FIE.TO vs. SBC.TO
Compare and contrast key facts about iShares Canadian Financial Monthly Income ETF (FIE.TO) and Brompton Split Banc Corp. (SBC.TO).
FIE.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Can Equity Tgt Alloc NR CAD. It was launched on Apr 16, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIE.TO or SBC.TO.
Key characteristics
| FIE.TO | SBC.TO | |
|---|---|---|
| YTD Return | 7.50% | 3.43% |
| 1Y Return | 16.66% | 2.92% |
| 3Y Return (Ann) | 3.55% | 3.21% |
| 5Y Return (Ann) | 7.54% | 9.09% |
| 10Y Return (Ann) | 6.97% | 10.53% |
| Sharpe Ratio | 1.81 | 0.04 |
| Daily Std Dev | 9.21% | 26.02% |
| Max Drawdown | -42.24% | -78.76% |
| Current Drawdown | -1.41% | -18.21% |
Correlation
The correlation between FIE.TO and SBC.TO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FIE.TO vs. SBC.TO - Performance Comparison
In the year-to-date period, FIE.TO achieves a 7.50% return, which is significantly higher than SBC.TO's 3.43% return. Over the past 10 years, FIE.TO has underperformed SBC.TO with an annualized return of 6.97%, while SBC.TO has yielded a comparatively higher 10.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FIE.TO vs. SBC.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Financial Monthly Income ETF (FIE.TO) and Brompton Split Banc Corp. (SBC.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.
Dividends
FIE.TO vs. SBC.TO - Dividend Comparison
FIE.TO's dividend yield for the trailing twelve months is around 6.64%, less than SBC.TO's 13.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIE.TO iShares Canadian Financial Monthly Income ETF | 6.64% | 6.98% | 7.31% | 5.85% | 7.01% | 6.56% | 7.29% | 6.20% | 6.51% | 7.33% | 6.49% | 6.66% |
SBC.TO Brompton Split Banc Corp. | 13.03% | 12.89% | 10.45% | 7.50% | 11.32% | 9.20% | 10.43% | 7.96% | 7.74% | 10.48% | 8.80% | 9.00% |
Drawdowns
FIE.TO vs. SBC.TO - Drawdown Comparison
The maximum FIE.TO drawdown since its inception was -42.24%, smaller than the maximum SBC.TO drawdown of -78.76%. Use the drawdown chart below to compare losses from any high point for FIE.TO and SBC.TO. For additional features, visit the drawdowns tool.
Volatility
FIE.TO vs. SBC.TO - Volatility Comparison
The current volatility for iShares Canadian Financial Monthly Income ETF (FIE.TO) is 2.20%, while Brompton Split Banc Corp. (SBC.TO) has a volatility of 3.24%. This indicates that FIE.TO experiences smaller price fluctuations and is considered to be less risky than SBC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.