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PRA.TO vs. CMDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRA.TO vs. CMDY - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Diversified Real Asset Fund (PRA.TO) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PRA.TO is traded in CAD, while CMDY is traded in USD. To make them comparable, the CMDY values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with PRA.TO having a 26.15% return and CMDY slightly higher at 26.29%.


PRA.TO

1D
0.42%
1M
5.87%
6M
15.04%
YTD
26.15%
1Y
38.59%
3Y*
17.58%
5Y*
15.86%
10Y*
10.51%
ALL TIME*
7.94%

CMDY

1D
-0.38%
1M
8.63%
6M
14.91%
YTD
26.29%
1Y
35.27%
3Y*
14.42%
5Y*
12.57%
10Y*
ALL TIME*
9.03%
*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$2.88MCA$4.53MCA$5.65M
CA$227.74KCA$395.74KCA$474.14K

PRA.TO vs. CMDY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PRA.TO
Purpose Diversified Real Asset Fund
26.15%18.21%8.78%2.07%15.88%23.55%5.06%14.16%-4.94%
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
26.29%10.53%14.36%-11.49%21.81%26.31%-1.25%0.63%-5.09%

Correlation

The correlation between PRA.TO and CMDY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.42

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

0.42

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2018

0.34

The correlation between PRA.TO and CMDY shifts across timeframes, from 0.34 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PRA.TO vs. CMDY — Risk / Return Rank

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

PRA.TO
PRA.TO Risk / Return Rank: 9595
Overall Rank
PRA.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PRA.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
PRA.TO Omega Ratio Rank: 9595
Omega Ratio Rank
PRA.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
PRA.TO Martin Ratio Rank: 9595
Martin Ratio Rank

CMDY
CMDY Risk / Return Rank: 7070
Overall Rank
CMDY Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CMDY Sortino Ratio Rank: 7474
Sortino Ratio Rank
CMDY Omega Ratio Rank: 7777
Omega Ratio Rank
CMDY Calmar Ratio Rank: 6262
Calmar Ratio Rank
CMDY Martin Ratio Rank: 5959
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.

PRA.TO vs. CMDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Diversified Real Asset Fund (PRA.TO) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). 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.


PRA.TOCMDYDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.53

1.37

+0.16

Calmar ratioReturn relative to maximum drawdown

6.32

3.25

+3.07

Martin ratioReturn relative to average drawdown

20.55

10.21

+10.34

PRA.TO vs. CMDY - Sharpe Ratio Comparison

The current PRA.TO Sharpe Ratio is 3.08, which is higher than the CMDY Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of PRA.TO and CMDY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRA.TO vs. CMDY - Drawdown Comparison

The maximum PRA.TO drawdown since its inception was -34.17%, which is greater than CMDY's maximum drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for PRA.TO and CMDY.


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Drawdown Indicators


PRA.TOCMDYDifference

Max Drawdown

Largest peak-to-trough decline

-34.17%

-24.88%

-9.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-10.90%

+4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-13.47%

-10.90%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-19.37%

-21.06%

+1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-32.26%

Current Drawdown

Current decline from peak

-0.34%

-3.20%

+2.86%

Average Drawdown

Average peak-to-trough decline

-7.57%

-9.38%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

3.46%

-1.58%

Volatility

PRA.TO vs. CMDY - Volatility Comparison

The current volatility for Purpose Diversified Real Asset Fund (PRA.TO) is 2.76%, while iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) has a volatility of 4.16%. This indicates that PRA.TO experiences smaller price fluctuations and is considered to be less risky than CMDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRA.TOCMDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

4.16%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

14.48%

-5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

16.79%

-4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

16.45%

-2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

15.53%

-1.08%

PRA.TO vs. CMDY - Expense Ratio Comparison

PRA.TO has a 0.73% expense ratio, which is higher than CMDY's 0.28% expense ratio.


Dividends

PRA.TO vs. CMDY - Dividend Comparison

PRA.TO's dividend yield for the trailing twelve months is around 2.07%, less than CMDY's 10.51% yield.


PositionTTM20252024202320222021202020192018201720162015
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
10.51%12.89%4.23%5.10%3.98%16.09%0.15%2.21%1.73%0.00%0.00%0.00%
PRA.TO
Purpose Diversified Real Asset Fund
2.07%3.23%2.95%3.12%1.93%1.25%1.52%1.57%1.77%1.93%1.64%2.09%

Frequently Asked Questions


PRA.TO and CMDY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMDY is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMDY is cheaper with a 0.28% expense ratio, compared with 0.73% for PRA.TO.

PRA.TO is categorized as Diversified Portfolio, while CMDY is Commodities. They also come from different issuers: Purpose Investments Inc. and iShares. Their fees differ too: 0.73% for PRA.TO and 0.28% for CMDY.

Portfolio Optimizer

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