BFIN.TO vs. HCAL.TO
BFIN.TO (Brompton North American Financials Dividend ETF) and HCAL.TO (Hamilton Enhanced Canadian Bank ETF) are both Financials Equities funds. BFIN.TO is actively managed, while HCAL.TO is passively managed. Over the past 5 years, BFIN.TO returned 10.99%/yr vs 25.28%/yr for HCAL.TO. At a 0.39 correlation, their price movements are largely independent.
Performance
BFIN.TO vs. HCAL.TO - Performance Comparison
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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 HCAL.TO's 46.44% 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*
- —
HCAL.TO
- 1D
- 2.03%
- 1M
- 11.16%
- 6M
- 44.73%
- YTD
- 46.44%
- 1Y
- 97.75%
- 3Y*
- 46.31%
- 5Y*
- 25.28%
- 10Y*
- —
BFIN.TO vs. HCAL.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% | 14.53% |
HCAL.TO Hamilton Enhanced Canadian Bank ETF | 46.44% | 54.09% | 29.04% | 11.73% | -17.54% | 50.25% | 16.92% |
Correlation
The correlation between BFIN.TO and HCAL.TO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2020 | 0.39 |
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Return for Risk
BFIN.TO vs. HCAL.TO — Risk / Return Rank
BFIN.TO
HCAL.TO
BFIN.TO vs. HCAL.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 Hamilton Enhanced Canadian Bank ETF (HCAL.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 | HCAL.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.06 | ||
| Sortino ratioReturn per unit of downside risk | -4.72 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.99 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 9.23 | -6.99 |
| Martin ratioReturn relative to average drawdown | 7.19 | 39.93 | -32.74 |
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Drawdowns
BFIN.TO vs. HCAL.TO - Drawdown Comparison
The maximum BFIN.TO drawdown since its inception was -38.01%, which is greater than HCAL.TO's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for BFIN.TO and HCAL.TO.
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Drawdown Indicators
| BFIN.TO | HCAL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.01% | -35.05% | -2.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -10.65% | -1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -20.81% | -18.77% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -29.02% | -35.05% | +6.03% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.69% | -9.45% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 2.46% | +1.29% |
Volatility
BFIN.TO vs. HCAL.TO - Volatility Comparison
The current volatility for Brompton North American Financials Dividend ETF (BFIN.TO) is 3.71%, while Hamilton Enhanced Canadian Bank ETF (HCAL.TO) has a volatility of 5.22%. This indicates that BFIN.TO experiences smaller price fluctuations and is considered to be less risky than HCAL.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.TO | HCAL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 5.22% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 14.63% | -2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 16.76% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.41% | 17.31% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.75% | 17.01% | +3.74% |
Dividends
BFIN.TO vs. HCAL.TO - Dividend Comparison
BFIN.TO's dividend yield for the trailing twelve months is around 5.40%, more than HCAL.TO's 2.97% 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% |
HCAL.TO Hamilton Enhanced Canadian Bank ETF | 2.97% | 4.20% | 6.12% | 7.37% | 7.46% | 4.27% | 2.66% | 0.00% | 0.00% |
Frequently Asked Questions
BFIN.TO and HCAL.TO have a correlation of 0.46, 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 Hamilton Capital.
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