PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
PGIC.TO vs. PDIV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PGIC.TO vs. PDIV.TO

Last updated Jul 15, 2026
Documentation

PGIC.TO (Premium Global Income Split Corp.) is a stock, while PDIV.TO (Purpose Enhanced Dividend Fund ETF) is Dividend fund actively managed by Purpose Investments. Over the past 10 years, PGIC.TO returned -10.07%/yr vs 9.09%/yr for PDIV.TO. At a 0.10 correlation, their price movements are largely independent.

Performance

PGIC.TO vs. PDIV.TO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, PGIC.TO achieves a 25.04% return, which is significantly higher than PDIV.TO's 9.98% return. Over the past 10 years, PGIC.TO has underperformed PDIV.TO with an annualized return of -10.07%, while PDIV.TO has yielded a comparatively higher 9.09% annualized return.

PGIC.TO

1D
-1.60%
1M
-1.34%
6M
21.95%
YTD
25.04%
1Y
38.91%
3Y*
-13.18%
5Y*
-25.94%
10Y*
-10.07%

PDIV.TO

1D
0.00%
1M
1.93%
6M
8.83%
YTD
9.98%
1Y
19.65%
3Y*
12.11%
5Y*
7.95%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
PGIC.TO
Premium Global Income Split Corp.		25.04%4.88%-50.62%-48.37%-36.55%65.71%-43.18%57.27%-51.86%14.36%
PDIV.TO
Purpose Enhanced Dividend Fund ETF		9.98%14.66%10.71%4.64%-4.39%20.18%-1.15%23.57%-15.24%26.84%

Correlation

The correlation between PGIC.TO and PDIV.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.04

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

0.10

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

0.09

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2013

0.10

The correlation between PGIC.TO and PDIV.TO shifts across timeframes, from 0.04 (3 years) 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.

Premium Global Income Split Corp.

Purpose Enhanced Dividend Fund ETF

Often compared with PGIC.TO:
PGIC.TO vs. HYLD.TOPGIC.TO vs. PFFAPGIC.TO vs. PDOPGIC.TO vs. FTS-PH.TOPGIC.TO vs. ETHY.TOPGIC.TO vs. HDIV.TOPGIC.TO vs. HHIS.TO
Often compared with PDIV.TO:
PDIV.TO vs. HDIV.TOPDIV.TO vs. MNY.TOPDIV.TO vs. VDY.TOPDIV.TO vs. HYLD.TOPDIV.TO vs. SPYIPDIV.TO vs. PDC.TOPDIV.TO vs. PMIF.TO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PGIC.TO
PGIC.TO Risk / Return Rank: 9595
Overall Rank
PGIC.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PGIC.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
PGIC.TO Omega Ratio Rank: 9393
Omega Ratio Rank
PGIC.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
PGIC.TO Martin Ratio Rank: 9797
Martin Ratio Rank
PDIV.TO
PDIV.TO Risk / Return Rank: 9292
Overall Rank
PDIV.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PDIV.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
PDIV.TO Omega Ratio Rank: 9595
Omega Ratio Rank
PDIV.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
PDIV.TO Martin Ratio Rank: 9191
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.

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

This table presents a comparison of risk-adjusted performance metrics for Premium Global Income Split Corp. (PGIC.TO) and Purpose Enhanced Dividend Fund ETF (PDIV.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.

PGIC.TOPDIV.TODifference
Sharpe ratioReturn per unit of total volatility
2.53
2.87

-0.35

Sortino ratioReturn per unit of downside risk
3.47
3.99

-0.52

Omega ratioGain probability vs. loss probability

1.43

1.58

-0.15

Calmar ratioReturn relative to maximum drawdown

5.71

3.75

+1.96

Martin ratioReturn relative to average drawdown

20.70

16.34

+4.36

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

The current PGIC.TO Sharpe Ratio is 2.53, which is comparable to the PDIV.TO Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of PGIC.TO and PDIV.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

PGIC.TO vs. PDIV.TO - Drawdown Comparison

The maximum PGIC.TO drawdown since its inception was -98.73%, which is greater than PDIV.TO's maximum drawdown of -30.64%. Use the drawdown chart below to compare losses from any high point for PGIC.TO and PDIV.TO.

Loading charts...

Drawdown Indicators

PGIC.TOPDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.73%

-30.64%

-68.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.85%

-5.27%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-84.94%

-8.82%

-76.12%

Max Drawdown (5Y)

Largest decline over 5 years

-89.13%

-15.93%

-73.20%

Max Drawdown (10Y)

Largest decline over 10 years

-92.52%

-30.64%

-61.88%

Current Drawdown

Current decline from peak

-97.92%

0.00%

-97.92%

Average Drawdown

Average peak-to-trough decline

-75.31%

-4.33%

-70.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.21%

+0.67%

Volatility

PGIC.TO vs. PDIV.TO - Volatility Comparison

Premium Global Income Split Corp. (PGIC.TO) has a higher volatility of 4.68% compared to Purpose Enhanced Dividend Fund ETF (PDIV.TO) at 1.38%. This indicates that PGIC.TO's price experiences larger fluctuations and is considered to be riskier than PDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

PGIC.TOPDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

1.38%

+3.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

5.50%

+7.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.50%

6.87%

+8.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.12%

10.06%

+75.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.70%

13.91%

+78.79%

Dividends

PGIC.TO vs. PDIV.TO - Dividend Comparison

PGIC.TO's dividend yield for the trailing twelve months is around 13.04%, more than PDIV.TO's 11.66% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
PGIC.TO
Premium Global Income Split Corp.		13.04%15.21%6.86%0.00%0.00%0.00%0.00%4.25%0.00%0.00%0.00%0.00%

Frequently Asked Questions

PGIC.TO and PDIV.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.

Portfolio Optimizer

Find the right allocation for PGIC.TO and PDIV.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