PYF.TO vs. YTSL.NEO
Compare and contrast key facts about Purpose Premium Yield Fund Series ETF (PYF.TO) and Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO).
PYF.TO and YTSL.NEO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PYF.TO is an actively managed fund by Purpose Investments. It was launched on Nov 28, 2018. YTSL.NEO is an actively managed fund by Purpose Investments. It was launched on Dec 19, 2022.
Performance
PYF.TO vs. YTSL.NEO - Performance Comparison
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PYF.TO vs. YTSL.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PYF.TO Purpose Premium Yield Fund Series ETF | -0.23% | 5.45% | 7.42% | 8.40% | 0.08% |
YTSL.NEO Tesla (TSLA) Yield Shares Purpose ETF | -17.92% | 27.43% | 46.11% | 106.56% | -20.20% |
Returns By Period
In the year-to-date period, PYF.TO achieves a -0.23% return, which is significantly higher than YTSL.NEO's -17.92% 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%
YTSL.NEO
- 1D
- 4.86%
- 1M
- -8.58%
- YTD
- -17.92%
- 6M
- -3.67%
- 1Y
- 72.95%
- 3Y*
- 24.92%
- 5Y*
- —
- 10Y*
- —
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PYF.TO vs. YTSL.NEO - Expense Ratio Comparison
Return for Risk
PYF.TO vs. YTSL.NEO — Risk / Return Rank
PYF.TO
YTSL.NEO
PYF.TO vs. YTSL.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Purpose Premium Yield Fund Series ETF (PYF.TO) and Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO). 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.TO | YTSL.NEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 1.37 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.90 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 2.93 | -2.52 |
Martin ratioReturn relative to average drawdown | 2.26 | 7.98 | -5.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PYF.TO | YTSL.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.37 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | — | — |
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 | 0.52 | +0.17 |
Correlation
The correlation between PYF.TO and YTSL.NEO is 0.25, 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. YTSL.NEO - Dividend Comparison
PYF.TO's dividend yield for the trailing twelve months is around 7.62%, less than YTSL.NEO's 48.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
YTSL.NEO Tesla (TSLA) Yield Shares Purpose ETF | 48.56% | 36.11% | 12.80% | 24.07% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PYF.TO vs. YTSL.NEO - Drawdown Comparison
The maximum PYF.TO drawdown since its inception was -20.53%, smaller than the maximum YTSL.NEO drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for PYF.TO and YTSL.NEO.
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Drawdown Indicators
| PYF.TO | YTSL.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.53% | -58.40% | +37.87% |
Max Drawdown (1Y)Largest decline over 1 year | -5.13% | -23.95% | +18.82% |
Max Drawdown (5Y)Largest decline over 5 years | -5.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -20.53% | — | — |
Current DrawdownCurrent decline from peak | -0.98% | -18.84% | +17.86% |
Average DrawdownAverage peak-to-trough decline | -0.99% | -20.85% | +19.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 8.79% | -7.86% |
Volatility
PYF.TO vs. YTSL.NEO - Volatility Comparison
The current volatility for Purpose Premium Yield Fund Series ETF (PYF.TO) is 0.88%, while Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) has a volatility of 13.71%. This indicates that PYF.TO experiences smaller price fluctuations and is considered to be less risky than YTSL.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PYF.TO | YTSL.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 13.71% | -12.83% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 32.07% | -29.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.35% | 53.70% | -47.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.17% | 62.85% | -57.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.66% | 62.85% | -56.19% |