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

Performance

FSF.TO vs. TXF.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 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, FSF.TO achieves a 8.03% return, which is significantly lower than TXF.TO's 14.26% return. Over the past 10 years, FSF.TO has outperformed TXF.TO with an annualized return of 30.36%, while TXF.TO has yielded a comparatively lower 17.47% 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%

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$661.89CA$2.69KCA$6.54K
CA$1.03MCA$1.20MCA$865.03K

FSF.TO vs. TXF.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%
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 FSF.TO and TXF.TO is 0.09, 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.

0.09

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

0.12

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

0.23

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

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2014

0.20

The correlation between FSF.TO and TXF.TO shifts across timeframes, from 0.09 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.

FSF.TO vs. TXF.TO - Sectors Allocation Comparison


Sectors
FSF.TO
TXF.TO

Financial Services

98.7%
0.0%

Industrials

1.0%

-

Technology

0.3%
92.1%

Basic Materials

-

-

Communication Services

-

7.9%

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Financial Services

FSF.TO
98.7%
TXF.TO
0.0%

Industrials

FSF.TO
1.0%
TXF.TO

-

Technology

FSF.TO
0.3%
TXF.TO
92.1%

Basic Materials

FSF.TO

-

TXF.TO

-

Communication Services

FSF.TO

-

TXF.TO
7.9%

Consumer Cyclical

FSF.TO

-

TXF.TO

-

Consumer Defensive

FSF.TO

-

TXF.TO

-

Energy

FSF.TO

-

TXF.TO

-

Healthcare

FSF.TO

-

TXF.TO

-

Real Estate

FSF.TO

-

TXF.TO

-

Utilities

FSF.TO

-

TXF.TO

-

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Return for Risk

FSF.TO vs. TXF.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

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.

FSF.TO vs. TXF.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 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.


FSF.TOTXF.TODifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratioReturn relative to maximum drawdown

1.11

1.87

-0.75

Martin ratioReturn relative to average drawdown

3.27

6.35

-3.08

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

The current FSF.TO Sharpe Ratio is 1.05, which is comparable to the TXF.TO Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of FSF.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

FSF.TO vs. TXF.TO - Drawdown Comparison

The maximum FSF.TO drawdown since its inception was -73.78%, which is greater than TXF.TO's maximum drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for FSF.TO and TXF.TO.


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Drawdown Indicators


FSF.TOTXF.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.78%

-41.23%

-32.55%

Max Drawdown (1Y)

Largest decline over 1 year

-15.09%

-18.27%

+3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

-27.38%

+10.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.08%

-41.23%

+15.15%

Max Drawdown (10Y)

Largest decline over 10 years

-73.78%

-41.23%

-32.55%

Current Drawdown

Current decline from peak

-0.26%

-13.27%

+13.01%

Average Drawdown

Average peak-to-trough decline

-16.16%

-6.19%

-9.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

5.36%

-0.24%

Volatility

FSF.TO vs. TXF.TO - Volatility Comparison

The current volatility for CI Global Financial Sector ETF (FSF.TO) is 5.02%, while CI Tech Giants Covered Call Common (TXF.TO) has a volatility of 10.43%. This indicates that FSF.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


FSF.TOTXF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

10.43%

-5.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

22.79%

-9.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

25.98%

-10.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

25.68%

-6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

211.89%

24.05%

+187.84%

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

FSF.TO has a 0.99% expense ratio, which is higher than TXF.TO's 0.71% expense ratio.


Dividends

FSF.TO vs. TXF.TO - Dividend Comparison

FSF.TO's dividend yield for the trailing twelve months is around 1.35%, less than TXF.TO's 11.84% yield.


PositionTTM20252024202320222021202020192018201720162015
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%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


FSF.TO and TXF.TO have a correlation of 0.09, 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 0.99% for FSF.TO.

FSF.TO is categorized as Financials Equities, while TXF.TO is Technology Equities. Their fees differ too: 0.99% for FSF.TO and 0.71% for TXF.TO.

Portfolio Optimizer

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