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MCAD.TO vs. DFCFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCAD.TO vs. DFCFX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Premium Cash Management ETF (MCAD.TO) and DFA Two-Year Fixed Income Portfolio (DFCFX). The values are adjusted to include any dividend payments, if applicable.

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MCAD.TO vs. DFCFX - Yearly Performance Comparison


2026 (YTD)202520242023
MCAD.TO
Evolve Premium Cash Management ETF
0.56%2.85%4.88%2.30%
DFCFX
DFA Two-Year Fixed Income Portfolio
2.37%-2.41%14.38%1.65%
Different Trading Currencies

MCAD.TO is traded in CAD, while DFCFX is traded in USD. To make them comparable, the DFCFX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MCAD.TO achieves a 0.56% return, which is significantly lower than DFCFX's 2.37% return.


MCAD.TO

1D
0.02%
1M
0.19%
YTD
0.56%
6M
1.19%
1Y
2.59%
3Y*
5Y*
10Y*

DFCFX

1D
0.29%
1M
2.36%
YTD
2.37%
6M
1.89%
1Y
-0.24%
3Y*
5.09%
5Y*
5.83%
10Y*
3.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCAD.TO vs. DFCFX - Expense Ratio Comparison

MCAD.TO has a 0.20% expense ratio, which is lower than DFCFX's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MCAD.TO vs. DFCFX — Risk / Return Rank

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

MCAD.TO
MCAD.TO Risk / Return Rank: 100100
Overall Rank
MCAD.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MCAD.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
MCAD.TO Omega Ratio Rank: 100100
Omega Ratio Rank
MCAD.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
MCAD.TO Martin Ratio Rank: 100100
Martin Ratio Rank

DFCFX
DFCFX Risk / Return Rank: 8686
Overall Rank
DFCFX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DFCFX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DFCFX Omega Ratio Rank: 100100
Omega Ratio Rank
DFCFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DFCFX Martin Ratio Rank: 5858
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.

MCAD.TO vs. DFCFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Premium Cash Management ETF (MCAD.TO) and DFA Two-Year Fixed Income Portfolio (DFCFX). 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.


MCAD.TODFCFXDifference

Sharpe ratio

Return per unit of total volatility

6.90

0.05

+6.84

Sortino ratio

Return per unit of downside risk

10.78

0.10

+10.68

Omega ratio

Gain probability vs. loss probability

5.69

1.01

+4.68

Calmar ratio

Return relative to maximum drawdown

16.27

-0.11

+16.38

Martin ratio

Return relative to average drawdown

93.39

-0.20

+93.60

MCAD.TO vs. DFCFX - Sharpe Ratio Comparison

The current MCAD.TO Sharpe Ratio is 6.90, which is higher than the DFCFX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of MCAD.TO and DFCFX, 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


MCAD.TODFCFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.90

0.05

+6.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

5.85

0.30

+5.55

Correlation

The correlation between MCAD.TO and DFCFX is 0.03, 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

MCAD.TO vs. DFCFX - Dividend Comparison

MCAD.TO's dividend yield for the trailing twelve months is around 2.57%, less than DFCFX's 2.94% yield.


TTM20252024202320222021202020192018201720162015
MCAD.TO
Evolve Premium Cash Management ETF
2.57%2.83%4.78%2.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFCFX
DFA Two-Year Fixed Income Portfolio
2.94%2.16%4.90%3.43%1.32%8.29%0.67%2.22%1.87%1.22%0.79%0.53%

Drawdowns

MCAD.TO vs. DFCFX - Drawdown Comparison

The maximum MCAD.TO drawdown since its inception was -0.43%, smaller than the maximum DFCFX drawdown of -20.84%. Use the drawdown chart below to compare losses from any high point for MCAD.TO and DFCFX.


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Drawdown Indicators


MCAD.TODFCFXDifference

Max Drawdown

Largest peak-to-trough decline

-0.43%

-4.27%

+3.84%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-1.03%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-4.27%

Max Drawdown (10Y)

Largest decline over 10 years

-4.27%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.02%

-0.26%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.38%

-0.35%

Volatility

MCAD.TO vs. DFCFX - Volatility Comparison

The current volatility for Evolve Premium Cash Management ETF (MCAD.TO) is 0.04%, while DFA Two-Year Fixed Income Portfolio (DFCFX) has a volatility of 1.30%. This indicates that MCAD.TO experiences smaller price fluctuations and is considered to be less risky than DFCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCAD.TODFCFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

1.30%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

0.28%

3.45%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

0.38%

5.59%

-5.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.77%

7.62%

-6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.77%

7.45%

-6.68%