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BXF.TO vs. CIC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BXF.TO vs. CIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI 1-5 Year Laddered Government Strip Bond Index ETF (BXF.TO) and CI Canadian Banks Covered Call Income Class ETF (CIC.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, BXF.TO achieves a 1.25% return, which is significantly lower than CIC.TO's 26.10% return. Over the past 10 years, BXF.TO has underperformed CIC.TO with an annualized return of 1.81%, while CIC.TO has yielded a comparatively higher 13.93% annualized return.


BXF.TO

1D
0.00%
1M
0.28%
YTD
1.25%
6M
1.15%
1Y
2.70%
3Y*
4.49%
5Y*
1.96%
10Y*
1.81%

CIC.TO

1D
0.64%
1M
9.33%
YTD
26.10%
6M
25.61%
1Y
57.81%
3Y*
29.54%
5Y*
16.38%
10Y*
13.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BXF.TO vs. CIC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BXF.TO
CI 1-5 Year Laddered Government Strip Bond Index ETF
1.25%3.86%4.51%4.55%-3.73%-0.83%5.07%2.36%1.77%0.48%
CIC.TO
CI Canadian Banks Covered Call Income Class ETF
26.10%35.32%21.30%6.58%-10.99%33.76%1.89%14.12%-8.88%12.14%

Correlation

The correlation between BXF.TO and CIC.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.15

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

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2013

-0.02

The correlation between BXF.TO and CIC.TO shifts across timeframes, from -0.02 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BXF.TO vs. CIC.TO — Risk / Return Rank

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

BXF.TO
BXF.TO Risk / Return Rank: 3232
Overall Rank
BXF.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BXF.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
BXF.TO Omega Ratio Rank: 2727
Omega Ratio Rank
BXF.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
BXF.TO Martin Ratio Rank: 4040
Martin Ratio Rank

CIC.TO
CIC.TO Risk / Return Rank: 9797
Overall Rank
CIC.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CIC.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
CIC.TO Omega Ratio Rank: 9898
Omega Ratio Rank
CIC.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CIC.TO Martin Ratio Rank: 9797
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.

BXF.TO vs. CIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI 1-5 Year Laddered Government Strip Bond Index ETF (BXF.TO) and CI Canadian Banks Covered Call Income Class ETF (CIC.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.


BXF.TOCIC.TODifference
Sharpe ratioReturn per unit of total volatility

-4.20

Sortino ratioReturn per unit of downside risk

-5.68

Omega ratioGain probability vs. loss probability

1.17

1.97

-0.80

Calmar ratioReturn relative to maximum drawdown

1.74

7.06

-5.32

Martin ratioReturn relative to average drawdown

5.46

33.08

-27.62

BXF.TO vs. CIC.TO - Sharpe Ratio Comparison

The current BXF.TO Sharpe Ratio is 0.89, which is lower than the CIC.TO Sharpe Ratio of 5.09. The chart below compares the historical Sharpe Ratios of BXF.TO and CIC.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

BXF.TO vs. CIC.TO - Drawdown Comparison

The maximum BXF.TO drawdown since its inception was -6.99%, smaller than the maximum CIC.TO drawdown of -38.55%. Use the drawdown chart below to compare losses from any high point for BXF.TO and CIC.TO.


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Drawdown Indicators


BXF.TOCIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.99%

-38.55%

+31.56%

Max Drawdown (1Y)

Largest decline over 1 year

-1.55%

-8.23%

+6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-1.74%

-14.32%

+12.58%

Max Drawdown (5Y)

Largest decline over 5 years

-6.92%

-26.34%

+19.42%

Max Drawdown (10Y)

Largest decline over 10 years

-6.99%

-38.55%

+31.56%

Current Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-1.16%

-5.47%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

1.75%

-1.24%

Volatility

BXF.TO vs. CIC.TO - Volatility Comparison

The current volatility for CI 1-5 Year Laddered Government Strip Bond Index ETF (BXF.TO) is 0.67%, while CI Canadian Banks Covered Call Income Class ETF (CIC.TO) has a volatility of 2.60%. This indicates that BXF.TO experiences smaller price fluctuations and is considered to be less risky than CIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BXF.TOCIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

2.60%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

9.90%

-7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

11.44%

-8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.55%

12.80%

-9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.61%

16.26%

-12.65%

Dividends

BXF.TO vs. CIC.TO - Dividend Comparison

BXF.TO's dividend yield for the trailing twelve months is around 2.97%, less than CIC.TO's 4.94% yield.


PositionTTM20252024202320222021202020192018201720162015
BXF.TO
CI 1-5 Year Laddered Government Strip Bond Index ETF
2.97%2.91%3.29%2.58%1.58%1.38%1.67%1.75%1.55%1.17%1.19%1.24%
CIC.TO
CI Canadian Banks Covered Call Income Class ETF
4.94%5.17%6.71%7.37%7.64%5.48%9.56%6.16%6.61%5.68%6.72%7.31%

Frequently Asked Questions


BXF.TO and CIC.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BXF.TO is categorized as Government Bonds, while CIC.TO is Financials Equities.

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