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MUB.TO vs. MFT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUB.TO vs. MFT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Mackenzie Unconstrained Bond ETF (MUB.TO) and Mackenzie Floating Rate Income ETF (MFT.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, MUB.TO achieves a 0.24% return, which is significantly lower than MFT.TO's 2.72% return. Over the past 10 years, MUB.TO has underperformed MFT.TO with an annualized return of 2.85%, while MFT.TO has yielded a comparatively higher 4.43% annualized return.


MUB.TO

1D
-0.28%
1M
-0.70%
6M
-0.36%
YTD
0.24%
1Y
3.01%
3Y*
4.68%
5Y*
1.68%
10Y*
2.85%

MFT.TO

1D
0.19%
1M
0.67%
6M
2.46%
YTD
2.72%
1Y
2.87%
3Y*
5.42%
5Y*
3.75%
10Y*
4.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUB.TO vs. MFT.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUB.TO
Mackenzie Unconstrained Bond ETF
0.24%4.32%5.19%6.36%-7.06%-0.79%5.91%5.34%1.25%4.23%
MFT.TO
Mackenzie Floating Rate Income ETF
2.72%0.81%8.84%11.99%-6.31%5.56%-0.64%6.00%2.29%5.89%

Correlation

The correlation between MUB.TO and MFT.TO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.00

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

0.05

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

0.08

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2016

0.08

The correlation between MUB.TO and MFT.TO shifts across timeframes, from -0.04 (1 year) to 0.08 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

MUB.TO vs. MFT.TO — Risk / Return Rank

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

MUB.TO
MUB.TO Risk / Return Rank: 3030
Overall Rank
MUB.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MUB.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
MUB.TO Omega Ratio Rank: 2626
Omega Ratio Rank
MUB.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
MUB.TO Martin Ratio Rank: 3131
Martin Ratio Rank

MFT.TO
MFT.TO Risk / Return Rank: 4141
Overall Rank
MFT.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MFT.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
MFT.TO Omega Ratio Rank: 3535
Omega Ratio Rank
MFT.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
MFT.TO Martin Ratio Rank: 4040
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.

MUB.TO vs. MFT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mackenzie Unconstrained Bond ETF (MUB.TO) and Mackenzie Floating Rate Income ETF (MFT.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.


MUB.TOMFT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.15

1.20

-0.04

Calmar ratioReturn relative to maximum drawdown

1.52

2.17

-0.66

Martin ratioReturn relative to average drawdown

3.56

5.19

-1.63

MUB.TO vs. MFT.TO - Sharpe Ratio Comparison

The current MUB.TO Sharpe Ratio is 0.89, which is comparable to the MFT.TO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of MUB.TO and MFT.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

MUB.TO vs. MFT.TO - Drawdown Comparison

The maximum MUB.TO drawdown since its inception was -13.12%, smaller than the maximum MFT.TO drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for MUB.TO and MFT.TO.


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Drawdown Indicators


MUB.TOMFT.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-20.87%

+7.75%

Max Drawdown (1Y)

Largest decline over 1 year

-1.99%

-1.33%

-0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-3.21%

-3.40%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-11.78%

-7.45%

-4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

-20.87%

+7.75%

Current Drawdown

Current decline from peak

-1.25%

0.00%

-1.25%

Average Drawdown

Average peak-to-trough decline

-2.33%

-1.38%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.55%

+0.30%

Volatility

MUB.TO vs. MFT.TO - Volatility Comparison

Mackenzie Unconstrained Bond ETF (MUB.TO) has a higher volatility of 1.44% compared to Mackenzie Floating Rate Income ETF (MFT.TO) at 0.79%. This indicates that MUB.TO's price experiences larger fluctuations and is considered to be riskier than MFT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUB.TOMFT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

0.79%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

1.80%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

2.58%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

3.71%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.77%

5.10%

+1.67%

Dividends

MUB.TO vs. MFT.TO - Dividend Comparison

MUB.TO's dividend yield for the trailing twelve months is around 4.50%, less than MFT.TO's 8.28% yield.


PositionTTM2025202420232022202120202019201820172016
MFT.TO
Mackenzie Floating Rate Income ETF
8.28%8.57%9.44%10.40%6.26%3.89%6.18%6.97%6.14%4.84%3.94%
MUB.TO
Mackenzie Unconstrained Bond ETF
4.50%4.93%4.74%4.96%4.96%3.39%3.39%3.98%4.17%4.56%3.02%

Frequently Asked Questions


MUB.TO and MFT.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUB.TO is categorized as Nontraditional Bonds, while MFT.TO is Corporate Bonds.

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