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

BPRF.TO vs. HIG.TO

Last updated Jul 17, 2026
Documentation

BPRF.TO (Brompton Flaherty & Crumrine Investment Grade Preferred ETF) and HIG.TO (Brompton Global Healthcare Income & Growth ETF) are both exchange-traded funds - BPRF.TO is a Preferred Stock/Convertible Bonds fund actively managed by Brompton, while HIG.TO is a Health & Biotech Equities fund actively managed by Brompton. Both are actively managed. Over the past 5 years, BPRF.TO returned 1.84%/yr vs 0.89%/yr for HIG.TO. At a 0.22 correlation, their price movements are largely independent.

Performance

BPRF.TO vs. HIG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.TO) and Brompton Global Healthcare Income & Growth ETF (HIG.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, BPRF.TO achieves a 0.94% return, which is significantly higher than HIG.TO's -2.36% 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*
—

HIG.TO

1D
1.09%
1M
3.25%
6M
-3.82%
YTD
-2.36%
1Y
8.50%
3Y*
4.12%
5Y*
0.89%
10Y*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
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%
HIG.TO
Brompton Global Healthcare Income & Growth ETF		-2.36%13.94%-0.33%-1.53%-14.75%24.68%5.06%24.08%-2.21%

Correlation

The correlation between BPRF.TO and HIG.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

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

0.16

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

0.21

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2018

0.22

Compare stocks, funds, or ETFs

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Brompton Flaherty & Crumrine Investment Grade Preferred ETF

Brompton Global Healthcare Income & Growth ETF

Often compared with BPRF.TO:
BPRF.TO vs. BLOV.TOBPRF.TO vs. BDIV.TOBPRF.TO vs. BEPR.TOBPRF.TO vs. BFIN.TOBPRF.TO vs. BGIE.TOBPRF.TO vs. EDGF.TOBPRF.TO vs. KNGC.TO
Often compared with HIG.TO:
HIG.TO vs. TDOC.TOHIG.TO vs. FHH.TOHIG.TO vs. HHL.TOHIG.TO vs. LONG.TOHIG.TO vs. BDIV.TOHIG.TO vs. BEPR.TOHIG.TO vs. BFIN.TO

Return for Risk

BPRF.TO vs. HIG.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BPRF.TO
BPRF.TO Risk / Return Rank: 2525
Overall Rank
BPRF.TO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BPRF.TO Sortino Ratio Rank: 2121
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
HIG.TO
HIG.TO Risk / Return Rank: 1919
Overall Rank
HIG.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HIG.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
HIG.TO Omega Ratio Rank: 1919
Omega Ratio Rank
HIG.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
HIG.TO Martin Ratio Rank: 1818
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.

BPRF.TO vs. HIG.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 Global Healthcare Income & Growth ETF (HIG.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.TOHIG.TODifference
Sharpe ratioReturn per unit of total volatility
0.67
0.58

+0.09

Sortino ratioReturn per unit of downside risk
1.00
0.95

+0.05

Omega ratioGain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratioReturn relative to maximum drawdown

1.17

0.60

+0.57

Martin ratioReturn relative to average drawdown

3.81

1.41

+2.40

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

The current BPRF.TO Sharpe Ratio is 0.67, which is comparable to the HIG.TO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of BPRF.TO and HIG.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

BPRF.TO vs. HIG.TO - Drawdown Comparison

The maximum BPRF.TO drawdown since its inception was -35.50%, which is greater than HIG.TO's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for BPRF.TO and HIG.TO.

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Drawdown Indicators

BPRF.TOHIG.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.50%

-31.83%

-3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-14.18%

+11.01%

Max Drawdown (3Y)

Largest decline over 3 years

-4.71%

-14.18%

+9.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-24.58%

+2.88%

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.83%

—

Current Drawdown

Current decline from peak

-1.28%

-6.98%

+5.70%

Average Drawdown

Average peak-to-trough decline

-6.57%

-8.17%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

6.03%

-5.06%

Volatility

BPRF.TO vs. HIG.TO - Volatility Comparison

The current volatility for Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.TO) is 2.01%, while Brompton Global Healthcare Income & Growth ETF (HIG.TO) has a volatility of 6.38%. This indicates that BPRF.TO experiences smaller price fluctuations and is considered to be less risky than HIG.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.TOHIG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.01%

6.38%

-4.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

11.19%

-6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

5.58%

14.80%

-9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.60%

15.17%

-5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.74%

17.37%

-3.63%

Dividends

BPRF.TO vs. HIG.TO - Dividend Comparison

BPRF.TO's dividend yield for the trailing twelve months is around 5.89%, less than HIG.TO's 8.91% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
HIG.TO
Brompton Global Healthcare Income & Growth ETF		8.91%8.32%8.71%8.03%6.97%5.29%6.22%6.12%7.11%6.43%6.47%1.80%

Frequently Asked Questions

BPRF.TO and HIG.TO have a correlation of 0.14, 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 HIG.TO is Health & Biotech Equities.

Portfolio Optimizer

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