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AGF-B.TO vs. CJP.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

AGF-B.TO vs. CJP.NEO

Last updated Apr 2, 2026

Compare and contrast key facts about AGF Management Ltd (AGF-B.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO).

CJP.NEO is a passively managed fund by iShares that tracks the performance of the FTSE RAFI Japan Canadian Dollar Hedged Index. It was launched on Feb 14, 2007.

Performance

AGF-B.TO vs. CJP.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in AGF Management Ltd (AGF-B.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). The values are adjusted to include any dividend payments, if applicable.

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AGF-B.TO vs. CJP.NEO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AGF-B.TO
AGF Management Ltd		27.49%59.26%45.89%15.54%-10.40%43.95%1.07%41.60%-38.19%36.77%
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)		9.43%30.67%26.74%35.03%3.67%18.19%0.18%13.12%-17.35%21.33%

Returns By Period

In the year-to-date period, AGF-B.TO achieves a 27.49% return, which is significantly higher than CJP.NEO's 9.43% return. Over the past 10 years, AGF-B.TO has outperformed CJP.NEO with an annualized return of 21.28%, while CJP.NEO has yielded a comparatively lower 15.12% annualized return.

AGF-B.TO

1D
1.73%
1M
0.19%
YTD
27.49%
6M
44.31%
1Y
108.64%
3Y*
44.26%
5Y*
29.02%
10Y*
21.28%

CJP.NEO

1D
2.35%
1M
-3.54%
YTD
9.43%
6M
22.11%
1Y
44.20%
3Y*
31.16%
5Y*
21.18%
10Y*
15.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGF Management Ltd

iShares Japan Fundamental Index ETF (CAD-Hedged)

Often compared with AGF-B.TO:
AGF-B.TO vs. HURA.TOAGF-B.TO vs. HXT.TOAGF-B.TO vs. IAG.TOAGF-B.TO vs. POW.TOAGF-B.TO vs. HCAL.TO
Often compared with CJP.NEO:
CJP.NEO vs. JAPN.TOCJP.NEO vs. ZJPN.TOCJP.NEO vs. VCE.TOCJP.NEO vs. EWJCJP.NEO vs. XEF.TOCJP.NEO vs. XEQT.TOCJP.NEO vs. FLJP

Return for Risk

AGF-B.TO vs. CJP.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AGF-B.TO
AGF-B.TO Risk / Return Rank: 9898
Overall Rank
AGF-B.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AGF-B.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGF-B.TO Omega Ratio Rank: 9696
Omega Ratio Rank
AGF-B.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
AGF-B.TO Martin Ratio Rank: 9797
Martin Ratio Rank
CJP.NEO
CJP.NEO Risk / Return Rank: 9090
Overall Rank
CJP.NEO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 9191
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 9090
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 8989
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 9090
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.

AGF-B.TO vs. CJP.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGF Management Ltd (AGF-B.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). 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.

AGF-B.TOCJP.NEODifference

Sharpe ratio

Return per unit of total volatility

3.76

2.08

+1.69

Sortino ratio

Return per unit of downside risk

4.47

2.71

+1.76

Omega ratio

Gain probability vs. loss probability

1.58

1.40

+0.18

Calmar ratio

Return relative to maximum drawdown

9.49

3.19

+6.31

Martin ratio

Return relative to average drawdown

23.21

12.50

+10.71

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGF-B.TO vs. CJP.NEO - Sharpe Ratio Comparison

The current AGF-B.TO Sharpe Ratio is 3.76, which is higher than the CJP.NEO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of AGF-B.TO and CJP.NEO, 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

AGF-B.TOCJP.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.76

2.08

+1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

1.16

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.76

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.43

-0.13

Correlation

The correlation between AGF-B.TO and CJP.NEO is 0.26, 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

AGF-B.TO vs. CJP.NEO - Dividend Comparison

AGF-B.TO's dividend yield for the trailing twelve months is around 2.43%, more than CJP.NEO's 1.35% yield.

TTM20252024202320222021202020192018201720162015
AGF-B.TO
AGF Management Ltd		2.43%3.01%4.26%5.58%5.52%4.07%5.26%4.97%6.64%3.91%3.83%11.35%
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)		1.35%1.48%1.71%1.24%1.96%1.56%1.97%2.42%2.38%1.48%0.97%0.84%

Drawdowns

AGF-B.TO vs. CJP.NEO - Drawdown Comparison

The maximum AGF-B.TO drawdown since its inception was -90.57%, which is greater than CJP.NEO's maximum drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for AGF-B.TO and CJP.NEO.

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Drawdown Indicators

AGF-B.TOCJP.NEODifference

Max Drawdown

Largest peak-to-trough decline

-90.57%

-38.36%

-52.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-13.45%

+1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.90%

-20.86%

-9.04%

Max Drawdown (10Y)

Largest decline over 10 years

-65.63%

-37.75%

-27.88%

Current Drawdown

Current decline from peak

0.00%

-5.16%

+5.16%

Average Drawdown

Average peak-to-trough decline

-45.95%

-11.25%

-34.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

3.43%

+1.38%

Volatility

AGF-B.TO vs. CJP.NEO - Volatility Comparison

AGF Management Ltd (AGF-B.TO) has a higher volatility of 9.44% compared to iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) at 7.73%. This indicates that AGF-B.TO's price experiences larger fluctuations and is considered to be riskier than CJP.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AGF-B.TOCJP.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.44%

7.73%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

19.21%

14.71%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

29.05%

21.42%

+7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.86%

18.34%

+9.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.30%

20.04%

+12.26%