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FPR.TO vs. FSF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPR.TO vs. FSF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Preferred Share ETF (FPR.TO) and CI Global Financial Sector ETF (FSF.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FPR.TO having a 8.01% return and FSF.TO slightly higher at 8.03%. Over the past 10 years, FPR.TO has underperformed FSF.TO with an annualized return of 7.38%, while FSF.TO has yielded a comparatively higher 30.36% annualized return.


FPR.TO

1D
0.04%
1M
1.60%
6M
7.39%
YTD
8.01%
1Y
14.42%
3Y*
17.20%
5Y*
7.41%
10Y*
7.38%
ALL TIME*
7.69%

FSF.TO

1D
1.62%
1M
2.45%
6M
6.56%
YTD
8.03%
1Y
19.56%
3Y*
22.87%
5Y*
12.59%
10Y*
30.36%
ALL TIME*
14.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$158.30CA$3.44KCA$11.10K
CA$661.89CA$2.69KCA$6.54K

FPR.TO vs. FSF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPR.TO
CI Preferred Share ETF
8.01%16.63%23.27%3.44%-13.72%21.25%7.57%3.65%-5.80%10.90%
FSF.TO
CI Global Financial Sector ETF
8.03%20.68%33.83%10.49%-11.77%30.71%-1.98%25.77%-21.19%23.28%

Correlation

The correlation between FPR.TO and FSF.TO is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.17

Correlation (10Y)
Provides a long-term view across more market conditions.

0.14

Correlation (All Time)
Calculated using the full available price history since May 17, 2016

0.14

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Return for Risk

FPR.TO vs. FSF.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FPR.TO
FPR.TO Risk / Return Rank: 8686
Overall Rank
FPR.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FPR.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
FPR.TO Omega Ratio Rank: 8787
Omega Ratio Rank
FPR.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
FPR.TO Martin Ratio Rank: 9494
Martin Ratio Rank

FSF.TO
FSF.TO Risk / Return Rank: 3636
Overall Rank
FSF.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FSF.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
FSF.TO Omega Ratio Rank: 4141
Omega Ratio Rank
FSF.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
FSF.TO Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FPR.TO vs. FSF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Preferred Share ETF (FPR.TO) and CI Global Financial Sector ETF (FSF.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.TOFSF.TODifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.42

1.21

+0.21

Calmar ratioReturn relative to maximum drawdown

5.19

1.11

+4.08

Martin ratioReturn relative to average drawdown

18.72

3.27

+15.45

FPR.TO vs. FSF.TO - Sharpe Ratio Comparison

The current FPR.TO Sharpe Ratio is 1.98, which is higher than the FSF.TO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FPR.TO and FSF.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

FPR.TO vs. FSF.TO - Drawdown Comparison

The maximum FPR.TO drawdown since its inception was -36.12%, smaller than the maximum FSF.TO drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for FPR.TO and FSF.TO.


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Drawdown Indicators


FPR.TOFSF.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-73.78%

+37.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-15.09%

+12.34%

Max Drawdown (3Y)

Largest decline over 3 years

-7.34%

-17.26%

+9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-20.31%

-26.08%

+5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-36.12%

-73.78%

+37.66%

Current Drawdown

Current decline from peak

-0.33%

-0.26%

-0.07%

Average Drawdown

Average peak-to-trough decline

-4.89%

-16.16%

+11.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

5.12%

-4.36%

Volatility

FPR.TO vs. FSF.TO - Volatility Comparison

The current volatility for CI Preferred Share ETF (FPR.TO) is 1.62%, while CI Global Financial Sector ETF (FSF.TO) has a volatility of 5.02%. This indicates that FPR.TO experiences smaller price fluctuations and is considered to be less risky than FSF.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.TOFSF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

5.02%

-3.40%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

13.20%

-8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

7.18%

15.98%

-8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.24%

19.34%

-11.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.35%

211.89%

-201.54%

FPR.TO vs. FSF.TO - Expense Ratio Comparison

FPR.TO has a 0.80% expense ratio, which is lower than FSF.TO's 0.99% expense ratio.


Dividends

FPR.TO vs. FSF.TO - Dividend Comparison

FPR.TO's dividend yield for the trailing twelve months is around 3.96%, more than FSF.TO's 1.35% yield.


PositionTTM2025202420232022202120202019201820172016
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%
FSF.TO
CI Global Financial Sector ETF
1.35%1.28%1.41%2.10%2.35%0.74%1.28%1.91%2.30%0.96%0.79%

Frequently Asked Questions


FPR.TO and FSF.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FPR.TO is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FPR.TO is cheaper with a 0.80% expense ratio, compared with 0.99% for FSF.TO.

FPR.TO is categorized as Preferred Stock, while FSF.TO is Financials Equities. Their fees differ too: 0.80% for FPR.TO and 0.99% for FSF.TO.

Portfolio Optimizer

Find the right allocation for FPR.TO and FSF.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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