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

Performance

FSF.TO vs. SOLX.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 Galaxy Solana ETF (SOLX.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, FSF.TO achieves a 8.03% return, which is significantly higher than SOLX.TO's -40.52% 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%

SOLX.TO

1D
-0.27%
1M
-9.16%
6M
-32.29%
YTD
-40.52%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*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$661.89CA$2.69KCA$6.54K
CA$74.70CA$866.86CA$2.54K

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


2026 (YTD)2025
FSF.TO
CI Global Financial Sector ETF
8.03%5.80%
SOLX.TO
CI Galaxy Solana ETF
-40.52%-40.68%

Correlation

The correlation between FSF.TO and SOLX.TO is 0.11, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 2, 2025

0.11

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Return for Risk

FSF.TO vs. SOLX.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

SOLX.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SOLX.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 Galaxy Solana ETF (SOLX.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.TOSOLX.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.11

Martin ratioReturn relative to average drawdown

3.27

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


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Drawdowns

FSF.TO vs. SOLX.TO - Drawdown Comparison

The maximum FSF.TO drawdown since its inception was -73.78%, roughly equal to the maximum SOLX.TO drawdown of -75.14%. Use the drawdown chart below to compare losses from any high point for FSF.TO and SOLX.TO.


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Drawdown Indicators


FSF.TOSOLX.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.78%

-75.14%

+1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-15.09%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.08%

Max Drawdown (10Y)

Largest decline over 10 years

-73.78%

Current Drawdown

Current decline from peak

-0.26%

-70.76%

+70.50%

Average Drawdown

Average peak-to-trough decline

-16.16%

-51.71%

+35.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

Volatility

FSF.TO vs. SOLX.TO - Volatility Comparison


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Volatility by Period


FSF.TOSOLX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

74.09%

-58.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

74.09%

-54.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

211.89%

74.09%

+137.80%

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

FSF.TO has a 0.99% expense ratio, which is lower than SOLX.TO's 1.00% expense ratio.


Dividends

FSF.TO vs. SOLX.TO - Dividend Comparison

FSF.TO's dividend yield for the trailing twelve months is around 1.35%, while SOLX.TO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
SOLX.TO
CI Galaxy Solana ETF
0.82%0.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FSF.TO and SOLX.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FSF.TO is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FSF.TO is cheaper with a 0.99% expense ratio, compared with 1.00% for SOLX.TO.

FSF.TO is categorized as Financials Equities, while SOLX.TO is Cryptocurrency. Their fees differ too: 0.99% for FSF.TO and 1.00% for SOLX.TO.

Portfolio Optimizer

Find the right allocation for FSF.TO and SOLX.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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