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PBI.TO vs. PDF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBI.TO vs. PDF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Best Ideas Fund (PBI.TO) and Purpose Core Dividend Fund (PDF.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, PBI.TO achieves a 3.12% return, which is significantly lower than PDF.TO's 20.07% return. Over the past 10 years, PBI.TO has outperformed PDF.TO with an annualized return of 10.19%, while PDF.TO has yielded a comparatively lower 9.50% annualized return.


PBI.TO

1D
-0.32%
1M
1.32%
6M
2.84%
YTD
3.12%
1Y
8.74%
3Y*
18.28%
5Y*
4.37%
10Y*
10.19%
ALL TIME*
8.93%

PDF.TO

1D
0.62%
1M
2.88%
6M
16.53%
YTD
20.07%
1Y
33.26%
3Y*
18.64%
5Y*
12.14%
10Y*
9.50%
ALL TIME*
10.45%
*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$35.55KCA$37.47KCA$25.30K
CA$201.50KCA$240.90KCA$226.04K

PBI.TO vs. PDF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBI.TO
Purpose Best Ideas Fund
3.12%19.19%23.26%37.57%-39.67%10.70%23.07%35.93%-11.92%22.62%
PDF.TO
Purpose Core Dividend Fund
20.07%20.44%13.61%4.13%-1.74%24.35%-0.79%23.25%-11.14%7.37%

Correlation

The correlation between PBI.TO and PDF.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.24

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

0.27

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

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2014

0.26

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Return for Risk

PBI.TO vs. PDF.TO — Risk / Return Rank

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

PBI.TO
PBI.TO Risk / Return Rank: 2424
Overall Rank
PBI.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PBI.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
PBI.TO Omega Ratio Rank: 2525
Omega Ratio Rank
PBI.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
PBI.TO Martin Ratio Rank: 2424
Martin Ratio Rank

PDF.TO
PDF.TO Risk / Return Rank: 9797
Overall Rank
PDF.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PDF.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
PDF.TO Omega Ratio Rank: 9797
Omega Ratio Rank
PDF.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
PDF.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.

PBI.TO vs. PDF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Best Ideas Fund (PBI.TO) and Purpose Core Dividend Fund (PDF.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.


PBI.TOPDF.TODifference
Sharpe ratioReturn per unit of total volatility

-3.44

Sortino ratioReturn per unit of downside risk

-4.95

Omega ratioGain probability vs. loss probability

1.12

1.74

-0.62

Calmar ratioReturn relative to maximum drawdown

0.54

5.26

-4.72

Martin ratioReturn relative to average drawdown

1.76

23.86

-22.10

PBI.TO vs. PDF.TO - Sharpe Ratio Comparison

The current PBI.TO Sharpe Ratio is 0.55, which is lower than the PDF.TO Sharpe Ratio of 3.99. The chart below compares the historical Sharpe Ratios of PBI.TO and PDF.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

PBI.TO vs. PDF.TO - Drawdown Comparison

The maximum PBI.TO drawdown since its inception was -47.87%, which is greater than PDF.TO's maximum drawdown of -36.00%. Use the drawdown chart below to compare losses from any high point for PBI.TO and PDF.TO.


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Drawdown Indicators


PBI.TOPDF.TODifference

Max Drawdown

Largest peak-to-trough decline

-47.87%

-36.00%

-11.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.18%

-6.35%

-9.83%

Max Drawdown (3Y)

Largest decline over 3 years

-20.01%

-9.28%

-10.73%

Max Drawdown (5Y)

Largest decline over 5 years

-47.87%

-15.81%

-32.06%

Max Drawdown (10Y)

Largest decline over 10 years

-47.87%

-36.00%

-11.87%

Current Drawdown

Current decline from peak

-4.05%

-0.51%

-3.54%

Average Drawdown

Average peak-to-trough decline

-10.08%

-3.45%

-6.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

1.40%

+3.57%

Volatility

PBI.TO vs. PDF.TO - Volatility Comparison

Purpose Best Ideas Fund (PBI.TO) has a higher volatility of 4.30% compared to Purpose Core Dividend Fund (PDF.TO) at 2.48%. This indicates that PBI.TO's price experiences larger fluctuations and is considered to be riskier than PDF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBI.TOPDF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

2.48%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

6.86%

+6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

8.38%

+7.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.24%

10.33%

+11.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.00%

13.58%

+8.42%

PBI.TO vs. PDF.TO - Expense Ratio Comparison

PBI.TO has a 0.82% expense ratio, which is higher than PDF.TO's 0.66% expense ratio.


Dividends

PBI.TO vs. PDF.TO - Dividend Comparison

PBI.TO has not paid dividends to shareholders, while PDF.TO's dividend yield for the trailing twelve months is around 2.79%.


PositionTTM20252024202320222021202020192018201720162015
PBI.TO
Purpose Best Ideas Fund
0.00%3.02%0.00%0.00%2.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDF.TO
Purpose Core Dividend Fund
2.79%3.49%3.82%4.17%3.77%3.19%3.84%3.65%4.33%3.50%3.38%3.40%

Frequently Asked Questions


PBI.TO and PDF.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PDF.TO is cheaper at 0.66% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PDF.TO is cheaper with a 0.66% expense ratio, compared with 0.82% for PBI.TO.

PBI.TO is categorized as Large Cap Blend Equities, while PDF.TO is Dividend. Their fees differ too: 0.82% for PBI.TO and 0.66% for PDF.TO.

Portfolio Optimizer

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