BPRF.TO vs. KNGX.TO
BPRF.TO (Brompton Flaherty & Crumrine Investment Grade Preferred ETF) and KNGX.TO (Brompton International Cash Flow Kings ETF) are both exchange-traded funds - BPRF.TO is a Preferred Stock/Convertible Bonds fund actively managed by Brompton, while KNGX.TO is a International Equity fund tracking the Brompton Index One International Cash Flow Kings Index. BPRF.TO is actively managed, while KNGX.TO is passively managed. Over the past year, BPRF.TO returned 3.83% vs 34.42% for KNGX.TO. At a 0.10 correlation, their price movements are largely independent.
Performance
BPRF.TO vs. KNGX.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BPRF.TO achieves a 0.58% return, which is significantly lower than KNGX.TO's 12.80% return.
BPRF.TO
- 1D
- 0.00%
- 1M
- -0.31%
- 6M
- 0.27%
- YTD
- 0.58%
- 1Y
- 3.83%
- 3Y*
- 8.27%
- 5Y*
- 1.77%
- 10Y*
- —
KNGX.TO
- 1D
- 0.00%
- 1M
- -0.19%
- 6M
- 9.97%
- YTD
- 12.80%
- 1Y
- 34.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BPRF.TO vs. KNGX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BPRF.TO Brompton Flaherty & Crumrine Investment Grade Preferred ETF | 0.58% | 4.85% | 4.82% |
KNGX.TO Brompton International Cash Flow Kings ETF | 12.80% | 35.23% | -5.77% |
Correlation
The correlation between BPRF.TO and KNGX.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2024 | 0.10 |
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Return for Risk
BPRF.TO vs. KNGX.TO — Risk / Return Rank
BPRF.TO
KNGX.TO
BPRF.TO vs. KNGX.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 International Cash Flow Kings ETF (KNGX.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 | KNGX.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.46 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 5.51 | -4.30 |
| Martin ratioReturn relative to average drawdown | 3.96 | 16.06 | -12.11 |
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Drawdowns
BPRF.TO vs. KNGX.TO - Drawdown Comparison
The maximum BPRF.TO drawdown since its inception was -35.50%, which is greater than KNGX.TO's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for BPRF.TO and KNGX.TO.
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Drawdown Indicators
| BPRF.TO | KNGX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.50% | -13.51% | -21.99% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -6.27% | +3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -4.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.70% | — | — |
Current DrawdownCurrent decline from peak | -1.63% | -1.03% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -2.33% | -4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 2.15% | -1.18% |
Volatility
BPRF.TO vs. KNGX.TO - Volatility Comparison
The current volatility for Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.TO) is 2.00%, while Brompton International Cash Flow Kings ETF (KNGX.TO) has a volatility of 2.88%. This indicates that BPRF.TO experiences smaller price fluctuations and is considered to be less risky than KNGX.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 | KNGX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.00% | 2.88% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 4.20% | 10.46% | -6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.57% | 13.61% | -8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 14.97% | -5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.74% | 14.97% | -1.23% |
Dividends
BPRF.TO vs. KNGX.TO - Dividend Comparison
BPRF.TO's dividend yield for the trailing twelve months is around 5.91%, more than KNGX.TO's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
KNGX.TO Brompton International Cash Flow Kings ETF | 2.24% | 2.16% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BPRF.TO and KNGX.TO have a correlation of 0.12, 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 KNGX.TO is International Equity.
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