BFIN.TO vs. BLOV.TO

Last updated Jul 16, 2026

BFIN.TO (Brompton North American Financials Dividend ETF) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both exchange-traded funds - BFIN.TO is a Financials Equities fund actively managed by Brompton, while BLOV.TO is a Dividend fund actively managed by Brompton. Both are actively managed. Over the past 5 years, BFIN.TO returned 10.99%/yr vs 8.19%/yr for BLOV.TO. At a 0.33 correlation, their price movements are largely independent.

Performance

BFIN.TO vs. BLOV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton North American Financials Dividend ETF (BFIN.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with BFIN.TO having a 13.37% return and BLOV.TO slightly higher at 13.38%.

BFIN.TO

• 1D: 1.49%
• 1M: 5.15%
• 6M: 12.79%
• YTD: 13.37%
• 1Y: 26.87%
• 3Y*: 25.28%
• 5Y*: 10.99%
• 10Y*: —

BLOV.TO

• 1D: 0.22%
• 1M: 1.49%
• 6M: 12.19%
• YTD: 13.38%
• 1Y: 19.69%
• 3Y*: 12.75%
• 5Y*: 8.19%
• 10Y*: —

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

BFIN.TO vs. BLOV.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BFIN.TO Brompton North American Financials Dividend ETF	13.37%	18.41%	33.71%	7.41%	-18.44%	30.07%	31.62%
BLOV.TO Brompton North American Low Volatility Dividend ETF	13.38%	14.08%	11.35%	-1.53%	-6.53%	21.12%	8.97%

Correlation

The correlation between BFIN.TO and BLOV.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since May 5, 2020	0.33

The correlation between BFIN.TO and BLOV.TO shifts across timeframes, from 0.20 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

BFIN.TO vs. BLOV.TO — Risk / Return Rank

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

BFIN.TO

BFIN.TO Risk / Return Rank: 62
BFIN.TO Sharpe Ratio Rank: 69
BFIN.TO Sortino Ratio Rank: 66
BFIN.TO Omega Ratio Rank: 71
BFIN.TO Calmar Ratio Rank: 54
BFIN.TO Martin Ratio Rank: 52

BLOV.TO

BLOV.TO Risk / Return Rank: 87
BLOV.TO Sharpe Ratio Rank: 86
BLOV.TO Sortino Ratio Rank: 88
BLOV.TO Omega Ratio Rank: 89
BLOV.TO Calmar Ratio Rank: 87
BLOV.TO Martin Ratio Rank: 83

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.

BFIN.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton North American Financials Dividend ETF (BFIN.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.

	BFIN.TO	BLOV.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.81	2.24	-0.43
Sortino ratio: Return per unit of downside risk	2.46	3.26	-0.80
Omega ratio: Gain probability vs. loss probability	1.34	1.45	-0.12
Calmar ratio: Return relative to maximum drawdown	2.24	3.95	-1.71
Martin ratio: Return relative to average drawdown	7.19	13.24	-6.05

BFIN.TO vs. BLOV.TO - Sharpe Ratio Comparison

The current BFIN.TO Sharpe Ratio is 1.81, which is comparable to the BLOV.TO Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of BFIN.TO and BLOV.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.

Drawdowns

BFIN.TO vs. BLOV.TO - Drawdown Comparison

The maximum BFIN.TO drawdown since its inception was -38.01%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for BFIN.TO and BLOV.TO.

Drawdown Indicators

	BFIN.TO	BLOV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-38.01%	-46.98%	+8.97%
Max Drawdown (1Y) Largest decline over 1 year	-12.07%	-5.23%	-6.84%
Max Drawdown (3Y) Largest decline over 3 years	-20.81%	-41.86%	+21.05%
Max Drawdown (5Y) Largest decline over 5 years	-29.02%	-46.98%	+17.96%
Current Drawdown Current decline from peak	0.00%	-1.43%	+1.43%
Average Drawdown Average peak-to-trough decline	-9.69%	-4.48%	-5.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	1.56%	+2.19%

Volatility

BFIN.TO vs. BLOV.TO - Volatility Comparison

The current volatility for Brompton North American Financials Dividend ETF (BFIN.TO) is 3.71%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.96%. This indicates that BFIN.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BFIN.TO	BLOV.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	4.96%	-1.25%
Volatility (6M) Calculated over the trailing 6-month period	11.67%	7.78%	+3.89%
Volatility (1Y) Calculated over the trailing 1-year period	14.91%	9.20%	+5.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.41%	33.19%	-14.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.75%	30.18%	-9.43%

Dividends

BFIN.TO vs. BLOV.TO - Dividend Comparison

BFIN.TO's dividend yield for the trailing twelve months is around 5.40%, more than BLOV.TO's 3.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BFIN.TO Brompton North American Financials Dividend ETF	5.40%	5.50%	5.36%	6.08%	5.64%	4.00%	4.98%	4.34%	0.48%
BLOV.TO Brompton North American Low Volatility Dividend ETF	3.71%	4.13%	4.51%	4.80%	4.25%	3.19%	2.45%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BFIN.TO and BLOV.TO in my portfolio?

BFIN.TO and BLOV.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

What is the main difference between BFIN.TO and BLOV.TO?

BFIN.TO is categorized as Financials Equities, while BLOV.TO is Dividend.