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PYF.TO vs. SBT.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYF.TO vs. SBT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Premium Yield Fund Series ETF (PYF.TO) and Purpose Silver Bullion Fund (SBT.TO). The values are adjusted to include any dividend payments, if applicable.

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PYF.TO vs. SBT.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYF.TO
Purpose Premium Yield Fund Series ETF
-0.23%5.45%7.42%8.40%5.25%4.95%-1.59%7.28%2.01%3.61%
SBT.TO
Purpose Silver Bullion Fund
6.27%137.07%18.55%-0.86%1.99%-13.18%48.01%13.31%-12.82%-17.07%

Returns By Period

In the year-to-date period, PYF.TO achieves a -0.23% return, which is significantly lower than SBT.TO's 6.27% return.


PYF.TO

1D
0.30%
1M
0.30%
YTD
-0.23%
6M
-0.41%
1Y
2.80%
3Y*
6.23%
5Y*
5.87%
10Y*
4.48%

SBT.TO

1D
0.66%
1M
-15.95%
YTD
6.27%
6M
57.83%
1Y
116.22%
3Y*
43.45%
5Y*
23.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYF.TO vs. SBT.TO - Expense Ratio Comparison


Return for Risk

PYF.TO vs. SBT.TO — Risk / Return Rank

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

PYF.TO
PYF.TO Risk / Return Rank: 2525
Overall Rank
PYF.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PYF.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
PYF.TO Omega Ratio Rank: 3131
Omega Ratio Rank
PYF.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
PYF.TO Martin Ratio Rank: 2727
Martin Ratio Rank

SBT.TO
SBT.TO Risk / Return Rank: 8484
Overall Rank
SBT.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SBT.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
SBT.TO Omega Ratio Rank: 9090
Omega Ratio Rank
SBT.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
SBT.TO Martin Ratio Rank: 7474
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.

PYF.TO vs. SBT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Premium Yield Fund Series ETF (PYF.TO) and Purpose Silver Bullion Fund (SBT.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.


PYF.TOSBT.TODifference

Sharpe ratio

Return per unit of total volatility

0.45

2.05

-1.61

Sortino ratio

Return per unit of downside risk

0.75

2.18

-1.43

Omega ratio

Gain probability vs. loss probability

1.13

1.39

-0.26

Calmar ratio

Return relative to maximum drawdown

0.41

2.66

-2.25

Martin ratio

Return relative to average drawdown

2.26

8.23

-5.96

PYF.TO vs. SBT.TO - Sharpe Ratio Comparison

The current PYF.TO Sharpe Ratio is 0.45, which is lower than the SBT.TO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PYF.TO and SBT.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


PYF.TOSBT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

2.05

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.66

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.22

+0.47

Correlation

The correlation between PYF.TO and SBT.TO is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PYF.TO vs. SBT.TO - Dividend Comparison

PYF.TO's dividend yield for the trailing twelve months is around 7.62%, while SBT.TO has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
PYF.TO
Purpose Premium Yield Fund Series ETF
7.62%7.84%7.66%7.47%5.78%5.74%5.69%5.29%5.38%5.83%6.59%
SBT.TO
Purpose Silver Bullion Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PYF.TO vs. SBT.TO - Drawdown Comparison

The maximum PYF.TO drawdown since its inception was -20.53%, smaller than the maximum SBT.TO drawdown of -47.82%. Use the drawdown chart below to compare losses from any high point for PYF.TO and SBT.TO.


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Drawdown Indicators


PYF.TOSBT.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.53%

-47.82%

+27.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.13%

-42.69%

+37.56%

Max Drawdown (5Y)

Largest decline over 5 years

-5.57%

-42.69%

+37.12%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

Current Drawdown

Current decline from peak

-0.98%

-35.00%

+34.02%

Average Drawdown

Average peak-to-trough decline

-0.99%

-16.61%

+15.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

13.79%

-12.86%

Volatility

PYF.TO vs. SBT.TO - Volatility Comparison

The current volatility for Purpose Premium Yield Fund Series ETF (PYF.TO) is 0.88%, while Purpose Silver Bullion Fund (SBT.TO) has a volatility of 17.45%. This indicates that PYF.TO experiences smaller price fluctuations and is considered to be less risky than SBT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYF.TOSBT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

17.45%

-16.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

57.11%

-54.91%

Volatility (1Y)

Calculated over the trailing 1-year period

6.35%

57.02%

-50.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

35.62%

-30.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

66.77%

-60.11%