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PSA.TO vs. SYLD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSA.TO vs. SYLD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose High Interest Savings Fund (PSA.TO) and Purpose Strategic Yield Fund (SYLD.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, PSA.TO achieves a 1.27% return, which is significantly lower than SYLD.TO's 3.26% return.


PSA.TO

1D
0.02%
1M
0.18%
6M
1.09%
YTD
1.27%
1Y
2.27%
3Y*
3.57%
5Y*
3.23%
10Y*
2.27%
ALL TIME*
2.03%

SYLD.TO

1D
-0.05%
1M
-0.17%
6M
2.30%
YTD
3.26%
1Y
9.15%
3Y*
10.18%
5Y*
4.98%
10Y*
ALL TIME*
6.21%
*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$5.09MCA$4.76MCA$5.03M
CA$49.80KCA$53.52KCA$104.61K

PSA.TO vs. SYLD.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PSA.TO
Purpose High Interest Savings Fund
1.27%2.64%4.55%5.13%2.32%0.61%0.93%2.22%1.30%
SYLD.TO
Purpose Strategic Yield Fund
3.26%10.15%13.23%6.84%-8.64%12.53%10.72%8.65%-3.02%

Correlation

The correlation between PSA.TO and SYLD.TO is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (3Y)
Balances recent behavior with more history.

0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.01

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

-0.02

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Return for Risk

PSA.TO vs. SYLD.TO — Risk / Return Rank

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

PSA.TO
PSA.TO Risk / Return Rank: 100100
Overall Rank
PSA.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PSA.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
PSA.TO Omega Ratio Rank: 9999
Omega Ratio Rank
PSA.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
PSA.TO Martin Ratio Rank: 100100
Martin Ratio Rank

SYLD.TO
SYLD.TO Risk / Return Rank: 9595
Overall Rank
SYLD.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SYLD.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
SYLD.TO Omega Ratio Rank: 9595
Omega Ratio Rank
SYLD.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
SYLD.TO Martin Ratio Rank: 9696
Martin Ratio Rank
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.

PSA.TO vs. SYLD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose High Interest Savings Fund (PSA.TO) and Purpose Strategic Yield Fund (SYLD.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.


PSA.TOSYLD.TODifference
Sharpe ratioReturn per unit of total volatility

+6.93

Sortino ratioReturn per unit of downside risk

+19.74

Omega ratioGain probability vs. loss probability

5.98

1.54

+4.44

Calmar ratioReturn relative to maximum drawdown

116.94

6.22

+110.72

Martin ratioReturn relative to average drawdown

370.70

24.49

+346.20

PSA.TO vs. SYLD.TO - Sharpe Ratio Comparison

The current PSA.TO Sharpe Ratio is 9.55, which is higher than the SYLD.TO Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of PSA.TO and SYLD.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.


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Drawdowns

PSA.TO vs. SYLD.TO - Drawdown Comparison

The maximum PSA.TO drawdown since its inception was -0.04%, smaller than the maximum SYLD.TO drawdown of -32.17%. Use the drawdown chart below to compare losses from any high point for PSA.TO and SYLD.TO.


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Drawdown Indicators


PSA.TOSYLD.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.04%

-32.17%

+32.13%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-1.39%

+1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-0.02%

-3.40%

+3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-0.04%

-9.48%

+9.44%

Max Drawdown (10Y)

Largest decline over 10 years

-0.04%

Current Drawdown

Current decline from peak

0.00%

-0.37%

+0.37%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.56%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.35%

-0.34%

Volatility

PSA.TO vs. SYLD.TO - Volatility Comparison

The current volatility for Purpose High Interest Savings Fund (PSA.TO) is 0.06%, while Purpose Strategic Yield Fund (SYLD.TO) has a volatility of 0.60%. This indicates that PSA.TO experiences smaller price fluctuations and is considered to be less risky than SYLD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSA.TOSYLD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.60%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

0.16%

1.95%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

0.25%

3.30%

-3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.29%

4.48%

-4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.25%

10.05%

-9.80%

PSA.TO vs. SYLD.TO - Expense Ratio Comparison

PSA.TO has a 0.17% expense ratio, which is lower than SYLD.TO's 0.95% expense ratio.


Dividends

PSA.TO vs. SYLD.TO - Dividend Comparison

PSA.TO's dividend yield for the trailing twelve months is around 2.26%, less than SYLD.TO's 5.86% yield.


PositionTTM20252024202320222021202020192018201720162015
PSA.TO
Purpose High Interest Savings Fund
2.26%2.61%4.46%5.05%2.26%0.59%0.94%2.18%1.66%1.07%0.99%1.07%
SYLD.TO
Purpose Strategic Yield Fund
5.86%5.85%6.07%6.45%6.46%5.56%5.91%6.13%4.70%0.00%0.00%0.00%

Frequently Asked Questions


PSA.TO and SYLD.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PSA.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PSA.TO is cheaper with a 0.17% expense ratio, compared with 0.95% for SYLD.TO.

PSA.TO is categorized as Money Market, while SYLD.TO is High Yield Bonds. Their fees differ too: 0.17% for PSA.TO and 0.95% for SYLD.TO.

Portfolio Optimizer

Find the right allocation for PSA.TO and SYLD.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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