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RATE.TO vs. PSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RATE.TO vs. PSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Arrow EC Income Advantage Alternative Fund (RATE.TO) and Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.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, RATE.TO achieves a 1.38% return, which is significantly higher than PSB.TO's 1.20% return.


RATE.TO

1D
-0.19%
1M
0.00%
6M
1.13%
YTD
1.38%
1Y
2.80%
3Y*
5.22%
5Y*
4.83%
10Y*
ALL TIME*
4.08%

PSB.TO

1D
-0.28%
1M
-0.29%
6M
0.60%
YTD
1.20%
1Y
2.73%
3Y*
5.91%
5Y*
2.81%
10Y*
2.66%
ALL TIME*
2.77%
*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$50.98KCA$68.85KCA$87.37K
CA$63.23KCA$64.17KCA$66.35K

RATE.TO vs. PSB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RATE.TO
Arrow EC Income Advantage Alternative Fund
1.38%4.60%5.59%10.12%2.34%2.46%3.49%6.56%-0.84%-0.05%
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
1.20%4.68%7.08%6.44%-3.89%-0.97%6.08%4.25%1.59%-0.21%

Correlation

The correlation between RATE.TO and PSB.TO is 0.07, 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.

0.07

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

0.00

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2017

-0.01

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Return for Risk

RATE.TO vs. PSB.TO — Risk / Return Rank

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

RATE.TO
RATE.TO Risk / Return Rank: 6363
Overall Rank
RATE.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
RATE.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
RATE.TO Omega Ratio Rank: 4949
Omega Ratio Rank
RATE.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
RATE.TO Martin Ratio Rank: 8282
Martin Ratio Rank

PSB.TO
PSB.TO Risk / Return Rank: 4444
Overall Rank
PSB.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PSB.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
PSB.TO Omega Ratio Rank: 3737
Omega Ratio Rank
PSB.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
PSB.TO Martin Ratio Rank: 5151
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.

RATE.TO vs. PSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow EC Income Advantage Alternative Fund (RATE.TO) and Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.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.


RATE.TOPSB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratioReturn relative to maximum drawdown

3.56

2.19

+1.37

Martin ratioReturn relative to average drawdown

11.80

6.61

+5.19

RATE.TO vs. PSB.TO - Sharpe Ratio Comparison

The current RATE.TO Sharpe Ratio is 1.27, which is comparable to the PSB.TO Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of RATE.TO and PSB.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

RATE.TO vs. PSB.TO - Drawdown Comparison

The maximum RATE.TO drawdown since its inception was -14.01%, which is greater than PSB.TO's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for RATE.TO and PSB.TO.


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Drawdown Indicators


RATE.TOPSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.01%

-13.24%

-0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.80%

-1.38%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-2.78%

-1.89%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-3.38%

-7.93%

+4.55%

Max Drawdown (10Y)

Largest decline over 10 years

-13.24%

Current Drawdown

Current decline from peak

-0.23%

-0.56%

+0.33%

Average Drawdown

Average peak-to-trough decline

-0.84%

-1.00%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

0.46%

-0.22%

Volatility

RATE.TO vs. PSB.TO - Volatility Comparison

The current volatility for Arrow EC Income Advantage Alternative Fund (RATE.TO) is 0.66%, while Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) has a volatility of 0.77%. This indicates that RATE.TO experiences smaller price fluctuations and is considered to be less risky than PSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RATE.TOPSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

0.77%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

1.93%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

2.25%

2.76%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.05%

3.32%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.73%

4.85%

+0.88%

RATE.TO vs. PSB.TO - Expense Ratio Comparison

RATE.TO has a 2.01% expense ratio, which is higher than PSB.TO's 0.28% expense ratio.


Dividends

RATE.TO vs. PSB.TO - Dividend Comparison

RATE.TO's dividend yield for the trailing twelve months is around 4.66%, more than PSB.TO's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
3.22%3.18%3.12%3.09%3.13%2.91%2.74%3.00%3.37%3.61%4.01%4.04%
RATE.TO
Arrow EC Income Advantage Alternative Fund
4.66%4.60%4.69%4.74%4.11%3.52%2.98%2.99%2.32%0.00%0.00%0.00%

Frequently Asked Questions


RATE.TO and PSB.TO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PSB.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PSB.TO is cheaper with a 0.28% expense ratio, compared with 2.01% for RATE.TO.

RATE.TO is categorized as Investment Grade Bonds, while PSB.TO is Corporate Bonds. They also come from different issuers: Arrow Capital Management Inc. and Invesco. Their fees differ too: 2.01% for RATE.TO and 0.28% for PSB.TO.

Portfolio Optimizer

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