BEPR.TO vs. TPRF.TO
BEPR.TO (Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF) and TPRF.TO (TD Active Preferred Share ETF) are both Preferred Stock/Convertible Bonds funds. Both are actively managed. Over the past 5 years, BEPR.TO returned 1.47%/yr vs 8.97%/yr for TPRF.TO. At a 0.16 correlation, their price movements are largely independent.
Performance
BEPR.TO vs. TPRF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BEPR.TO achieves a 0.27% return, which is significantly lower than TPRF.TO's 7.11% return.
BEPR.TO
- 1D
- 0.83%
- 1M
- 0.12%
- 6M
- 0.49%
- YTD
- 0.27%
- 1Y
- 4.79%
- 3Y*
- 10.18%
- 5Y*
- 1.47%
- 10Y*
- 4.80%
TPRF.TO
- 1D
- 0.23%
- 1M
- 2.10%
- 6M
- 6.43%
- YTD
- 7.11%
- 1Y
- 15.36%
- 3Y*
- 20.16%
- 5Y*
- 8.97%
- 10Y*
- —
BEPR.TO vs. TPRF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BEPR.TO Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF | 0.27% | 6.68% | 14.36% | 6.62% | -19.22% | 8.37% | 0.94% | 32.29% | -6.71% |
TPRF.TO TD Active Preferred Share ETF | 7.11% | 18.21% | 28.67% | 5.53% | -15.46% | 31.78% | 4.65% | 12.00% | -14.27% |
Correlation
The correlation between BEPR.TO and TPRF.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2018 | 0.16 |
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Return for Risk
BEPR.TO vs. TPRF.TO — Risk / Return Rank
BEPR.TO
TPRF.TO
BEPR.TO vs. TPRF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO) and TD Active Preferred Share ETF (TPRF.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.
| BEPR.TO | TPRF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.18 | ||
| Sortino ratioReturn per unit of downside risk | -4.59 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.82 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 6.20 | -5.20 |
| Martin ratioReturn relative to average drawdown | 3.26 | 33.46 | -30.20 |
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Drawdowns
BEPR.TO vs. TPRF.TO - Drawdown Comparison
The maximum BEPR.TO drawdown since its inception was -69.85%, which is greater than TPRF.TO's maximum drawdown of -44.80%. Use the drawdown chart below to compare losses from any high point for BEPR.TO and TPRF.TO.
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Drawdown Indicators
| BEPR.TO | TPRF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.85% | -44.80% | -25.05% |
Max Drawdown (1Y)Largest decline over 1 year | -4.84% | -2.49% | -2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -6.15% | -8.39% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -23.90% | -3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | 0.00% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -7.52% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 0.46% | +1.02% |
Volatility
BEPR.TO vs. TPRF.TO - Volatility Comparison
Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO) has a higher volatility of 2.03% compared to TD Active Preferred Share ETF (TPRF.TO) at 0.89%. This indicates that BEPR.TO's price experiences larger fluctuations and is considered to be riskier than TPRF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BEPR.TO | TPRF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 0.89% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 6.57% | 2.63% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 4.10% | +4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.70% | 9.64% | +2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 15.25% | +0.86% |
Dividends
BEPR.TO vs. TPRF.TO - Dividend Comparison
BEPR.TO's dividend yield for the trailing twelve months is around 8.95%, more than TPRF.TO's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEPR.TO Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF | 8.95% | 9.28% | 9.19% | 9.58% | 9.26% | 6.87% | 6.37% | 6.70% | 9.17% | 7.43% | 8.31% | 9.40% |
TPRF.TO TD Active Preferred Share ETF | 4.49% | 4.36% | 4.56% | 5.74% | 4.99% | 4.04% | 5.09% | 5.05% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BEPR.TO and TPRF.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Brompton and TD.
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