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

Performance

FPR.TO vs. TXF.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 Tech Giants Covered Call Common (TXF.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FPR.TO achieves a 8.01% return, which is significantly lower than TXF.TO's 14.26% return. Over the past 10 years, FPR.TO has underperformed TXF.TO with an annualized return of 7.38%, while TXF.TO has yielded a comparatively higher 17.47% 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%

TXF.TO

1D
0.61%
1M
-7.56%
6M
11.76%
YTD
14.26%
1Y
36.48%
3Y*
23.28%
5Y*
13.49%
10Y*
17.47%
ALL TIME*
15.65%
*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$1.03MCA$1.20MCA$865.03K

FPR.TO vs. TXF.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%
TXF.TO
CI Tech Giants Covered Call Common
14.26%24.80%18.69%60.80%-35.54%26.82%32.50%26.56%-6.78%33.65%

Correlation

The correlation between FPR.TO and TXF.TO is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.08

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

0.06

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

0.07

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

0.07

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

0.07

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Return for Risk

FPR.TO vs. TXF.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

TXF.TO
TXF.TO Risk / Return Rank: 5050
Overall Rank
TXF.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TXF.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
TXF.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TXF.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
TXF.TO Martin Ratio Rank: 5252
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. TXF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Preferred Share ETF (FPR.TO) and CI Tech Giants Covered Call Common (TXF.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.TOTXF.TODifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.42

1.23

+0.18

Calmar ratioReturn relative to maximum drawdown

5.19

1.87

+3.32

Martin ratioReturn relative to average drawdown

18.72

6.35

+12.37

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

The current FPR.TO Sharpe Ratio is 1.98, which is higher than the TXF.TO Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of FPR.TO and TXF.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. TXF.TO - Drawdown Comparison

The maximum FPR.TO drawdown since its inception was -36.12%, smaller than the maximum TXF.TO drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for FPR.TO and TXF.TO.


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Drawdown Indicators


FPR.TOTXF.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-41.23%

+5.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-18.27%

+15.52%

Max Drawdown (3Y)

Largest decline over 3 years

-7.34%

-27.38%

+20.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.31%

-41.23%

+20.92%

Max Drawdown (10Y)

Largest decline over 10 years

-36.12%

-41.23%

+5.11%

Current Drawdown

Current decline from peak

-0.33%

-13.27%

+12.94%

Average Drawdown

Average peak-to-trough decline

-4.89%

-6.19%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

5.36%

-4.60%

Volatility

FPR.TO vs. TXF.TO - Volatility Comparison

The current volatility for CI Preferred Share ETF (FPR.TO) is 1.62%, while CI Tech Giants Covered Call Common (TXF.TO) has a volatility of 10.43%. This indicates that FPR.TO experiences smaller price fluctuations and is considered to be less risky than TXF.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.TOTXF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

10.43%

-8.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

22.79%

-18.29%

Volatility (1Y)

Calculated over the trailing 1-year period

7.18%

25.98%

-18.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.24%

25.68%

-17.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.35%

24.05%

-13.70%

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

FPR.TO has a 0.80% expense ratio, which is higher than TXF.TO's 0.71% expense ratio.


Dividends

FPR.TO vs. TXF.TO - Dividend Comparison

FPR.TO's dividend yield for the trailing twelve months is around 3.96%, less than TXF.TO's 11.84% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TXF.TO
CI Tech Giants Covered Call Common
11.84%10.59%9.75%7.48%14.13%7.77%11.01%7.29%9.29%4.89%6.16%6.15%

Frequently Asked Questions


FPR.TO and TXF.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TXF.TO is cheaper at 0.71% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TXF.TO is cheaper with a 0.71% expense ratio, compared with 0.80% for FPR.TO.

FPR.TO is categorized as Preferred Stock, while TXF.TO is Technology Equities. Their fees differ too: 0.80% for FPR.TO and 0.71% for TXF.TO.

Portfolio Optimizer

Find the right allocation for FPR.TO and TXF.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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