FSF.TO vs. SOLX.TO
FSF.TO (CI Global Financial Sector ETF) and SOLX.TO (CI Galaxy Solana ETF) are both exchange-traded funds - FSF.TO is a Financials Equities fund actively managed by CI, while SOLX.TO is a Cryptocurrency fund actively managed by CI. Both are actively managed. Their 0.11 correlation means their historical movements had little consistent relationship. FSF.TO charges 0.99%/yr vs 1.00%/yr for SOLX.TO.
Performance
FSF.TO vs. SOLX.TO - Performance Comparison
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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*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$661.89 | CA$2.69K | CA$6.54K | |
SOLX.TO CI Galaxy Solana ETF | CA$74.70 | CA$866.86 | CA$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
FSF.TO
SOLX.TO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.TO | SOLX.TO | Difference | |
|---|---|---|---|
| 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 | — | — |
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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.TO | SOLX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.26% | -70.76% | +70.50% |
Average DrawdownAverage peak-to-trough decline | -16.16% | -51.71% | +35.55% |
Ulcer IndexDepth 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.TO | SOLX.TO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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