BLOV.TO vs. BFIN.TO

Last updated Jul 16, 2026

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

Performance

BLOV.TO vs. BFIN.TO - Performance Comparison

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

Returns By Period

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

BLOV.TO

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

BFIN.TO

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

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

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

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

Correlation

The correlation between BLOV.TO and BFIN.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 BLOV.TO and BFIN.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

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

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

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

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

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.

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

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

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

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

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

BLOV.TO vs. BFIN.TO - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

BLOV.TO vs. BFIN.TO - Volatility Comparison

Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a higher volatility of 4.96% compared to Brompton North American Financials Dividend ETF (BFIN.TO) at 3.71%. This indicates that BLOV.TO's price experiences larger fluctuations and is considered to be riskier than BFIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

Dividends

BLOV.TO vs. BFIN.TO - Dividend Comparison

BLOV.TO's dividend yield for the trailing twelve months is around 3.71%, less than BFIN.TO's 5.40% 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 BLOV.TO and BFIN.TO in my portfolio?

BLOV.TO and BFIN.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 BLOV.TO and BFIN.TO?

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