BPRF.TO vs. EDGF.TO
BPRF.TO (Brompton Flaherty & Crumrine Investment Grade Preferred ETF) and EDGF.TO (Brompton European Dividend Growth ETF) are both exchange-traded funds - BPRF.TO is a Preferred Stock/Convertible Bonds fund actively managed by Brompton, while EDGF.TO is a Europe Equities fund actively managed by Brompton. Both are actively managed. Over the past 5 years, BPRF.TO returned 1.84%/yr vs 6.70%/yr for EDGF.TO. At a 0.25 correlation, their price movements are largely independent.
Performance
BPRF.TO vs. EDGF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BPRF.TO achieves a 0.94% return, which is significantly lower than EDGF.TO's 4.11% return.
BPRF.TO
- 1D
- 0.36%
- 1M
- 0.31%
- 6M
- 0.59%
- YTD
- 0.94%
- 1Y
- 3.70%
- 3Y*
- 8.40%
- 5Y*
- 1.84%
- 10Y*
- —
EDGF.TO
- 1D
- -0.09%
- 1M
- -1.31%
- 6M
- -1.02%
- YTD
- 4.11%
- 1Y
- 9.84%
- 3Y*
- 13.09%
- 5Y*
- 6.70%
- 10Y*
- —
BPRF.TO vs. EDGF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BPRF.TO Brompton Flaherty & Crumrine Investment Grade Preferred ETF | 0.94% | 4.85% | 11.66% | 6.76% | -13.36% | 3.72% | 5.32% | 16.17% | -4.44% |
EDGF.TO Brompton European Dividend Growth ETF | 4.11% | 17.25% | 14.32% | 12.04% | -19.33% | 24.90% | 0.85% | 34.25% | -5.22% |
Correlation
The correlation between BPRF.TO and EDGF.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2018 | 0.25 |
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Return for Risk
BPRF.TO vs. EDGF.TO — Risk / Return Rank
BPRF.TO
EDGF.TO
BPRF.TO vs. EDGF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.TO) and Brompton European Dividend Growth ETF (EDGF.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.
| BPRF.TO | EDGF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 0.81 | +0.36 |
| Martin ratioReturn relative to average drawdown | 3.81 | 2.31 | +1.50 |
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Drawdowns
BPRF.TO vs. EDGF.TO - Drawdown Comparison
The maximum BPRF.TO drawdown since its inception was -35.50%, smaller than the maximum EDGF.TO drawdown of -38.93%. Use the drawdown chart below to compare losses from any high point for BPRF.TO and EDGF.TO.
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Drawdown Indicators
| BPRF.TO | EDGF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.50% | -38.93% | +3.43% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -12.18% | +9.01% |
Max Drawdown (3Y)Largest decline over 3 years | -4.71% | -16.15% | +11.44% |
Max Drawdown (5Y)Largest decline over 5 years | -21.70% | -28.97% | +7.27% |
Current DrawdownCurrent decline from peak | -1.28% | -4.15% | +2.87% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -7.13% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 4.27% | -3.30% |
Volatility
BPRF.TO vs. EDGF.TO - Volatility Comparison
The current volatility for Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.TO) is 2.01%, while Brompton European Dividend Growth ETF (EDGF.TO) has a volatility of 3.75%. This indicates that BPRF.TO experiences smaller price fluctuations and is considered to be less risky than EDGF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPRF.TO | EDGF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 3.75% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 4.21% | 11.59% | -7.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.58% | 14.75% | -9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.60% | 18.23% | -8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.74% | 20.89% | -7.15% |
Dividends
BPRF.TO vs. EDGF.TO - Dividend Comparison
BPRF.TO's dividend yield for the trailing twelve months is around 5.89%, less than EDGF.TO's 6.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BPRF.TO Brompton Flaherty & Crumrine Investment Grade Preferred ETF | 5.89% | 5.78% | 5.72% | 6.02% | 5.71% | 4.69% | 4.65% | 4.27% | 0.00% | 0.00% |
EDGF.TO Brompton European Dividend Growth ETF | 6.31% | 5.70% | 5.66% | 5.71% | 5.74% | 4.16% | 4.97% | 4.75% | 6.06% | 2.13% |
Frequently Asked Questions
BPRF.TO and EDGF.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BPRF.TO is categorized as Preferred Stock/Convertible Bonds, while EDGF.TO is Europe Equities.
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