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PDIV.TO vs. BMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDIV.TO vs. BMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Enhanced Dividend Fund ETF (PDIV.TO) and REX Bitcoin Corporate Treasury Convertible Bond ETF (BMAX). The values are adjusted to include any dividend payments, if applicable.

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PDIV.TO vs. BMAX - Yearly Performance Comparison


Different Trading Currencies

PDIV.TO is traded in CAD, while BMAX is traded in USD. To make them comparable, the BMAX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PDIV.TO achieves a 1.14% return, which is significantly higher than BMAX's 0.63% return.


PDIV.TO

1D
1.48%
1M
-3.00%
YTD
1.14%
6M
5.00%
1Y
13.80%
3Y*
9.78%
5Y*
7.84%
10Y*
8.91%

BMAX

1D
0.10%
1M
2.83%
YTD
0.63%
6M
-19.59%
1Y
-12.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDIV.TO vs. BMAX - Expense Ratio Comparison

PDIV.TO has a 0.77% expense ratio, which is lower than BMAX's 1.14% expense ratio.


Return for Risk

PDIV.TO vs. BMAX — Risk / Return Rank

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

PDIV.TO
PDIV.TO Risk / Return Rank: 7878
Overall Rank
PDIV.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PDIV.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
PDIV.TO Omega Ratio Rank: 8484
Omega Ratio Rank
PDIV.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
PDIV.TO Martin Ratio Rank: 8181
Martin Ratio Rank

BMAX
BMAX Risk / Return Rank: 77
Overall Rank
BMAX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BMAX Sortino Ratio Rank: 66
Sortino Ratio Rank
BMAX Omega Ratio Rank: 77
Omega Ratio Rank
BMAX Calmar Ratio Rank: 66
Calmar Ratio Rank
BMAX Martin Ratio Rank: 77
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.

PDIV.TO vs. BMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Enhanced Dividend Fund ETF (PDIV.TO) and REX Bitcoin Corporate Treasury Convertible Bond ETF (BMAX). 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.


PDIV.TOBMAXDifference

Sharpe ratio

Return per unit of total volatility

1.45

-0.40

+1.86

Sortino ratio

Return per unit of downside risk

1.99

-0.39

+2.38

Omega ratio

Gain probability vs. loss probability

1.33

0.95

+0.38

Calmar ratio

Return relative to maximum drawdown

1.74

-0.44

+2.18

Martin ratio

Return relative to average drawdown

8.94

-0.77

+9.71

PDIV.TO vs. BMAX - Sharpe Ratio Comparison

The current PDIV.TO Sharpe Ratio is 1.45, which is higher than the BMAX Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of PDIV.TO and BMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PDIV.TOBMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

-0.40

+1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

-0.50

+1.09

Correlation

The correlation between PDIV.TO and BMAX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PDIV.TO vs. BMAX - Dividend Comparison

PDIV.TO's dividend yield for the trailing twelve months is around 12.30%, while BMAX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PDIV.TO
Purpose Enhanced Dividend Fund ETF
12.30%12.24%12.35%11.84%6.38%5.59%6.33%5.85%6.80%25.71%5.38%8.10%
BMAX
REX Bitcoin Corporate Treasury Convertible Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PDIV.TO vs. BMAX - Drawdown Comparison

The maximum PDIV.TO drawdown since its inception was -30.64%, roughly equal to the maximum BMAX drawdown of -31.26%. Use the drawdown chart below to compare losses from any high point for PDIV.TO and BMAX.


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Drawdown Indicators


PDIV.TOBMAXDifference

Max Drawdown

Largest peak-to-trough decline

-30.64%

-31.32%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.36%

-31.32%

+22.96%

Max Drawdown (5Y)

Largest decline over 5 years

-14.96%

Max Drawdown (10Y)

Largest decline over 10 years

-30.64%

Current Drawdown

Current decline from peak

-3.25%

-29.17%

+25.92%

Average Drawdown

Average peak-to-trough decline

-4.40%

-15.04%

+10.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

18.44%

-16.81%

Volatility

PDIV.TO vs. BMAX - Volatility Comparison

The current volatility for Purpose Enhanced Dividend Fund ETF (PDIV.TO) is 3.48%, while REX Bitcoin Corporate Treasury Convertible Bond ETF (BMAX) has a volatility of 6.56%. This indicates that PDIV.TO experiences smaller price fluctuations and is considered to be less risky than BMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDIV.TOBMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

6.56%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

5.58%

19.27%

-13.69%

Volatility (1Y)

Calculated over the trailing 1-year period

9.56%

31.50%

-21.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.89%

32.04%

-22.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

32.04%

-18.08%