FPR.TO vs. BEPR.TO
FPR.TO (CI Preferred Share ETF) and BEPR.TO (Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF) are both Preferred Stock/Convertible Bonds funds. Both are actively managed. Over the past 10 years, FPR.TO returned 7.58%/yr vs 4.68%/yr for BEPR.TO. At a 0.04 correlation, their price movements are largely independent.
Performance
FPR.TO vs. BEPR.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FPR.TO achieves a 7.75% return, which is significantly higher than BEPR.TO's -0.32% return. Over the past 10 years, FPR.TO has outperformed BEPR.TO with an annualized return of 7.58%, while BEPR.TO has yielded a comparatively lower 4.68% annualized return.
FPR.TO
- 1D
- 0.64%
- 1M
- 1.99%
- 6M
- 6.37%
- YTD
- 7.75%
- 1Y
- 16.06%
- 3Y*
- 17.19%
- 5Y*
- 7.49%
- 10Y*
- 7.58%
BEPR.TO
- 1D
- -0.58%
- 1M
- -0.23%
- 6M
- -0.32%
- YTD
- -0.32%
- 1Y
- 4.18%
- 3Y*
- 9.96%
- 5Y*
- 1.35%
- 10Y*
- 4.68%
FPR.TO vs. BEPR.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FPR.TO CI Preferred Share ETF | 7.75% | 16.63% | 23.27% | 3.44% | -13.72% | 21.25% | 7.57% | 3.65% | -5.80% | 10.90% |
BEPR.TO Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF | -0.32% | 6.68% | 14.36% | 6.62% | -19.22% | 8.37% | 0.94% | 32.29% | -12.67% | 14.60% |
Correlation
The correlation between FPR.TO and BEPR.TO is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 17, 2016 | 0.04 |
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Return for Risk
FPR.TO vs. BEPR.TO — Risk / Return Rank
FPR.TO
BEPR.TO
FPR.TO vs. BEPR.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Preferred Share ETF (FPR.TO) and Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.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.
| FPR.TO | BEPR.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.10 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 5.87 | 0.87 | +5.01 |
| Martin ratioReturn relative to average drawdown | 21.25 | 2.83 | +18.43 |
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Drawdowns
FPR.TO vs. BEPR.TO - Drawdown Comparison
The maximum FPR.TO drawdown since its inception was -36.12%, smaller than the maximum BEPR.TO drawdown of -69.85%. Use the drawdown chart below to compare losses from any high point for FPR.TO and BEPR.TO.
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Drawdown Indicators
| FPR.TO | BEPR.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.12% | -69.85% | +33.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -4.84% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -7.34% | -6.15% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -20.31% | -27.03% | +6.72% |
Max Drawdown (10Y)Largest decline over 10 years | -36.12% | -51.41% | +15.29% |
Current DrawdownCurrent decline from peak | 0.00% | -1.55% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -12.44% | +7.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 1.48% | -0.72% |
Volatility
FPR.TO vs. BEPR.TO - Volatility Comparison
The current volatility for CI Preferred Share ETF (FPR.TO) is 1.26%, while Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO) has a volatility of 1.98%. This indicates that FPR.TO experiences smaller price fluctuations and is considered to be less risky than BEPR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FPR.TO | BEPR.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 1.98% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 6.58% | -2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.18% | 8.15% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.25% | 11.70% | -3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.35% | 16.10% | -5.75% |
Dividends
FPR.TO vs. BEPR.TO - Dividend Comparison
FPR.TO's dividend yield for the trailing twelve months is around 3.96%, less than BEPR.TO's 9.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEPR.TO Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF | 9.00% | 9.28% | 9.19% | 9.58% | 9.26% | 6.87% | 6.37% | 6.70% | 9.17% | 7.43% | 8.31% | 9.40% |
FPR.TO CI Preferred Share ETF | 3.96% | 4.57% | 5.01% | 6.00% | 4.59% | 3.79% | 4.42% | 4.52% | 4.49% | 4.06% | 2.52% | 0.00% |
Frequently Asked Questions
FPR.TO and BEPR.TO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: CI and Brompton.
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