FSF.TO vs. FPR.TO
FSF.TO (CI Global Financial Sector ETF) and FPR.TO (CI Preferred Share ETF) are both exchange-traded funds - FSF.TO is a Financials Equities fund actively managed by CI, while FPR.TO is a Preferred Stock fund actively managed by CI. Both are actively managed. Over the past 10 years, FSF.TO returned 30.36%/yr vs 7.38%/yr for FPR.TO. Their 0.14 correlation means their historical movements had little consistent relationship. FSF.TO charges 0.99%/yr vs 0.80%/yr for FPR.TO.
Performance
FSF.TO vs. FPR.TO - Performance Comparison
Loading charts...
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%
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 |
FSF.TO vs. FPR.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FSF.TO vs. FPR.TO — Risk / Return Rank
FSF.TO
FPR.TO
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.TO | FPR.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 | 1.21 | 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| FSF.TO | FPR.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.26% | -0.33% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -16.16% | -4.89% | -11.27% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| FSF.TO | FPR.TO | Difference | |
|---|---|---|---|
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.
| 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
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.
Find the right allocation for FSF.TO and FPR.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer