^GSPTSE vs. FC.TO

Last updated Apr 3, 2026

Compare and contrast key facts about S&P TSX Composite Index (Canada) (^GSPTSE) and Firm Capital Mortgage Investment Corporation (FC.TO).

Performance

^GSPTSE vs. FC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in S&P TSX Composite Index (Canada) (^GSPTSE) and Firm Capital Mortgage Investment Corporation (FC.TO). The values are adjusted to include any dividend payments, if applicable.

^GSPTSE vs. FC.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^GSPTSE S&P TSX Composite Index (Canada)	4.40%	28.25%	17.99%	8.12%	-8.66%	21.74%	2.17%	19.13%	-11.64%	6.03%
FC.TO Firm Capital Mortgage Investment Corporation	3.88%	6.87%	20.14%	11.21%	-19.55%	20.36%	-6.50%	20.36%	8.82%	2.16%

Returns By Period

In the year-to-date period, ^GSPTSE achieves a 4.40% return, which is significantly higher than FC.TO's 3.88% return. Over the past 10 years, ^GSPTSE has outperformed FC.TO with an annualized return of 9.52%, while FC.TO has yielded a comparatively lower 7.27% annualized return.

^GSPTSE

• 1D: 0.46%
• 1M: -2.00%
• YTD: 4.40%
• 6M: 9.77%
• 1Y: 30.83%
• 3Y*: 17.75%
• 5Y*: 11.76%
• 10Y*: 9.52%

FC.TO

• 1D: 0.67%
• 1M: -1.15%
• YTD: 3.88%
• 6M: 2.52%
• 1Y: 11.30%
• 3Y*: 11.37%
• 5Y*: 5.02%
• 10Y*: 7.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^GSPTSE vs. FC.TO — Risk / Return Rank

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

^GSPTSE

^GSPTSE Risk / Return Rank: 92
^GSPTSE Sharpe Ratio Rank: 93
^GSPTSE Sortino Ratio Rank: 93
^GSPTSE Omega Ratio Rank: 95
^GSPTSE Calmar Ratio Rank: 90
^GSPTSE Martin Ratio Rank: 91

FC.TO

FC.TO Risk / Return Rank: 69
FC.TO Sharpe Ratio Rank: 74
FC.TO Sortino Ratio Rank: 65
FC.TO Omega Ratio Rank: 65
FC.TO Calmar Ratio Rank: 70
FC.TO Martin Ratio Rank: 72

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.

^GSPTSE vs. FC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P TSX Composite Index (Canada) (^GSPTSE) and Firm Capital Mortgage Investment Corporation (FC.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.

	^GSPTSE	FC.TO	Difference
Sharpe ratio Return per unit of total volatility	2.02	1.04	+0.98
Sortino ratio Return per unit of downside risk	2.58	1.46	+1.12
Omega ratio Gain probability vs. loss probability	1.40	1.20	+0.21
Calmar ratio Return relative to maximum drawdown	2.92	1.60	+1.32
Martin ratio Return relative to average drawdown	12.85	4.27	+8.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^GSPTSE vs. FC.TO - Sharpe Ratio Comparison

The current ^GSPTSE Sharpe Ratio is 2.02, which is higher than the FC.TO Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of ^GSPTSE and FC.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.

Sharpe Ratios by Period

	^GSPTSE	FC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	1.04	+0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	0.32	+0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.38	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.54	-0.11

Correlation

The correlation between ^GSPTSE and FC.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.

Drawdowns

^GSPTSE vs. FC.TO - Drawdown Comparison

The maximum ^GSPTSE drawdown since its inception was -49.99%, roughly equal to the maximum FC.TO drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for ^GSPTSE and FC.TO.

Drawdown Indicators

	^GSPTSE	FC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-49.99%	-49.63%	-0.36%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-6.65%	-2.68%
Max Drawdown (5Y) Largest decline over 5 years	-17.57%	-29.03%	+11.46%
Max Drawdown (10Y) Largest decline over 10 years	-37.43%	-49.63%	+12.20%
Current Drawdown Current decline from peak	-4.15%	-2.77%	-1.38%
Average Drawdown Average peak-to-trough decline	-11.55%	-5.23%	-6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	2.49%	+0.02%

Volatility

^GSPTSE vs. FC.TO - Volatility Comparison

S&P TSX Composite Index (Canada) (^GSPTSE) has a higher volatility of 5.56% compared to Firm Capital Mortgage Investment Corporation (FC.TO) at 4.05%. This indicates that ^GSPTSE's price experiences larger fluctuations and is considered to be riskier than FC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^GSPTSE	FC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.56%	4.05%	+1.51%
Volatility (6M) Calculated over the trailing 6-month period	10.93%	6.96%	+3.97%
Volatility (1Y) Calculated over the trailing 1-year period	15.37%	10.97%	+4.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.07%	15.55%	-2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.06%	19.13%	-4.07%