MFC-PF.TO vs. DGS.TO
MFC-PF.TO (Manulife Financial Corporation) and DGS.TO (Dividend Growth Split Corp.) are both stocks. Both are in the Financial Services sector — MFC-PF.TO in Insurance - Life, DGS.TO in Asset Management. Over the past 10 years, MFC-PF.TO returned 8.36%/yr vs 17.29%/yr for DGS.TO. At a 0.13 correlation, their price movements are largely independent.
Performance
MFC-PF.TO vs. DGS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, MFC-PF.TO achieves a 12.76% return, which is significantly lower than DGS.TO's 17.83% return. Over the past 10 years, MFC-PF.TO has underperformed DGS.TO with an annualized return of 8.36%, while DGS.TO has yielded a comparatively higher 17.29% annualized return.
MFC-PF.TO
- 1D
- -1.07%
- 1M
- -2.93%
- YTD
- 12.76%
- 6M
- 14.63%
- 1Y
- 24.30%
- 3Y*
- 25.20%
- 5Y*
- 7.52%
- 10Y*
- 8.36%
DGS.TO
- 1D
- 0.58%
- 1M
- 4.80%
- YTD
- 17.83%
- 6M
- 23.48%
- 1Y
- 48.65%
- 3Y*
- 36.88%
- 5Y*
- 21.48%
- 10Y*
- 17.29%
MFC-PF.TO vs. DGS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFC-PF.TO Manulife Financial Corporation | 12.76% | 15.60% | 26.41% | 15.16% | -27.88% | 59.83% | -4.85% | -8.66% | -15.57% | 31.59% |
DGS.TO Dividend Growth Split Corp. | 17.83% | 34.53% | 62.16% | -6.12% | -1.94% | 132.50% | -33.14% | 69.73% | -49.39% | 19.75% |
Correlation
The correlation between MFC-PF.TO and DGS.TO is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2011 | 0.13 |
The correlation between MFC-PF.TO and DGS.TO shifts across timeframes, from -0.10 (1 year) to 0.17 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
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Return for Risk
MFC-PF.TO vs. DGS.TO — Risk / Return Rank
MFC-PF.TO
DGS.TO
MFC-PF.TO vs. DGS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Manulife Financial Corporation (MFC-PF.TO) and Dividend Growth Split Corp. (DGS.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.
| MFC-PF.TO | DGS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.65 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 4.32 | -0.97 |
| Martin ratioReturn relative to average drawdown | 7.11 | 18.25 | -11.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MFC-PF.TO | DGS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 3.23 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.75 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.50 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.27 | -0.11 |
Drawdowns
MFC-PF.TO vs. DGS.TO - Drawdown Comparison
The maximum MFC-PF.TO drawdown since its inception was -65.21%, smaller than the maximum DGS.TO drawdown of -85.18%. Use the drawdown chart below to compare losses from any high point for MFC-PF.TO and DGS.TO.
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Drawdown Indicators
| MFC-PF.TO | DGS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.21% | -85.18% | +19.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -11.26% | +3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -17.95% | -27.87% | +9.92% |
Max Drawdown (5Y)Largest decline over 5 years | -35.73% | -40.18% | +4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -63.75% | -63.34% | -0.41% |
Current DrawdownCurrent decline from peak | -2.93% | 0.00% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -16.74% | -14.17% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.66% | +0.84% |
Volatility
MFC-PF.TO vs. DGS.TO - Volatility Comparison
Manulife Financial Corporation (MFC-PF.TO) has a higher volatility of 6.56% compared to Dividend Growth Split Corp. (DGS.TO) at 2.39%. This indicates that MFC-PF.TO's price experiences larger fluctuations and is considered to be riskier than DGS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFC-PF.TO | DGS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 2.39% | +4.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 13.92% | -4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.50% | 15.05% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 28.94% | -10.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.21% | 35.11% | -12.90% |
Dividends
MFC-PF.TO vs. DGS.TO - Dividend Comparison
MFC-PF.TO's dividend yield for the trailing twelve months is around 2.77%, less than DGS.TO's 13.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGS.TO Dividend Growth Split Corp. | 13.89% | 15.40% | 17.47% | 5.86% | 17.42% | 14.68% | 5.88% | 15.18% | 24.93% | 14.85% | 15.33% | 17.91% |
MFC-PF.TO Manulife Financial Corporation | 2.77% | 3.08% | 3.44% | 4.20% | 4.62% | 3.09% | 4.60% | 4.16% | 3.65% | 2.99% | 5.58% | 7.00% |
Financials
MFC-PF.TO vs. DGS.TO - Financials Comparison
This section allows you to compare key financial metrics between Manulife Financial Corporation and Dividend Growth 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
Frequently Asked Questions
MFC-PF.TO and DGS.TO have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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