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

Performance

PBD.TO vs. CROP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Total Return Bond Fund (PBD.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, PBD.TO achieves a 0.08% return, which is significantly lower than CROP.TO's 3.58% return.


PBD.TO

1D
-0.43%
1M
-0.98%
6M
-0.28%
YTD
0.08%
1Y
1.56%
3Y*
4.57%
5Y*
1.51%
10Y*
2.02%
ALL TIME*
2.30%

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$31.97KCA$21.56KCA$18.22K

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


2026 (YTD)20252024202320222021
PBD.TO
Purpose Total Return Bond Fund
0.08%4.22%4.89%4.80%-6.19%-0.29%
CROP.TO
Purpose Credit Opportunities Fund
3.58%8.10%12.74%6.36%-5.82%0.07%

Correlation

The correlation between PBD.TO and CROP.TO is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.18

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

0.18

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Return for Risk

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

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

PBD.TO
PBD.TO Risk / Return Rank: 2222
Overall Rank
PBD.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PBD.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
PBD.TO Omega Ratio Rank: 1919
Omega Ratio Rank
PBD.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
PBD.TO Martin Ratio Rank: 2929
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.

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

This table presents a comparison of risk-adjusted performance metrics for Purpose Total Return Bond Fund (PBD.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.


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

-2.32

Sortino ratioReturn per unit of downside risk

-3.49

Omega ratioGain probability vs. loss probability

1.07

1.52

-0.45

Calmar ratioReturn relative to maximum drawdown

0.71

9.40

-8.69

Martin ratioReturn relative to average drawdown

2.55

25.52

-22.97

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

The current PBD.TO Sharpe Ratio is 0.41, which is lower than the CROP.TO Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of PBD.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

PBD.TO vs. CROP.TO - Drawdown Comparison

The maximum PBD.TO drawdown since its inception was -17.68%, 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 PBD.TO and CROP.TO.


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Drawdown Indicators


PBD.TOCROP.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.68%

-8.68%

-9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.19%

-0.91%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-3.41%

-4.10%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-10.12%

Max Drawdown (10Y)

Largest decline over 10 years

-17.68%

Current Drawdown

Current decline from peak

-1.40%

-0.21%

-1.19%

Average Drawdown

Average peak-to-trough decline

-2.34%

-2.42%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.34%

+0.27%

Volatility

PBD.TO vs. CROP.TO - Volatility Comparison

Purpose Total Return Bond Fund (PBD.TO) has a higher volatility of 1.25% compared to Purpose Credit Opportunities Fund (CROP.TO) at 0.61%. This indicates that PBD.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


PBD.TOCROP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

0.61%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

1.85%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

3.16%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.81%

4.41%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.79%

4.41%

+2.38%

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

PBD.TO has a 0.88% expense ratio, which is lower than CROP.TO's 1.97% expense ratio.


Dividends

PBD.TO vs. CROP.TO - Dividend Comparison

PBD.TO's dividend yield for the trailing twelve months is around 4.36%, less than CROP.TO's 5.44% yield.


PositionTTM20252024202320222021202020192018201720162015
CROP.TO
Purpose Credit Opportunities Fund
5.44%5.48%5.61%5.96%5.97%1.33%0.00%0.00%0.00%0.00%0.00%0.00%
PBD.TO
Purpose Total Return Bond Fund
4.36%4.28%4.27%4.25%3.80%3.43%3.32%3.68%3.85%4.50%3.68%3.81%

Frequently Asked Questions


PBD.TO and CROP.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.

On fees, PBD.TO is cheaper at 0.88% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBD.TO is cheaper with a 0.88% expense ratio, compared with 1.97% for CROP.TO.

PBD.TO is categorized as Multisector Bonds, while CROP.TO is Nontraditional Bonds. Their fees differ too: 0.88% for PBD.TO and 1.97% for CROP.TO.

Portfolio Optimizer

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