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

Performance

FSF.TO vs. FPR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Financial Sector ETF (FSF.TO) and CI Preferred Share ETF (FPR.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 stocks are quite close, with FSF.TO having a 8.03% return and FPR.TO slightly lower at 8.01%. Over the past 10 years, FSF.TO has outperformed FPR.TO with an annualized return of 30.36%, while FPR.TO has yielded a comparatively lower 7.38% annualized return.


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%

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%
*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

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


2026 (YTD)202520242023202220212020201920182017
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%
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%

Correlation

The correlation between FSF.TO and FPR.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

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

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

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

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for CI Global Financial Sector ETF (FSF.TO) and CI Preferred Share ETF (FPR.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.


FSF.TOFPR.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

1.21

1.42

-0.21

Calmar ratioReturn relative to maximum drawdown

1.11

5.19

-4.08

Martin ratioReturn relative to average drawdown

3.27

18.72

-15.45

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

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

FSF.TO vs. FPR.TO - Drawdown Comparison

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


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Drawdown Indicators


FSF.TOFPR.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.78%

-36.12%

-37.66%

Max Drawdown (1Y)

Largest decline over 1 year

-15.09%

-2.75%

-12.34%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

-7.34%

-9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-26.08%

-20.31%

-5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-73.78%

-36.12%

-37.66%

Current Drawdown

Current decline from peak

-0.26%

-0.33%

+0.07%

Average Drawdown

Average peak-to-trough decline

-16.16%

-4.89%

-11.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

0.76%

+4.36%

Volatility

FSF.TO vs. FPR.TO - Volatility Comparison

CI Global Financial Sector ETF (FSF.TO) has a higher volatility of 5.02% compared to CI Preferred Share ETF (FPR.TO) at 1.62%. This indicates that FSF.TO's price experiences larger fluctuations and is considered to be riskier than FPR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSF.TOFPR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

1.62%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

4.50%

+8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

7.18%

+8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

8.24%

+11.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

211.89%

10.35%

+201.54%

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

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


Dividends

FSF.TO vs. FPR.TO - Dividend Comparison

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


FSF.TO and FPR.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.

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

Portfolio Optimizer

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

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