FPR.TO vs. SPLT.TO
FPR.TO (CI Preferred Share ETF) and SPLT.TO (Brompton Split Corp. Preferred Share ETF) are both Preferred Stock/Convertible Bonds funds. Both are actively managed. Over the past 3 years, FPR.TO returned 16.79%/yr vs 9.71%/yr for SPLT.TO. At a 0.07 correlation, their price movements are largely independent.
Performance
FPR.TO vs. SPLT.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FPR.TO achieves a 5.83% return, which is significantly higher than SPLT.TO's 3.54% return.
FPR.TO
- 1D
- 0.00%
- 1M
- 0.37%
- YTD
- 5.83%
- 6M
- 6.00%
- 1Y
- 15.42%
- 3Y*
- 16.79%
- 5Y*
- 7.23%
- 10Y*
- 7.63%
SPLT.TO
- 1D
- -0.14%
- 1M
- 0.59%
- YTD
- 3.54%
- 6M
- 3.87%
- 1Y
- 6.19%
- 3Y*
- 9.71%
- 5Y*
- —
- 10Y*
- —
FPR.TO vs. SPLT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FPR.TO CI Preferred Share ETF | 5.83% | 16.63% | 23.27% | 3.47% |
SPLT.TO Brompton Split Corp. Preferred Share ETF | 3.54% | 5.75% | 14.10% | 5.83% |
Correlation
The correlation between FPR.TO and SPLT.TO is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2023 | 0.07 |
The correlation between FPR.TO and SPLT.TO shifts across timeframes, from -0.04 (1 year) to 0.07 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FPR.TO vs. SPLT.TO — Risk / Return Rank
FPR.TO
SPLT.TO
FPR.TO vs. SPLT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Preferred Share ETF (FPR.TO) and Brompton Split Corp. Preferred Share ETF (SPLT.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 | SPLT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.36 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.85 | 3.42 | +2.44 |
| Martin ratioReturn relative to average drawdown | 21.28 | 9.19 | +12.10 |
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Drawdowns
FPR.TO vs. SPLT.TO - Drawdown Comparison
The maximum FPR.TO drawdown since its inception was -36.12%, which is greater than SPLT.TO's maximum drawdown of -5.36%. Use the drawdown chart below to compare losses from any high point for FPR.TO and SPLT.TO.
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Drawdown Indicators
| FPR.TO | SPLT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.12% | -5.36% | -30.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -1.82% | -0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -7.34% | -5.36% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -20.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.12% | — | — |
Current DrawdownCurrent decline from peak | -0.72% | -0.40% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -0.49% | -4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 0.68% | +0.07% |
Volatility
FPR.TO vs. SPLT.TO - Volatility Comparison
CI Preferred Share ETF (FPR.TO) has a higher volatility of 1.31% compared to Brompton Split Corp. Preferred Share ETF (SPLT.TO) at 0.86%. This indicates that FPR.TO's price experiences larger fluctuations and is considered to be riskier than SPLT.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 | SPLT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 0.86% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 4.76% | 2.28% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.22% | 3.40% | +3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.24% | 4.65% | +3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.36% | 4.65% | +5.71% |
Dividends
FPR.TO vs. SPLT.TO - Dividend Comparison
FPR.TO's dividend yield for the trailing twelve months is around 4.03%, less than SPLT.TO's 5.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FPR.TO CI Preferred Share ETF | 4.03% | 4.57% | 5.01% | 6.00% | 4.59% | 3.79% | 4.42% | 4.52% | 4.49% | 4.06% | 2.52% |
SPLT.TO Brompton Split Corp. Preferred Share ETF | 5.98% | 6.01% | 5.99% | 3.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FPR.TO and SPLT.TO have a correlation of -0.04, 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 Funds.
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