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BLOV.TO vs. BPRF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BLOV.TO vs. BPRF.TO

Last updated Jul 16, 2026
Documentation

BLOV.TO (Brompton North American Low Volatility Dividend ETF) and BPRF.TO (Brompton Flaherty & Crumrine Investment Grade Preferred ETF) are both exchange-traded funds - BLOV.TO is a Dividend fund actively managed by Brompton, while BPRF.TO is a Preferred Stock/Convertible Bonds fund actively managed by Brompton. Both are actively managed. Over the past 5 years, BLOV.TO returned 8.19%/yr vs 1.77%/yr for BPRF.TO. At a 0.08 correlation, their price movements are largely independent.

Performance

BLOV.TO vs. BPRF.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 Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.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, BLOV.TO achieves a 13.38% return, which is significantly higher than BPRF.TO's 0.58% return.

BLOV.TO

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

BPRF.TO

1D
0.00%
1M
-0.31%
6M
0.27%
YTD
0.58%
1Y
3.83%
3Y*
8.27%
5Y*
1.77%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
BLOV.TO
Brompton North American Low Volatility Dividend ETF		13.38%14.08%11.35%-1.53%-6.53%21.12%8.97%
BPRF.TO
Brompton Flaherty & Crumrine Investment Grade Preferred ETF		0.58%4.85%11.66%6.76%-13.36%3.72%17.56%

Correlation

The correlation between BLOV.TO and BPRF.TO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.05

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

0.10

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

0.09

Correlation (All Time)
Calculated using the full available price history since May 5, 2020

0.08

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Brompton North American Low Volatility Dividend ETF

Brompton Flaherty & Crumrine Investment Grade Preferred ETF

Return for Risk

BLOV.TO vs. BPRF.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: 8787
Overall Rank
BLOV.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BLOV.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
BLOV.TO Omega Ratio Rank: 8989
Omega Ratio Rank
BLOV.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
BLOV.TO Martin Ratio Rank: 8383
Martin Ratio Rank
BPRF.TO
BPRF.TO Risk / Return Rank: 2525
Overall Rank
BPRF.TO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BPRF.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
BPRF.TO Omega Ratio Rank: 2222
Omega Ratio Rank
BPRF.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
BPRF.TO Martin Ratio Rank: 3232
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.

BLOV.TO vs. BPRF.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 Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.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.TOBPRF.TODifference
Sharpe ratioReturn per unit of total volatility
2.24
0.69

+1.55

Sortino ratioReturn per unit of downside risk
3.26
1.03

+2.23

Omega ratioGain probability vs. loss probability

1.45

1.13

+0.32

Calmar ratioReturn relative to maximum drawdown

3.95

1.21

+2.74

Martin ratioReturn relative to average drawdown

13.24

3.96

+9.29

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

The current BLOV.TO Sharpe Ratio is 2.24, which is higher than the BPRF.TO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of BLOV.TO and BPRF.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

BLOV.TO vs. BPRF.TO - Drawdown Comparison

The maximum BLOV.TO drawdown since its inception was -46.98%, which is greater than BPRF.TO's maximum drawdown of -35.50%. Use the drawdown chart below to compare losses from any high point for BLOV.TO and BPRF.TO.

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Drawdown Indicators

BLOV.TOBPRF.TODifference

Max Drawdown

Largest peak-to-trough decline

-46.98%

-35.50%

-11.48%

Max Drawdown (1Y)

Largest decline over 1 year

-5.23%

-3.17%

-2.06%

Max Drawdown (3Y)

Largest decline over 3 years

-41.86%

-4.71%

-37.15%

Max Drawdown (5Y)

Largest decline over 5 years

-46.98%

-21.70%

-25.28%

Current Drawdown

Current decline from peak

-1.43%

-1.63%

+0.20%

Average Drawdown

Average peak-to-trough decline

-4.48%

-6.58%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

0.97%

+0.59%

Volatility

BLOV.TO vs. BPRF.TO - Volatility Comparison

Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a higher volatility of 4.96% compared to Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.TO) at 2.00%. This indicates that BLOV.TO's price experiences larger fluctuations and is considered to be riskier than BPRF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BLOV.TOBPRF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

2.00%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

4.20%

+3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

9.20%

5.57%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.19%

9.59%

+23.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.18%

13.74%

+16.44%

Dividends

BLOV.TO vs. BPRF.TO - Dividend Comparison

BLOV.TO's dividend yield for the trailing twelve months is around 3.71%, less than BPRF.TO's 5.91% yield.

PositionTTM2025202420232022202120202019
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%
BPRF.TO
Brompton Flaherty & Crumrine Investment Grade Preferred ETF		5.91%5.78%5.72%6.02%5.71%4.69%4.65%4.27%

Frequently Asked Questions

BLOV.TO and BPRF.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLOV.TO is categorized as Dividend, while BPRF.TO is Preferred Stock/Convertible Bonds.

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