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QIF.NEO vs. DXN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIF.NEO vs. DXN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in AGF Systematic Global Infrastructure ETF (QIF.NEO) and Dynamic Active Global Infrastructure ETF (DXN.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 investments are quite close, with QIF.NEO having a 13.73% return and DXN.TO slightly higher at 13.74%.


QIF.NEO

1D
-0.49%
1M
-0.40%
6M
10.78%
YTD
13.73%
1Y
22.63%
3Y*
17.37%
5Y*
11.27%
10Y*

DXN.TO

1D
0.41%
1M
1.83%
6M
12.29%
YTD
13.74%
1Y
19.11%
3Y*
13.79%
5Y*
9.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIF.NEO vs. DXN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QIF.NEO
AGF Systematic Global Infrastructure ETF
13.73%14.80%21.37%4.72%-2.67%20.54%-15.80%
DXN.TO
Dynamic Active Global Infrastructure ETF
13.74%15.33%15.13%-0.89%-1.00%10.60%-7.54%

Correlation

The correlation between QIF.NEO and DXN.TO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.44

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

0.41

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2020

0.41

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Return for Risk

QIF.NEO vs. DXN.TO — Risk / Return Rank

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

QIF.NEO
QIF.NEO Risk / Return Rank: 8888
Overall Rank
QIF.NEO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
QIF.NEO Sortino Ratio Rank: 8888
Sortino Ratio Rank
QIF.NEO Omega Ratio Rank: 8888
Omega Ratio Rank
QIF.NEO Calmar Ratio Rank: 9393
Calmar Ratio Rank
QIF.NEO Martin Ratio Rank: 8484
Martin Ratio Rank

DXN.TO
DXN.TO Risk / Return Rank: 6969
Overall Rank
DXN.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DXN.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
DXN.TO Omega Ratio Rank: 6666
Omega Ratio Rank
DXN.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
DXN.TO Martin Ratio Rank: 6565
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.

QIF.NEO vs. DXN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGF Systematic Global Infrastructure ETF (QIF.NEO) and Dynamic Active Global Infrastructure ETF (DXN.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.


QIF.NEODXN.TODifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.43

1.32

+0.11

Calmar ratioReturn relative to maximum drawdown

4.89

3.08

+1.80

Martin ratioReturn relative to average drawdown

13.28

9.32

+3.96

QIF.NEO vs. DXN.TO - Sharpe Ratio Comparison

The current QIF.NEO Sharpe Ratio is 2.35, which is higher than the DXN.TO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of QIF.NEO and DXN.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

QIF.NEO vs. DXN.TO - Drawdown Comparison

The maximum QIF.NEO drawdown since its inception was -30.71%, smaller than the maximum DXN.TO drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for QIF.NEO and DXN.TO.


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Drawdown Indicators


QIF.NEODXN.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.71%

-34.85%

+4.14%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-6.50%

+1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-10.29%

-14.79%

+4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

-18.55%

+3.01%

Current Drawdown

Current decline from peak

-2.34%

-1.25%

-1.09%

Average Drawdown

Average peak-to-trough decline

-4.33%

-5.74%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.14%

-0.43%

Volatility

QIF.NEO vs. DXN.TO - Volatility Comparison

The current volatility for AGF Systematic Global Infrastructure ETF (QIF.NEO) is 2.29%, while Dynamic Active Global Infrastructure ETF (DXN.TO) has a volatility of 2.92%. This indicates that QIF.NEO experiences smaller price fluctuations and is considered to be less risky than DXN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIF.NEODXN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

2.92%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

8.88%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

11.16%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.66%

12.85%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

16.67%

-1.89%

Dividends

QIF.NEO vs. DXN.TO - Dividend Comparison

QIF.NEO's dividend yield for the trailing twelve months is around 5.14%, more than DXN.TO's 1.98% yield.


PositionTTM20252024202320222021202020192018
DXN.TO
Dynamic Active Global Infrastructure ETF
1.98%2.10%3.26%2.30%1.21%0.91%0.35%0.00%0.00%
QIF.NEO
AGF Systematic Global Infrastructure ETF
5.14%5.32%4.60%3.61%3.22%3.05%3.12%3.16%2.24%

Frequently Asked Questions


QIF.NEO and DXN.TO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: AGF and Dynamic.

Portfolio Optimizer

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