DGR.TO vs. FPR.TO
DGR.TO (CI U.S. Quality Dividend Growth Index ETF) and FPR.TO (CI Preferred Share ETF) are both exchange-traded funds - DGR.TO is a Quality Factor fund tracking the WisdomTree U.S. Quality Dividend Growth Index CAD, while FPR.TO is a Preferred Stock fund actively managed by CI. DGR.TO is passively managed, while FPR.TO is actively managed. Over the past 10 years, DGR.TO returned 11.97%/yr vs 7.40%/yr for FPR.TO. Their 0.07 correlation means their historical movements had little consistent relationship. DGR.TO charges 0.38%/yr vs 0.80%/yr for FPR.TO.
Performance
DGR.TO vs. FPR.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DGR.TO achieves a 6.15% return, which is significantly lower than FPR.TO's 7.97% return. Over the past 10 years, DGR.TO has outperformed FPR.TO with an annualized return of 11.97%, while FPR.TO has yielded a comparatively lower 7.40% annualized return.
DGR.TO
- 1D
- 0.39%
- 1M
- 0.41%
- 6M
- 4.67%
- YTD
- 6.15%
- 1Y
- 13.25%
- 3Y*
- 11.98%
- 5Y*
- 9.79%
- 10Y*
- 11.97%
- ALL TIME*
- 11.86%
FPR.TO
- 1D
- -0.07%
- 1M
- 1.57%
- 6M
- 7.23%
- YTD
- 7.97%
- 1Y
- 14.38%
- 3Y*
- 17.10%
- 5Y*
- 7.40%
- 10Y*
- 7.40%
- ALL TIME*
- 7.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$32.50K | CA$91.64K | CA$88.11K | |
FPR.TO CI Preferred Share ETF | CA$1.23K | CA$3.61K | CA$11.28K |
DGR.TO vs. FPR.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGR.TO CI U.S. Quality Dividend Growth Index ETF | 6.15% | 10.57% | 16.04% | 17.92% | -8.16% | 24.28% | 10.08% | 28.48% | -7.88% | 24.43% |
FPR.TO CI Preferred Share ETF | 7.97% | 16.63% | 23.27% | 3.44% | -13.72% | 21.25% | 7.57% | 3.65% | -5.80% | 10.90% |
Correlation
The correlation between DGR.TO and FPR.TO is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2016 | 0.07 |
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Return for Risk
DGR.TO vs. FPR.TO — Risk / Return Rank
DGR.TO
FPR.TO
DGR.TO vs. FPR.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI U.S. Quality Dividend Growth Index ETF (DGR.TO) and CI Preferred Share ETF (FPR.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.
| DGR.TO | FPR.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.41 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 5.14 | -3.78 |
| Martin ratioReturn relative to average drawdown | 5.26 | 18.55 | -13.29 |
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Drawdowns
DGR.TO vs. FPR.TO - Drawdown Comparison
The maximum DGR.TO drawdown since its inception was -30.73%, smaller than the maximum FPR.TO drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for DGR.TO and FPR.TO.
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Drawdown Indicators
| DGR.TO | FPR.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.73% | -36.12% | +5.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -2.75% | -5.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.65% | -7.34% | -9.31% |
Max Drawdown (5Y)Largest decline over 5 years | -17.92% | -20.31% | +2.39% |
Max Drawdown (10Y)Largest decline over 10 years | -30.73% | -36.12% | +5.39% |
Current DrawdownCurrent decline from peak | -1.83% | -0.37% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -4.89% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 0.76% | +1.45% |
Volatility
DGR.TO vs. FPR.TO - Volatility Comparison
CI U.S. Quality Dividend Growth Index ETF (DGR.TO) has a higher volatility of 2.72% compared to CI Preferred Share ETF (FPR.TO) at 1.62%. This indicates that DGR.TO's price experiences larger fluctuations and is considered to be riskier than FPR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGR.TO | FPR.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 1.62% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 4.51% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 7.18% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 8.24% | +5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 10.35% | +4.86% |
DGR.TO vs. FPR.TO - Expense Ratio Comparison
DGR.TO has a 0.38% expense ratio, which is lower than FPR.TO's 0.80% expense ratio.
Dividends
DGR.TO vs. FPR.TO - Dividend Comparison
DGR.TO's dividend yield for the trailing twelve months is around 1.14%, less than FPR.TO's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DGR.TO CI U.S. Quality Dividend Growth Index ETF | 1.14% | 1.24% | 0.94% | 1.53% | 1.70% | 1.26% | 1.29% | 1.67% | 1.94% | 1.29% | 0.62% |
FPR.TO CI Preferred Share ETF | 3.97% | 4.57% | 5.01% | 6.00% | 4.59% | 3.79% | 4.42% | 4.52% | 4.49% | 4.06% | 2.52% |
Frequently Asked Questions
DGR.TO and FPR.TO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DGR.TO is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DGR.TO is cheaper with a 0.38% expense ratio, compared with 0.80% for FPR.TO.
DGR.TO is categorized as Quality Factor, while FPR.TO is Preferred Stock. Their fees differ too: 0.38% for DGR.TO and 0.80% for FPR.TO.
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