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

Performance

PDF.TO vs. CDZ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Core Dividend Fund (PDF.TO) and iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.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, PDF.TO achieves a 20.07% return, which is significantly higher than CDZ.TO's 13.98% return. Both investments have delivered pretty close results over the past 10 years, with PDF.TO having a 9.50% annualized return and CDZ.TO not far behind at 9.41%.


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%

CDZ.TO

1D
0.55%
1M
4.59%
6M
14.95%
YTD
13.98%
1Y
18.76%
3Y*
16.42%
5Y*
10.22%
10Y*
9.41%
ALL TIME*
8.00%
*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$736.65KCA$801.48KCA$803.64K
CA$201.50KCA$240.90KCA$226.04K

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


2026 (YTD)202520242023202220212020201920182017
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%
CDZ.TO
iShares S&P/TSX Canadian Dividend Aristocrats Index ETF
13.98%13.46%17.94%9.05%-4.39%22.95%-3.15%25.82%-8.72%5.06%

Correlation

The correlation between PDF.TO and CDZ.TO is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.79

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

0.80

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

0.79

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2013

0.77

The correlation between PDF.TO and CDZ.TO has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

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Return for Risk

PDF.TO vs. CDZ.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

CDZ.TO
CDZ.TO Risk / Return Rank: 7575
Overall Rank
CDZ.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CDZ.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
CDZ.TO Omega Ratio Rank: 8888
Omega Ratio Rank
CDZ.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
CDZ.TO Martin Ratio Rank: 7474
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. CDZ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Core Dividend Fund (PDF.TO) and iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.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.TOCDZ.TODifference
Sharpe ratioReturn per unit of total volatility

+2.30

Sortino ratioReturn per unit of downside risk

+3.67

Omega ratioGain probability vs. loss probability

1.74

1.39

+0.35

Calmar ratioReturn relative to maximum drawdown

5.26

2.57

+2.69

Martin ratioReturn relative to average drawdown

23.86

9.21

+14.65

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

The current PDF.TO Sharpe Ratio is 3.99, which is higher than the CDZ.TO Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of PDF.TO and CDZ.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. CDZ.TO - Drawdown Comparison

The maximum PDF.TO drawdown since its inception was -36.00%, smaller than the maximum CDZ.TO drawdown of -49.23%. Use the drawdown chart below to compare losses from any high point for PDF.TO and CDZ.TO.


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Drawdown Indicators


PDF.TOCDZ.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.00%

-49.23%

+13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-7.33%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-9.28%

-13.00%

+3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-17.15%

+1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-36.00%

-45.70%

+9.70%

Current Drawdown

Current decline from peak

-0.51%

0.00%

-0.51%

Average Drawdown

Average peak-to-trough decline

-3.45%

-6.11%

+2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

2.04%

-0.64%

Volatility

PDF.TO vs. CDZ.TO - Volatility Comparison

Purpose Core Dividend Fund (PDF.TO) has a higher volatility of 2.48% compared to iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.TO) at 2.12%. This indicates that PDF.TO's price experiences larger fluctuations and is considered to be riskier than CDZ.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.TOCDZ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

2.12%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

6.86%

5.86%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

8.38%

11.17%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.33%

11.30%

-0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.58%

14.76%

-1.18%

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

Both PDF.TO and CDZ.TO have an expense ratio of 0.66%.


Dividends

PDF.TO vs. CDZ.TO - Dividend Comparison

PDF.TO's dividend yield for the trailing twelve months is around 2.79%, less than CDZ.TO's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
CDZ.TO
iShares S&P/TSX Canadian Dividend Aristocrats Index ETF
2.96%3.45%3.61%3.77%3.73%3.04%3.82%3.80%4.51%3.54%3.62%3.85%
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 CDZ.TO have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.66% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

PDF.TO and CDZ.TO have the same expense ratio: 0.66% per year.

PDF.TO is categorized as Dividend, while CDZ.TO is Canada Equities. They also come from different issuers: Purpose Investments Inc. and iShares.

Portfolio Optimizer

Find the right allocation for PDF.TO and CDZ.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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