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SYLD.TO vs. FIE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYLD.TO vs. FIE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Strategic Yield Fund (SYLD.TO) and iShares Canadian Financial Monthly Income ETF (FIE.TO). The values are adjusted to include any dividend payments, if applicable.

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SYLD.TO vs. FIE.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SYLD.TO
Purpose Strategic Yield Fund
0.15%10.15%13.23%6.84%-8.63%12.53%10.72%8.65%-3.45%
FIE.TO
iShares Canadian Financial Monthly Income ETF
-1.91%24.15%27.37%12.34%-14.53%27.00%0.99%18.62%-6.59%

Returns By Period

In the year-to-date period, SYLD.TO achieves a 0.15% return, which is significantly higher than FIE.TO's -1.91% return.


SYLD.TO

1D
0.26%
1M
-0.57%
YTD
0.15%
6M
1.36%
1Y
9.69%
3Y*
9.54%
5Y*
4.93%
10Y*

FIE.TO

1D
1.79%
1M
-2.61%
YTD
-1.91%
6M
3.67%
1Y
20.81%
3Y*
19.00%
5Y*
10.84%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SYLD.TO vs. FIE.TO - Expense Ratio Comparison


Return for Risk

SYLD.TO vs. FIE.TO — Risk / Return Rank

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

SYLD.TO
SYLD.TO Risk / Return Rank: 9494
Overall Rank
SYLD.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SYLD.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
SYLD.TO Omega Ratio Rank: 9393
Omega Ratio Rank
SYLD.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
SYLD.TO Martin Ratio Rank: 9595
Martin Ratio Rank

FIE.TO
FIE.TO Risk / Return Rank: 8888
Overall Rank
FIE.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9292
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
FIE.TO Martin Ratio Rank: 8080
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.

SYLD.TO vs. FIE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Strategic Yield Fund (SYLD.TO) and iShares Canadian Financial Monthly Income ETF (FIE.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.


SYLD.TOFIE.TODifference

Sharpe ratio

Return per unit of total volatility

2.01

1.97

+0.04

Sortino ratio

Return per unit of downside risk

3.25

2.48

+0.77

Omega ratio

Gain probability vs. loss probability

1.42

1.40

+0.02

Calmar ratio

Return relative to maximum drawdown

3.77

2.59

+1.17

Martin ratio

Return relative to average drawdown

15.34

8.37

+6.97

SYLD.TO vs. FIE.TO - Sharpe Ratio Comparison

The current SYLD.TO Sharpe Ratio is 2.01, which is comparable to the FIE.TO Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SYLD.TO and FIE.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


SYLD.TOFIE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.97

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

1.05

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.68

+0.02

Correlation

The correlation between SYLD.TO and FIE.TO is 0.17, 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

SYLD.TO vs. FIE.TO - Dividend Comparison

SYLD.TO's dividend yield for the trailing twelve months is around 5.92%, more than FIE.TO's 4.96% yield.


TTM20252024202320222021202020192018201720162015
SYLD.TO
Purpose Strategic Yield Fund
5.92%5.85%6.07%6.45%6.46%5.56%5.91%6.13%4.70%0.00%0.00%0.00%
FIE.TO
iShares Canadian Financial Monthly Income ETF
4.96%4.81%5.66%6.77%7.09%5.68%6.80%6.36%7.07%6.02%6.31%7.11%

Drawdowns

SYLD.TO vs. FIE.TO - Drawdown Comparison

The maximum SYLD.TO drawdown since its inception was -32.00%, smaller than the maximum FIE.TO drawdown of -42.25%. Use the drawdown chart below to compare losses from any high point for SYLD.TO and FIE.TO.


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Drawdown Indicators


SYLD.TOFIE.TODifference

Max Drawdown

Largest peak-to-trough decline

-32.00%

-42.25%

+10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-8.31%

+5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

-23.03%

+13.55%

Max Drawdown (10Y)

Largest decline over 10 years

-42.25%

Current Drawdown

Current decline from peak

-0.88%

-5.15%

+4.27%

Average Drawdown

Average peak-to-trough decline

-2.64%

-5.06%

+2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

2.58%

-1.95%

Volatility

SYLD.TO vs. FIE.TO - Volatility Comparison

The current volatility for Purpose Strategic Yield Fund (SYLD.TO) is 0.99%, while iShares Canadian Financial Monthly Income ETF (FIE.TO) has a volatility of 4.18%. This indicates that SYLD.TO experiences smaller price fluctuations and is considered to be less risky than FIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYLD.TOFIE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

4.18%

-3.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

7.32%

-4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

10.64%

-5.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.74%

10.44%

-5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.96%

14.06%

-2.10%