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IFRF.TO vs. ICPB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFRF.TO vs. ICPB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in IA Clarington Loomis Floating Rate Income Fund (IFRF.TO) and IA Clarington Agile Core Plus Bond Fund Series ETF (ICPB.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, IFRF.TO achieves a 1.18% return, which is significantly higher than ICPB.TO's 0.84% return.


IFRF.TO

1D
0.00%
1M
0.52%
6M
0.79%
YTD
1.18%
1Y
1.55%
3Y*
2.46%
5Y*
1.67%
10Y*
ALL TIME*
1.63%

ICPB.TO

1D
0.00%
1M
-0.69%
6M
0.20%
YTD
0.84%
1Y
3.00%
3Y*
4.80%
5Y*
1.80%
10Y*
ALL TIME*
2.76%
*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$109.45KCA$91.77KCA$92.24K
CA$79.18CA$1.23KCA$15.94K

IFRF.TO vs. ICPB.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IFRF.TO
IA Clarington Loomis Floating Rate Income Fund
1.18%0.01%2.53%7.67%-4.29%3.42%-0.18%0.97%
ICPB.TO
IA Clarington Agile Core Plus Bond Fund Series ETF
0.84%3.82%5.85%5.99%-7.24%2.38%5.12%1.06%

Correlation

The correlation between IFRF.TO and ICPB.TO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2019

0.08

The correlation between IFRF.TO and ICPB.TO shifts across timeframes, from -0.03 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IFRF.TO vs. ICPB.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IFRF.TO
IFRF.TO Risk / Return Rank: 2323
Overall Rank
IFRF.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IFRF.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFRF.TO Omega Ratio Rank: 2121
Omega Ratio Rank
IFRF.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
IFRF.TO Martin Ratio Rank: 2525
Martin Ratio Rank

ICPB.TO
ICPB.TO Risk / Return Rank: 3434
Overall Rank
ICPB.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ICPB.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
ICPB.TO Omega Ratio Rank: 2828
Omega Ratio Rank
ICPB.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
ICPB.TO Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IFRF.TO vs. ICPB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IA Clarington Loomis Floating Rate Income Fund (IFRF.TO) and IA Clarington Agile Core Plus Bond Fund Series ETF (ICPB.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.


IFRF.TOICPB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.09

1.13

-0.04

Calmar ratioReturn relative to maximum drawdown

0.93

1.39

-0.46

Martin ratioReturn relative to average drawdown

2.02

4.91

-2.88

IFRF.TO vs. ICPB.TO - Sharpe Ratio Comparison

The current IFRF.TO Sharpe Ratio is 0.42, which is lower than the ICPB.TO Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of IFRF.TO and ICPB.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

IFRF.TO vs. ICPB.TO - Drawdown Comparison

The maximum IFRF.TO drawdown since its inception was -21.67%, which is greater than ICPB.TO's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for IFRF.TO and ICPB.TO.


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Drawdown Indicators


IFRF.TOICPB.TODifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-16.58%

-5.09%

Max Drawdown (1Y)

Largest decline over 1 year

-1.67%

-2.17%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-4.61%

-3.00%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-6.54%

-10.41%

+3.87%

Current Drawdown

Current decline from peak

0.00%

-0.85%

+0.85%

Average Drawdown

Average peak-to-trough decline

-2.05%

-2.43%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.61%

+0.16%

Volatility

IFRF.TO vs. ICPB.TO - Volatility Comparison

IA Clarington Loomis Floating Rate Income Fund (IFRF.TO) has a higher volatility of 1.05% compared to IA Clarington Agile Core Plus Bond Fund Series ETF (ICPB.TO) at 1.00%. This indicates that IFRF.TO's price experiences larger fluctuations and is considered to be riskier than ICPB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFRF.TOICPB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.00%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

2.86%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

4.00%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

5.31%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.81%

9.13%

-0.32%

IFRF.TO vs. ICPB.TO - Expense Ratio Comparison

IFRF.TO has a 0.93% expense ratio, which is higher than ICPB.TO's 0.64% expense ratio.


Dividends

IFRF.TO vs. ICPB.TO - Dividend Comparison

IFRF.TO's dividend yield for the trailing twelve months is around 6.95%, more than ICPB.TO's 4.63% yield.


PositionTTM20252024202320222021202020192018
ICPB.TO
IA Clarington Agile Core Plus Bond Fund Series ETF
4.63%4.19%4.69%4.25%4.45%3.03%2.86%2.82%0.19%
IFRF.TO
IA Clarington Loomis Floating Rate Income Fund
6.95%6.91%7.69%7.74%5.66%3.88%3.36%0.47%0.00%

Frequently Asked Questions


IFRF.TO and ICPB.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICPB.TO is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICPB.TO is cheaper with a 0.64% expense ratio, compared with 0.93% for IFRF.TO.

IFRF.TO is categorized as Bank Loan, while ICPB.TO is Intermediate Core-Plus Bond. Their fees differ too: 0.93% for IFRF.TO and 0.64% for ICPB.TO.

Portfolio Optimizer

Find the right allocation for IFRF.TO and ICPB.TO

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