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YGOG.NEO vs. MNY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YGOG.NEO vs. MNY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) and Purpose Cash Management Fund (MNY.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, YGOG.NEO achieves a 11.15% return, which is significantly higher than MNY.TO's 1.36% return.


YGOG.NEO

1D
7.13%
1M
-1.03%
6M
2.29%
YTD
11.15%
1Y
90.89%
3Y*
39.39%
5Y*
10Y*
ALL TIME*
47.15%

MNY.TO

1D
0.04%
1M
0.19%
6M
1.20%
YTD
1.36%
1Y
2.54%
3Y*
3.79%
5Y*
10Y*
ALL TIME*
3.94%
*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$7.14MCA$7.01MCA$5.03M
CA$514.43KCA$426.69KCA$501.63K

YGOG.NEO vs. MNY.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
YGOG.NEO
Alphabet (GOOGL) Yield Shares Purpose ETF
11.15%69.46%35.49%56.09%1.29%
MNY.TO
Purpose Cash Management Fund
1.36%3.03%4.69%5.03%0.21%

Correlation

The correlation between YGOG.NEO and MNY.TO is -0.04, 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.

-0.04

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2022

-0.00

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Return for Risk

YGOG.NEO vs. MNY.TO — Risk / Return Rank

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

YGOG.NEO
YGOG.NEO Risk / Return Rank: 9090
Overall Rank
YGOG.NEO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
YGOG.NEO Sortino Ratio Rank: 9191
Sortino Ratio Rank
YGOG.NEO Omega Ratio Rank: 9090
Omega Ratio Rank
YGOG.NEO Calmar Ratio Rank: 9191
Calmar Ratio Rank
YGOG.NEO Martin Ratio Rank: 8383
Martin Ratio Rank

MNY.TO
MNY.TO Risk / Return Rank: 100100
Overall Rank
MNY.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MNY.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
MNY.TO Omega Ratio Rank: 100100
Omega Ratio Rank
MNY.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
MNY.TO Martin Ratio Rank: 100100
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.

YGOG.NEO vs. MNY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) and Purpose Cash Management Fund (MNY.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.


YGOG.NEOMNY.TODifference
Sharpe ratioReturn per unit of total volatility

-13.24

Sortino ratioReturn per unit of downside risk

-46.49

Omega ratioGain probability vs. loss probability

1.42

22.10

-20.68

Calmar ratioReturn relative to maximum drawdown

4.03

64.35

-60.32

Martin ratioReturn relative to average drawdown

11.50

582.61

-571.12

YGOG.NEO vs. MNY.TO - Sharpe Ratio Comparison

The current YGOG.NEO Sharpe Ratio is 2.53, which is lower than the MNY.TO Sharpe Ratio of 15.77. The chart below compares the historical Sharpe Ratios of YGOG.NEO and MNY.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

YGOG.NEO vs. MNY.TO - Drawdown Comparison

The maximum YGOG.NEO drawdown since its inception was -34.24%, which is greater than MNY.TO's maximum drawdown of -0.24%. Use the drawdown chart below to compare losses from any high point for YGOG.NEO and MNY.TO.


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Drawdown Indicators


YGOG.NEOMNY.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.24%

-0.24%

-34.00%

Max Drawdown (1Y)

Largest decline over 1 year

-22.09%

-0.04%

-22.05%

Max Drawdown (3Y)

Largest decline over 3 years

-34.24%

-0.10%

-34.14%

Current Drawdown

Current decline from peak

-11.55%

0.00%

-11.55%

Average Drawdown

Average peak-to-trough decline

-7.76%

0.00%

-7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.74%

0.00%

+7.74%

Volatility

YGOG.NEO vs. MNY.TO - Volatility Comparison

Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) has a higher volatility of 14.42% compared to Purpose Cash Management Fund (MNY.TO) at 0.05%. This indicates that YGOG.NEO's price experiences larger fluctuations and is considered to be riskier than MNY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YGOG.NEOMNY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.42%

0.05%

+14.37%

Volatility (6M)

Calculated over the trailing 6-month period

27.92%

0.10%

+27.82%

Volatility (1Y)

Calculated over the trailing 1-year period

35.37%

0.16%

+35.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.54%

0.32%

+33.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.54%

0.32%

+33.22%

YGOG.NEO vs. MNY.TO - Expense Ratio Comparison

YGOG.NEO has a 0.40% expense ratio, which is higher than MNY.TO's 0.22% expense ratio.


Dividends

YGOG.NEO vs. MNY.TO - Dividend Comparison

YGOG.NEO's dividend yield for the trailing twelve months is around 9.59%, more than MNY.TO's 2.51% yield.


PositionTTM2025202420232022
MNY.TO
Purpose Cash Management Fund
2.51%2.93%4.71%4.85%1.12%
YGOG.NEO
Alphabet (GOOGL) Yield Shares Purpose ETF
9.59%5.84%6.63%7.24%0.91%

Frequently Asked Questions


YGOG.NEO and MNY.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MNY.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MNY.TO is cheaper with a 0.22% expense ratio, compared with 0.40% for YGOG.NEO.

YGOG.NEO is categorized as Derivative Income, while MNY.TO is Money Market. Their fees differ too: 0.40% for YGOG.NEO and 0.22% for MNY.TO.

Portfolio Optimizer

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