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

Performance

PDF.TO vs. FCUH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Core Dividend Fund (PDF.TO) and Fidelity U.S. High Dividend Currency Neutral ETF (FCUH.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 FCUH.TO's 11.37% 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%

FCUH.TO

1D
-0.35%
1M
3.09%
6M
9.28%
YTD
11.37%
1Y
10.35%
3Y*
11.11%
5Y*
8.55%
10Y*
ALL TIME*
7.80%
*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$5.68KCA$16.64KCA$14.07K
CA$201.50KCA$240.90KCA$226.04K

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


2026 (YTD)20252024202320222021202020192018
PDF.TO
Purpose Core Dividend Fund
20.07%20.44%13.61%4.13%-1.74%24.35%-0.79%23.25%-8.34%
FCUH.TO
Fidelity U.S. High Dividend Currency Neutral ETF
11.37%7.12%12.67%9.08%-6.43%31.92%-6.08%22.45%-13.39%

Correlation

The correlation between PDF.TO and FCUH.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.38

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

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2018

0.53

Over the past year, the correlation between PDF.TO and FCUH.TO has dropped to 0.13 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

PDF.TO vs. FCUH.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

FCUH.TO
FCUH.TO Risk / Return Rank: 3737
Overall Rank
FCUH.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FCUH.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
FCUH.TO Omega Ratio Rank: 3838
Omega Ratio Rank
FCUH.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
FCUH.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.

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

This table presents a comparison of risk-adjusted performance metrics for Purpose Core Dividend Fund (PDF.TO) and Fidelity U.S. High Dividend Currency Neutral ETF (FCUH.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.TOFCUH.TODifference
Sharpe ratioReturn per unit of total volatility

+3.15

Sortino ratioReturn per unit of downside risk

+4.62

Omega ratioGain probability vs. loss probability

1.74

1.18

+0.56

Calmar ratioReturn relative to maximum drawdown

5.26

1.44

+3.82

Martin ratioReturn relative to average drawdown

23.86

4.42

+19.44

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

The current PDF.TO Sharpe Ratio is 3.99, which is higher than the FCUH.TO Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of PDF.TO and FCUH.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. FCUH.TO - Drawdown Comparison

The maximum PDF.TO drawdown since its inception was -36.00%, smaller than the maximum FCUH.TO drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for PDF.TO and FCUH.TO.


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Drawdown Indicators


PDF.TOFCUH.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.00%

-45.06%

+9.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-7.22%

+0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-9.28%

-16.03%

+6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-21.80%

+5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-36.00%

Current Drawdown

Current decline from peak

-0.51%

-0.45%

-0.06%

Average Drawdown

Average peak-to-trough decline

-3.45%

-6.05%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

2.37%

-0.97%

Volatility

PDF.TO vs. FCUH.TO - Volatility Comparison

Purpose Core Dividend Fund (PDF.TO) has a higher volatility of 2.48% compared to Fidelity U.S. High Dividend Currency Neutral ETF (FCUH.TO) at 2.15%. This indicates that PDF.TO's price experiences larger fluctuations and is considered to be riskier than FCUH.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.TOFCUH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

2.15%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.86%

6.42%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

8.38%

12.42%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.33%

15.06%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.58%

20.11%

-6.53%

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

PDF.TO has a 0.66% expense ratio, which is higher than FCUH.TO's 0.38% expense ratio.


Dividends

PDF.TO vs. FCUH.TO - Dividend Comparison

PDF.TO's dividend yield for the trailing twelve months is around 2.79%, more than FCUH.TO's 2.45% yield.


PositionTTM20252024202320222021202020192018201720162015
FCUH.TO
Fidelity U.S. High Dividend Currency Neutral ETF
2.45%2.72%2.41%2.57%3.05%2.32%4.23%2.99%0.29%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 FCUH.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FCUH.TO is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCUH.TO is cheaper with a 0.38% expense ratio, compared with 0.66% for PDF.TO.

They also come from different issuers: Purpose Investments Inc. and Fidelity. Their fees differ too: 0.66% for PDF.TO and 0.38% for FCUH.TO.

Portfolio Optimizer

Find the right allocation for PDF.TO and FCUH.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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