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CJP.NEO vs. AGF-B.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CJP.NEO vs. AGF-B.TO

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) and AGF Management Ltd (AGF-B.TO).

CJP.NEO is a passively managed fund by iShares that tracks the performance of the FTSE RAFI Japan Canadian Dollar Hedged Index. It was launched on Feb 14, 2007.

Performance

CJP.NEO vs. AGF-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) and AGF Management Ltd (AGF-B.TO). The values are adjusted to include any dividend payments, if applicable.

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CJP.NEO vs. AGF-B.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)		9.43%30.67%26.74%35.03%3.67%18.19%0.18%13.12%-17.35%21.33%
AGF-B.TO
AGF Management Ltd		27.49%59.26%45.89%15.54%-10.40%43.95%1.07%41.60%-38.19%36.77%

Returns By Period

In the year-to-date period, CJP.NEO achieves a 9.43% return, which is significantly lower than AGF-B.TO's 27.49% return. Over the past 10 years, CJP.NEO has underperformed AGF-B.TO with an annualized return of 15.12%, while AGF-B.TO has yielded a comparatively higher 21.28% annualized return.

CJP.NEO

1D
2.35%
1M
-3.54%
YTD
9.43%
6M
22.11%
1Y
44.20%
3Y*
31.16%
5Y*
21.18%
10Y*
15.12%

AGF-B.TO

1D
1.73%
1M
0.19%
YTD
27.49%
6M
44.31%
1Y
108.64%
3Y*
44.26%
5Y*
29.02%
10Y*
21.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares Japan Fundamental Index ETF (CAD-Hedged)

AGF Management Ltd

Often compared with CJP.NEO:
CJP.NEO vs. JAPN.TOCJP.NEO vs. ZJPN.TOCJP.NEO vs. VCE.TOCJP.NEO vs. EWJCJP.NEO vs. XEF.TOCJP.NEO vs. XEQT.TOCJP.NEO vs. FLJP
Often compared with AGF-B.TO:
AGF-B.TO vs. HURA.TOAGF-B.TO vs. HXT.TOAGF-B.TO vs. IAG.TOAGF-B.TO vs. POW.TOAGF-B.TO vs. HCAL.TO

Return for Risk

CJP.NEO vs. AGF-B.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CJP.NEO
CJP.NEO Risk / Return Rank: 9090
Overall Rank
CJP.NEO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 9191
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 9090
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 8989
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 9090
Martin Ratio Rank
AGF-B.TO
AGF-B.TO Risk / Return Rank: 9898
Overall Rank
AGF-B.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AGF-B.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGF-B.TO Omega Ratio Rank: 9696
Omega Ratio Rank
AGF-B.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
AGF-B.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.

CJP.NEO vs. AGF-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) and AGF Management Ltd (AGF-B.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.

CJP.NEOAGF-B.TODifference

Sharpe ratio

Return per unit of total volatility

2.08

3.76

-1.69

Sortino ratio

Return per unit of downside risk

2.71

4.47

-1.76

Omega ratio

Gain probability vs. loss probability

1.40

1.58

-0.18

Calmar ratio

Return relative to maximum drawdown

3.19

9.49

-6.31

Martin ratio

Return relative to average drawdown

12.50

23.21

-10.71

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CJP.NEO vs. AGF-B.TO - Sharpe Ratio Comparison

The current CJP.NEO Sharpe Ratio is 2.08, which is lower than the AGF-B.TO Sharpe Ratio of 3.76. The chart below compares the historical Sharpe Ratios of CJP.NEO and AGF-B.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

CJP.NEOAGF-B.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

3.76

-1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

1.05

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.66

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.30

+0.13

Correlation

The correlation between CJP.NEO and AGF-B.TO is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CJP.NEO vs. AGF-B.TO - Dividend Comparison

CJP.NEO's dividend yield for the trailing twelve months is around 1.35%, less than AGF-B.TO's 2.43% yield.

TTM20252024202320222021202020192018201720162015
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)		1.35%1.48%1.71%1.24%1.96%1.56%1.97%2.42%2.38%1.48%0.97%0.84%
AGF-B.TO
AGF Management Ltd		2.43%3.01%4.26%5.58%5.52%4.07%5.26%4.97%6.64%3.91%3.83%11.35%

Drawdowns

CJP.NEO vs. AGF-B.TO - Drawdown Comparison

The maximum CJP.NEO drawdown since its inception was -38.36%, smaller than the maximum AGF-B.TO drawdown of -90.57%. Use the drawdown chart below to compare losses from any high point for CJP.NEO and AGF-B.TO.

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Drawdown Indicators

CJP.NEOAGF-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.36%

-90.57%

+52.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-11.75%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-29.90%

+9.04%

Max Drawdown (10Y)

Largest decline over 10 years

-37.75%

-65.63%

+27.88%

Current Drawdown

Current decline from peak

-5.16%

0.00%

-5.16%

Average Drawdown

Average peak-to-trough decline

-11.25%

-45.95%

+34.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

4.81%

-1.38%

Volatility

CJP.NEO vs. AGF-B.TO - Volatility Comparison

The current volatility for iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) is 7.73%, while AGF Management Ltd (AGF-B.TO) has a volatility of 9.44%. This indicates that CJP.NEO experiences smaller price fluctuations and is considered to be less risky than AGF-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CJP.NEOAGF-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

9.44%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.71%

19.21%

-4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

21.42%

29.05%

-7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

27.86%

-9.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

32.30%

-12.26%