.46%

29.34%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.46%

29.34%

-5.88%