FPR.TO vs. FSF.TO
FPR.TO (CI Preferred Share ETF) and FSF.TO (CI Global Financial Sector ETF) are both exchange-traded funds - FPR.TO is a Preferred Stock fund actively managed by CI, while FSF.TO is a Financials Equities fund actively managed by CI. Both are actively managed. Over the past 10 years, FPR.TO returned 7.38%/yr vs 30.36%/yr for FSF.TO. Their 0.14 correlation means their historical movements had little consistent relationship. FPR.TO charges 0.80%/yr vs 0.99%/yr for FSF.TO.
Performance
FPR.TO vs. FSF.TO - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FPR.TO CI Preferred Share ETF | CA$158.30 | CA$3.44K | CA$11.10K |
| CA$661.89 | CA$2.69K | CA$6.54K |
FPR.TO vs. FSF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
FPR.TO
FSF.TO
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.TO | FSF.TO | Difference | |
|---|---|---|---|
| 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 |
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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.TO | FSF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.33% | -0.26% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -16.16% | +11.27% |
Ulcer IndexDepth 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.TO | FSF.TO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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