Fixed income investors searching for yield need to look beyond Canada’s borders, according to David Hoffman, managing director and portfolio manager of global fixed income at Philadelphia-based Brandywine Global Investment Management, LLC.

Hoffman was speaking as part of an expert panel on yield at the Legg Mason 2012 Rethink Premier Thought Leadership conference in Toronto on Thursday.

While Canada was an excellent place to invest in terms of bonds over the past 15 to 16 years, said Hoffman, that is no longer the case.

“Over the last few years Canadians were completely correct in saying: “We don’t need anybody else, we have the right things happening here,” he said. “But the fact is that it’s time for considerable diversification.”

The increase in Canada’s labour costs due to the raising dollar and the negative debt-to-GDP ratio are part of the reason for lower Canadian bond yields, said Hoffman.

He also foresees the Canadian dollar dropping by 10 to 20% over the next three to five years. As such, a portfolio solely invested in Canadian bonds will miss out on opportunities for a higher return through foreign exchange rates.

Countries that Hoffman sees as offering a higher yield include Brazil and Mexico.