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PFMS.TO vs. DGLM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFMS.TO vs. DGLM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Picton Multi-Strategy Alternative Fund ETF (PFMS.TO) and Desjardins Global Macro ETF (DGLM.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, PFMS.TO achieves a 7.43% return, which is significantly lower than DGLM.TO's 7.84% return.


PFMS.TO

1D
0.19%
1M
1.57%
6M
3.65%
YTD
7.43%
1Y
16.05%
3Y*
12.43%
5Y*
6.24%
10Y*
ALL TIME*
7.09%

DGLM.TO

1D
0.00%
1M
1.14%
6M
6.78%
YTD
7.84%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*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$213.70CA$1.06KCA$415.46
CA$50.37KCA$34.59KCA$33.22K

PFMS.TO vs. DGLM.TO - Yearly Performance Comparison


2026 (YTD)2025
PFMS.TO
Picton Multi-Strategy Alternative Fund ETF
7.43%2.94%
DGLM.TO
Desjardins Global Macro ETF
7.84%-0.25%

Correlation

The correlation between PFMS.TO and DGLM.TO is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 22, 2025

-0.01

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Return for Risk

PFMS.TO vs. DGLM.TO — Risk / Return Rank

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

PFMS.TO
PFMS.TO Risk / Return Rank: 7575
Overall Rank
PFMS.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PFMS.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
PFMS.TO Omega Ratio Rank: 7575
Omega Ratio Rank
PFMS.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
PFMS.TO Martin Ratio Rank: 7777
Martin Ratio Rank

DGLM.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

PFMS.TO vs. DGLM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Picton Multi-Strategy Alternative Fund ETF (PFMS.TO) and Desjardins Global Macro ETF (DGLM.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.


PFMS.TODGLM.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.18

Martin ratioReturn relative to average drawdown

10.89

PFMS.TO vs. DGLM.TO - Sharpe Ratio Comparison


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Drawdowns

PFMS.TO vs. DGLM.TO - Drawdown Comparison

The maximum PFMS.TO drawdown since its inception was -23.00%, which is greater than DGLM.TO's maximum drawdown of -2.58%. Use the drawdown chart below to compare losses from any high point for PFMS.TO and DGLM.TO.


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Drawdown Indicators


PFMS.TODGLM.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.00%

-2.58%

-20.42%

Max Drawdown (1Y)

Largest decline over 1 year

-5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

Max Drawdown (5Y)

Largest decline over 5 years

-13.11%

Current Drawdown

Current decline from peak

-1.16%

0.00%

-1.16%

Average Drawdown

Average peak-to-trough decline

-3.79%

-0.47%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

Volatility

PFMS.TO vs. DGLM.TO - Volatility Comparison


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Volatility by Period


PFMS.TODGLM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

Volatility (1Y)

Calculated over the trailing 1-year period

9.30%

5.10%

+4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.67%

5.10%

+6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.69%

5.10%

+8.59%

PFMS.TO vs. DGLM.TO - Expense Ratio Comparison

PFMS.TO has a 4.83% expense ratio, which is higher than DGLM.TO's 0.90% expense ratio.


Dividends

PFMS.TO vs. DGLM.TO - Dividend Comparison

PFMS.TO has not paid dividends to shareholders, while DGLM.TO's dividend yield for the trailing twelve months is around 1.57%.


Frequently Asked Questions


PFMS.TO and DGLM.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGLM.TO is cheaper at 0.90% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGLM.TO is cheaper with a 0.90% expense ratio, compared with 4.83% for PFMS.TO.

They also come from different issuers: Picton and Desjardins. Their fees differ too: 4.83% for PFMS.TO and 0.90% for DGLM.TO.

Portfolio Optimizer

Find the right allocation for PFMS.TO and DGLM.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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