PortfoliosLab logoPortfoliosLab logo
PDIV.TO vs. BND.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDIV.TO vs. BND.TO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, PDIV.TO achieves a 11.04% return, which is significantly higher than BND.TO's 0.22% return. Over the past 10 years, PDIV.TO has outperformed BND.TO with an annualized return of 9.12%, while BND.TO has yielded a comparatively lower 2.78% annualized return.


PDIV.TO

1D
0.00%
1M
1.59%
6M
9.14%
YTD
11.04%
1Y
21.28%
3Y*
12.15%
5Y*
8.19%
10Y*
9.12%
ALL TIME*
9.26%

BND.TO

1D
-0.11%
1M
-1.51%
6M
-0.09%
YTD
0.22%
1Y
3.10%
3Y*
6.74%
5Y*
2.90%
10Y*
2.78%
ALL TIME*
2.98%
*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$509.73KCA$810.65KCA$795.74K
CA$121.14KCA$151.92KCA$204.94K

PDIV.TO vs. BND.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDIV.TO
Purpose Enhanced Dividend Fund ETF
11.04%14.66%10.71%4.64%-4.39%20.18%-1.15%23.57%-15.24%26.84%
BND.TO
Purpose Global Bond Fund
0.22%7.26%7.49%8.45%-7.80%2.62%6.14%4.16%-0.91%1.72%

Correlation

The correlation between PDIV.TO and BND.TO is 0.27, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.27

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.16

Correlation (10Y)
Provides a long-term view across more market conditions.

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2015

0.13

The correlation between PDIV.TO and BND.TO shifts across timeframes, from 0.13 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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

PDIV.TO vs. BND.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PDIV.TO
PDIV.TO Risk / Return Rank: 9494
Overall Rank
PDIV.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PDIV.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
PDIV.TO Omega Ratio Rank: 9696
Omega Ratio Rank
PDIV.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
PDIV.TO Martin Ratio Rank: 9393
Martin Ratio Rank

BND.TO
BND.TO Risk / Return Rank: 3737
Overall Rank
BND.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BND.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
BND.TO Omega Ratio Rank: 3737
Omega Ratio Rank
BND.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
BND.TO Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for Purpose Enhanced Dividend Fund ETF (PDIV.TO) and Purpose Global Bond Fund (BND.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.


PDIV.TOBND.TODifference
Sharpe ratioReturn per unit of total volatility

+2.01

Sortino ratioReturn per unit of downside risk

+2.71

Omega ratioGain probability vs. loss probability

1.60

1.18

+0.43

Calmar ratioReturn relative to maximum drawdown

3.98

1.11

+2.87

Martin ratioReturn relative to average drawdown

17.35

4.16

+13.19

PDIV.TO vs. BND.TO - Sharpe Ratio Comparison

The current PDIV.TO Sharpe Ratio is 2.99, which is higher than the BND.TO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of PDIV.TO and BND.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

PDIV.TO vs. BND.TO - Drawdown Comparison

The maximum PDIV.TO drawdown since its inception was -30.64%, which is greater than BND.TO's maximum drawdown of -16.55%. Use the drawdown chart below to compare losses from any high point for PDIV.TO and BND.TO.


Loading charts...

Drawdown Indicators


PDIV.TOBND.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.64%

-16.55%

-14.09%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-2.87%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-8.82%

-4.33%

-4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-15.93%

-12.43%

-3.50%

Max Drawdown (10Y)

Largest decline over 10 years

-30.64%

-16.55%

-14.09%

Current Drawdown

Current decline from peak

-0.36%

-1.56%

+1.20%

Average Drawdown

Average peak-to-trough decline

-4.31%

-2.09%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

0.76%

+0.45%

Volatility

PDIV.TO vs. BND.TO - Volatility Comparison

Purpose Enhanced Dividend Fund ETF (PDIV.TO) has a higher volatility of 2.04% compared to Purpose Global Bond Fund (BND.TO) at 1.04%. This indicates that PDIV.TO's price experiences larger fluctuations and is considered to be riskier than BND.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PDIV.TOBND.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

1.04%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

5.58%

2.81%

+2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

7.03%

3.23%

+3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.07%

5.11%

+4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.84%

5.15%

+8.69%

PDIV.TO vs. BND.TO - Expense Ratio Comparison

PDIV.TO has a 0.77% expense ratio, which is higher than BND.TO's 0.45% expense ratio.


Dividends

PDIV.TO vs. BND.TO - Dividend Comparison

PDIV.TO's dividend yield for the trailing twelve months is around 11.66%, more than BND.TO's 5.93% yield.


PositionTTM20252024202320222021202020192018201720162015
BND.TO
Purpose Global Bond Fund
5.93%5.70%5.24%5.20%4.14%3.67%3.48%3.11%3.96%3.47%3.26%0.53%
PDIV.TO
Purpose Enhanced Dividend Fund ETF
11.66%11.23%12.35%11.84%6.38%5.59%6.33%5.85%6.80%25.71%5.38%8.10%

Frequently Asked Questions


PDIV.TO and BND.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BND.TO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BND.TO is cheaper with a 0.45% expense ratio, compared with 0.77% for PDIV.TO.

PDIV.TO is categorized as Dividend, while BND.TO is Global Bonds. Their fees differ too: 0.77% for PDIV.TO and 0.45% for BND.TO.

Portfolio Optimizer

Find the right allocation for PDIV.TO and BND.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