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PXC.TO vs. CMVP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PXC.TO vs. CMVP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco RAFI Canadian Index ETF (PXC.TO) and HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with PXC.TO having a 17.12% return and CMVP.TO slightly lower at 16.45%.


PXC.TO

1D
-0.64%
1M
-0.22%
YTD
17.12%
6M
12.82%
1Y
36.76%
3Y*
25.64%
5Y*
16.75%
10Y*
13.41%

CMVP.TO

1D
0.16%
1M
2.58%
YTD
16.45%
6M
16.06%
1Y
32.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PXC.TO vs. CMVP.TO - Yearly Performance Comparison


Correlation

The correlation between PXC.TO and CMVP.TO is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2025

0.67

The correlation between PXC.TO and CMVP.TO has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.

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Return for Risk

PXC.TO vs. CMVP.TO — Risk / Return Rank

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

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

CMVP.TO
CMVP.TO Risk / Return Rank: 9292
Overall Rank
CMVP.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CMVP.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
CMVP.TO Omega Ratio Rank: 9494
Omega Ratio Rank
CMVP.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
CMVP.TO Martin Ratio Rank: 9292
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.

PXC.TO vs. CMVP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Canadian Index ETF (PXC.TO) and HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.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.


PXC.TOCMVP.TODifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.69

1.59

+0.10

Calmar ratioReturn relative to maximum drawdown

7.95

4.52

+3.43

Martin ratioReturn relative to average drawdown

31.61

20.40

+11.21

PXC.TO vs. CMVP.TO - Sharpe Ratio Comparison

The current PXC.TO Sharpe Ratio is 3.55, which is comparable to the CMVP.TO Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of PXC.TO and CMVP.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

PXC.TO vs. CMVP.TO - Drawdown Comparison

The maximum PXC.TO drawdown since its inception was -41.78%, which is greater than CMVP.TO's maximum drawdown of -8.86%. Use the drawdown chart below to compare losses from any high point for PXC.TO and CMVP.TO.


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Drawdown Indicators


PXC.TOCMVP.TODifference

Max Drawdown

Largest peak-to-trough decline

-41.78%

-8.86%

-32.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.64%

-7.14%

+2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-15.75%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

Current Drawdown

Current decline from peak

-1.30%

0.00%

-1.30%

Average Drawdown

Average peak-to-trough decline

-5.05%

-1.05%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.58%

-0.41%

Volatility

PXC.TO vs. CMVP.TO - Volatility Comparison

Invesco RAFI Canadian Index ETF (PXC.TO) has a higher volatility of 3.14% compared to HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.TO) at 2.85%. This indicates that PXC.TO's price experiences larger fluctuations and is considered to be riskier than CMVP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXC.TOCMVP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

2.85%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

8.10%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

10.39%

9.92%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

11.02%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

11.02%

+5.39%

Dividends

PXC.TO vs. CMVP.TO - Dividend Comparison

PXC.TO's dividend yield for the trailing twelve months is around 2.27%, less than CMVP.TO's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CMVP.TO
HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units
2.61%2.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PXC.TO
Invesco RAFI Canadian Index ETF
2.27%2.65%3.17%3.48%3.42%2.58%3.10%2.92%2.86%2.23%2.57%3.13%

Frequently Asked Questions


PXC.TO and CMVP.TO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PXC.TO tracks RAFI Canada Index, while CMVP.TO tracks Solactive Canada Dividend Elite Champions Index. They also come from different issuers: Invesco and Hamilton Capital.

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