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PID.TO vs. XIC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PID.TO vs. XIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose International Dividend Fund (PID.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO). The values are adjusted to include any dividend payments, if applicable.

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PID.TO vs. XIC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PID.TO
Purpose International Dividend Fund
4.59%33.40%13.85%15.75%-2.67%8.95%-3.24%14.04%0.49%11.86%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
4.56%31.51%21.48%11.73%-5.82%23.42%5.61%22.76%-8.72%8.99%

Returns By Period

The year-to-date returns for both stocks are quite close, with PID.TO having a 4.59% return and XIC.TO slightly lower at 4.56%. Over the past 10 years, PID.TO has underperformed XIC.TO with an annualized return of 9.85%, while XIC.TO has yielded a comparatively higher 12.52% annualized return.


PID.TO

1D
2.77%
1M
-3.46%
YTD
4.59%
6M
10.87%
1Y
24.02%
3Y*
19.93%
5Y*
13.67%
10Y*
9.85%

XIC.TO

1D
0.65%
1M
-4.33%
YTD
4.56%
6M
10.75%
1Y
34.85%
3Y*
21.34%
5Y*
14.59%
10Y*
12.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PID.TO vs. XIC.TO - Expense Ratio Comparison


Return for Risk

PID.TO vs. XIC.TO — Risk / Return Rank

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

PID.TO
PID.TO Risk / Return Rank: 7979
Overall Rank
PID.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PID.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
PID.TO Omega Ratio Rank: 8080
Omega Ratio Rank
PID.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
PID.TO Martin Ratio Rank: 7676
Martin Ratio Rank

XIC.TO
XIC.TO Risk / Return Rank: 9393
Overall Rank
XIC.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 9494
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 9494
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.

PID.TO vs. XIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose International Dividend Fund (PID.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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.


PID.TOXIC.TODifference

Sharpe ratio

Return per unit of total volatility

1.60

2.29

-0.69

Sortino ratio

Return per unit of downside risk

2.10

2.89

-0.78

Omega ratio

Gain probability vs. loss probability

1.31

1.45

-0.15

Calmar ratio

Return relative to maximum drawdown

2.13

3.23

-1.10

Martin ratio

Return relative to average drawdown

8.08

14.45

-6.37

PID.TO vs. XIC.TO - Sharpe Ratio Comparison

The current PID.TO Sharpe Ratio is 1.60, which is lower than the XIC.TO Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of PID.TO and XIC.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


PID.TOXIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.29

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

1.12

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.84

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.53

+0.08

Correlation

The correlation between PID.TO and XIC.TO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PID.TO vs. XIC.TO - Dividend Comparison

PID.TO's dividend yield for the trailing twelve months is around 3.00%, more than XIC.TO's 2.14% yield.


TTM20252024202320222021202020192018201720162015
PID.TO
Purpose International Dividend Fund
3.00%3.12%4.02%4.39%4.86%5.61%4.64%4.28%4.67%3.53%3.49%2.06%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
2.14%2.23%2.64%2.95%3.10%2.44%3.03%3.01%3.19%2.49%2.72%3.21%

Drawdowns

PID.TO vs. XIC.TO - Drawdown Comparison

The maximum PID.TO drawdown since its inception was -27.27%, smaller than the maximum XIC.TO drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for PID.TO and XIC.TO.


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Drawdown Indicators


PID.TOXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.27%

-48.21%

+20.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-10.98%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-19.11%

-16.24%

-2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-27.27%

-37.21%

+9.94%

Current Drawdown

Current decline from peak

-5.85%

-4.33%

-1.52%

Average Drawdown

Average peak-to-trough decline

-4.11%

-7.08%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.45%

+0.48%

Volatility

PID.TO vs. XIC.TO - Volatility Comparison

Purpose International Dividend Fund (PID.TO) has a higher volatility of 7.57% compared to iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) at 5.68%. This indicates that PID.TO's price experiences larger fluctuations and is considered to be riskier than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PID.TOXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

5.68%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

10.90%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

15.29%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.21%

13.05%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

14.93%

-1.00%