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PFIA.TO vs. XBB.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFIA.TO vs. XBB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Picton Mahoney Fortified Income Alternative Fund (PFIA.TO) and iShares Core Canadian Universe Bond Index ETF (XBB.TO). The values are adjusted to include any dividend payments, if applicable.

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PFIA.TO vs. XBB.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PFIA.TO
Picton Mahoney Fortified Income Alternative Fund
-0.12%5.46%7.72%7.27%-3.42%3.17%9.28%3.68%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
0.06%2.59%4.00%6.64%-11.66%-2.81%8.58%0.51%

Returns By Period

In the year-to-date period, PFIA.TO achieves a -0.12% return, which is significantly lower than XBB.TO's 0.06% return.


PFIA.TO

1D
0.20%
1M
-0.39%
YTD
-0.12%
6M
0.63%
1Y
4.07%
3Y*
6.30%
5Y*
3.44%
10Y*

XBB.TO

1D
0.25%
1M
-1.99%
YTD
0.06%
6M
-0.33%
1Y
0.67%
3Y*
3.35%
5Y*
0.56%
10Y*
1.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFIA.TO vs. XBB.TO - Expense Ratio Comparison


Return for Risk

PFIA.TO vs. XBB.TO — Risk / Return Rank

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

PFIA.TO
PFIA.TO Risk / Return Rank: 8888
Overall Rank
PFIA.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PFIA.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
PFIA.TO Omega Ratio Rank: 8282
Omega Ratio Rank
PFIA.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
PFIA.TO Martin Ratio Rank: 9191
Martin Ratio Rank

XBB.TO
XBB.TO Risk / Return Rank: 1616
Overall Rank
XBB.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XBB.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
XBB.TO Omega Ratio Rank: 1313
Omega Ratio Rank
XBB.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
XBB.TO Martin Ratio Rank: 1818
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.

PFIA.TO vs. XBB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Picton Mahoney Fortified Income Alternative Fund (PFIA.TO) and iShares Core Canadian Universe Bond Index ETF (XBB.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.


PFIA.TOXBB.TODifference

Sharpe ratio

Return per unit of total volatility

1.67

0.14

+1.52

Sortino ratio

Return per unit of downside risk

2.48

0.22

+2.26

Omega ratio

Gain probability vs. loss probability

1.32

1.03

+0.29

Calmar ratio

Return relative to maximum drawdown

3.64

0.36

+3.28

Martin ratio

Return relative to average drawdown

12.06

0.73

+11.33

PFIA.TO vs. XBB.TO - Sharpe Ratio Comparison

The current PFIA.TO Sharpe Ratio is 1.67, which is higher than the XBB.TO Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of PFIA.TO and XBB.TO, 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


PFIA.TOXBB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

0.14

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.09

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.71

+0.05

Correlation

The correlation between PFIA.TO and XBB.TO is 0.08, 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

PFIA.TO vs. XBB.TO - Dividend Comparison

PFIA.TO's dividend yield for the trailing twelve months is around 4.22%, more than XBB.TO's 3.43% yield.


TTM20252024202320222021202020192018201720162015
PFIA.TO
Picton Mahoney Fortified Income Alternative Fund
4.22%3.96%3.68%5.64%4.69%4.25%6.03%1.93%0.00%0.00%0.00%0.00%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
3.43%3.39%3.25%3.01%2.91%2.54%2.55%2.80%2.92%2.83%2.81%2.87%

Drawdowns

PFIA.TO vs. XBB.TO - Drawdown Comparison

The maximum PFIA.TO drawdown since its inception was -17.12%, smaller than the maximum XBB.TO drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for PFIA.TO and XBB.TO.


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Drawdown Indicators


PFIA.TOXBB.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.12%

-18.16%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-2.83%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-6.46%

-15.90%

+9.44%

Max Drawdown (10Y)

Largest decline over 10 years

-18.16%

Current Drawdown

Current decline from peak

-0.98%

-2.79%

+1.81%

Average Drawdown

Average peak-to-trough decline

-1.14%

-2.77%

+1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

1.40%

-1.05%

Volatility

PFIA.TO vs. XBB.TO - Volatility Comparison

The current volatility for Picton Mahoney Fortified Income Alternative Fund (PFIA.TO) is 0.68%, while iShares Core Canadian Universe Bond Index ETF (XBB.TO) has a volatility of 2.00%. This indicates that PFIA.TO experiences smaller price fluctuations and is considered to be less risky than XBB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFIA.TOXBB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

2.00%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.54%

3.09%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

2.46%

4.73%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.15%

6.60%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.47%

6.68%

-0.21%