PortfoliosLab logoPortfoliosLab logo
PDF.TO vs. PBD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDF.TO vs. PBD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Core Dividend Fund (PDF.TO) and Purpose Total Return Bond Fund (PBD.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 PBD.TO's 0.08% return. Over the past 10 years, PDF.TO has outperformed PBD.TO with an annualized return of 9.50%, while PBD.TO has yielded a comparatively lower 2.02% annualized 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%

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%
*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$31.97KCA$21.56KCA$18.22K
CA$201.50KCA$240.90KCA$226.04K

PDF.TO vs. PBD.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%
PBD.TO
Purpose Total Return Bond Fund
0.08%4.22%4.89%4.80%-6.19%0.05%6.85%6.23%-3.51%2.15%

Correlation

The correlation between PDF.TO and PBD.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.23

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

0.23

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

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2013

0.24

Compare stocks, funds, or ETFs

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


Return for Risk

PDF.TO vs. PBD.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

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
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. PBD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Core Dividend Fund (PDF.TO) and Purpose Total Return Bond Fund (PBD.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.TOPBD.TODifference
Sharpe ratioReturn per unit of total volatility

+3.58

Sortino ratioReturn per unit of downside risk

+5.20

Omega ratioGain probability vs. loss probability

1.74

1.07

+0.66

Calmar ratioReturn relative to maximum drawdown

5.26

0.71

+4.55

Martin ratioReturn relative to average drawdown

23.86

2.55

+21.31

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

The current PDF.TO Sharpe Ratio is 3.99, which is higher than the PBD.TO Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of PDF.TO and PBD.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.


Loading charts...

Drawdowns

PDF.TO vs. PBD.TO - Drawdown Comparison

The maximum PDF.TO drawdown since its inception was -36.00%, which is greater than PBD.TO's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for PDF.TO and PBD.TO.


Loading charts...

Drawdown Indicators


PDF.TOPBD.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.00%

-17.68%

-18.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-2.19%

-4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-9.28%

-3.41%

-5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-10.12%

-5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-36.00%

-17.68%

-18.32%

Current Drawdown

Current decline from peak

-0.51%

-1.40%

+0.89%

Average Drawdown

Average peak-to-trough decline

-3.45%

-2.34%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

0.61%

+0.79%

Volatility

PDF.TO vs. PBD.TO - Volatility Comparison

Purpose Core Dividend Fund (PDF.TO) has a higher volatility of 2.48% compared to Purpose Total Return Bond Fund (PBD.TO) at 1.25%. This indicates that PDF.TO's price experiences larger fluctuations and is considered to be riskier than PBD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PDF.TOPBD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

1.25%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

6.86%

2.82%

+4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

8.38%

3.85%

+4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.33%

4.81%

+5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.58%

6.79%

+6.79%

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

PDF.TO has a 0.66% expense ratio, which is lower than PBD.TO's 0.88% expense ratio.


Dividends

PDF.TO vs. PBD.TO - Dividend Comparison

PDF.TO's dividend yield for the trailing twelve months is around 2.79%, less than PBD.TO's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
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 PBD.TO have a correlation of 0.21, 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 0.88% for PBD.TO.

PDF.TO is categorized as Dividend, while PBD.TO is Multisector Bonds. Their fees differ too: 0.66% for PDF.TO and 0.88% for PBD.TO.

Portfolio Optimizer

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

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

Open Portfolio Optimizer