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BFIN.TO vs. FIE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFIN.TO vs. FIE.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 iShares Canadian Financial Monthly Income ETF (FIE.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BFIN.TO achieves a 13.37% return, which is significantly lower than FIE.TO's 18.97% return.


BFIN.TO

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

FIE.TO

1D
1.31%
1M
5.54%
6M
18.02%
YTD
18.97%
1Y
35.03%
3Y*
26.36%
5Y*
14.03%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
BFIN.TO
Brompton North American Financials Dividend ETF
13.37%18.41%33.71%7.41%-18.44%30.07%0.46%28.23%-7.73%
FIE.TO
iShares Canadian Financial Monthly Income ETF
18.97%24.36%27.62%12.58%-14.35%27.34%1.33%18.97%-5.20%

Correlation

The correlation between BFIN.TO and FIE.TO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2018

0.38

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Return for Risk

BFIN.TO vs. FIE.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: 6262
Overall Rank
BFIN.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BFIN.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
BFIN.TO Omega Ratio Rank: 7171
Omega Ratio Rank
BFIN.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
BFIN.TO Martin Ratio Rank: 5252
Martin Ratio Rank

FIE.TO
FIE.TO Risk / Return Rank: 9595
Overall Rank
FIE.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9797
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
FIE.TO 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.

BFIN.TO vs. FIE.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 iShares Canadian Financial Monthly Income ETF (FIE.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.TOFIE.TODifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-2.67

Omega ratioGain probability vs. loss probability

1.34

1.75

-0.41

Calmar ratioReturn relative to maximum drawdown

2.24

4.89

-2.66

Martin ratioReturn relative to average drawdown

7.19

15.90

-8.71

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

The current BFIN.TO Sharpe Ratio is 1.81, which is lower than the FIE.TO Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of BFIN.TO and FIE.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.


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Drawdowns

BFIN.TO vs. FIE.TO - Drawdown Comparison

The maximum BFIN.TO drawdown since its inception was -38.01%, smaller than the maximum FIE.TO drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for BFIN.TO and FIE.TO.


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Drawdown Indicators


BFIN.TOFIE.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.01%

-42.24%

+4.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-7.19%

-4.88%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

-10.70%

-10.11%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-22.93%

-6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-42.24%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.69%

-4.86%

-4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.21%

+1.54%

Volatility

BFIN.TO vs. FIE.TO - Volatility Comparison

Brompton North American Financials Dividend ETF (BFIN.TO) has a higher volatility of 3.71% compared to iShares Canadian Financial Monthly Income ETF (FIE.TO) at 2.32%. This indicates that BFIN.TO's price experiences larger fluctuations and is considered to be riskier than FIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFIN.TOFIE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

2.32%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

7.33%

+4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

9.22%

+5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

10.58%

+7.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.75%

14.05%

+6.70%

Dividends

BFIN.TO vs. FIE.TO - Dividend Comparison

BFIN.TO's dividend yield for the trailing twelve months is around 5.40%, more than FIE.TO's 4.19% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
FIE.TO
iShares Canadian Financial Monthly Income ETF
4.19%4.94%5.83%6.98%7.31%5.92%7.10%6.65%7.38%6.28%6.59%7.43%

Frequently Asked Questions


BFIN.TO and FIE.TO have a correlation of 0.45, 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 iShares.

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