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

PDF.TO vs. BLOV.TO

Last updated Jul 25, 2026
Documentation

PDF.TO (Purpose Core Dividend Fund) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. Both are actively managed. Over the past 5 years, PDF.TO returned 12.14%/yr vs 7.93%/yr for BLOV.TO. At a 0.25 correlation, their price movements are largely independent.

Performance

PDF.TO vs. BLOV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Core Dividend Fund (PDF.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PDF.TO achieves a 20.07% return, which is significantly higher than BLOV.TO's 12.06% return.

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%

BLOV.TO

1D
-0.15%
1M
-0.21%
6M
9.75%
YTD
12.06%
1Y
18.15%
3Y*
11.57%
5Y*
7.93%
10Y*
—
ALL TIME*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BLOV.TO

Brompton North American Low Volatility Dividend ETF
CA$7.69KCA$15.55KCA$11.02K

PDF.TO

Purpose Core Dividend Fund
CA$201.50KCA$240.90KCA$226.04K

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

2026 (YTD)202520242023202220212020
PDF.TO
Purpose Core Dividend Fund		20.07%20.44%13.61%4.13%-1.74%24.35%20.32%
BLOV.TO
Brompton North American Low Volatility Dividend ETF		12.06%14.08%11.35%-1.53%-6.53%21.12%8.97%

Correlation

The correlation between PDF.TO and BLOV.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.25

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

0.29

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

0.30

Correlation (All Time)
Calculated using the full available price history since May 5, 2020

0.25

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Purpose Core Dividend Fund

Brompton North American Low Volatility Dividend ETF

Often compared with PDF.TO:
PDF.TO vs. ZWH.TOPDF.TO vs. PID.TOPDF.TO vs. VGG.TOPDF.TO vs. ZLB.TOPDF.TO vs. XIC.TOPDF.TO vs. BGC.TOPDF.TO vs. RCD.TO
Often compared with BLOV.TO:
BLOV.TO vs. BEPR.TOBLOV.TO vs. BDIV.TOBLOV.TO vs. EDGF.TOBLOV.TO vs. BFIN.TOBLOV.TO vs. TLF.TOBLOV.TO vs. FCUH.TOBLOV.TO vs. BPRF.TO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
BLOV.TO
BLOV.TO Risk / Return Rank: 8787
Overall Rank
BLOV.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BLOV.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
BLOV.TO Omega Ratio Rank: 8989
Omega Ratio Rank
BLOV.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
BLOV.TO Martin Ratio Rank: 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for Purpose Core Dividend Fund (PDF.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.

PDF.TOBLOV.TODifference
Sharpe ratioReturn per unit of total volatility
3.99
2.02

+1.97

Sortino ratioReturn per unit of downside risk
5.81
2.95

+2.86

Omega ratioGain probability vs. loss probability

1.74

1.41

+0.33

Calmar ratioReturn relative to maximum drawdown

5.26

3.54

+1.72

Martin ratioReturn relative to average drawdown

23.86

11.63

+12.23

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

The current PDF.TO Sharpe Ratio is 3.99, which is higher than the BLOV.TO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of PDF.TO and BLOV.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

PDF.TO vs. BLOV.TO - Drawdown Comparison

The maximum PDF.TO drawdown since its inception was -36.00%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for PDF.TO and BLOV.TO.

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Drawdown Indicators

PDF.TOBLOV.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.00%

-46.98%

+10.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-5.23%

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-9.28%

-41.52%

+32.24%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-46.98%

+31.17%

Max Drawdown (10Y)

Largest decline over 10 years

-36.00%

—

—

Current Drawdown

Current decline from peak

-0.51%

-2.58%

+2.07%

Average Drawdown

Average peak-to-trough decline

-3.45%

-4.47%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.59%

-0.19%

Volatility

PDF.TO vs. BLOV.TO - Volatility Comparison

The current volatility for Purpose Core Dividend Fund (PDF.TO) is 2.48%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 3.75%. This indicates that PDF.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PDF.TOBLOV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

3.75%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

6.86%

7.80%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

8.38%

9.19%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.33%

33.19%

-22.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.58%

30.12%

-16.54%

Dividends

PDF.TO vs. BLOV.TO - Dividend Comparison

PDF.TO's dividend yield for the trailing twelve months is around 2.79%, less than BLOV.TO's 3.76% yield.

PositionTTM20252024202320222021202020192018201720162015
BLOV.TO
Brompton North American Low Volatility Dividend ETF		3.76%4.13%4.51%4.80%4.25%3.19%2.45%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

PDF.TO and BLOV.TO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Purpose Investments Inc. and Brompton.

Portfolio Optimizer

Find the right allocation for PDF.TO and BLOV.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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