KNGX.TO vs. BPRF.TO
KNGX.TO (Brompton International Cash Flow Kings ETF) and BPRF.TO (Brompton Flaherty & Crumrine Investment Grade Preferred ETF) are both exchange-traded funds - KNGX.TO is a International Equity fund tracking the Brompton Index One International Cash Flow Kings Index, while BPRF.TO is a Preferred Stock/Convertible Bonds fund actively managed by Brompton. KNGX.TO is passively managed, while BPRF.TO is actively managed. Over the past year, KNGX.TO returned 34.42% vs 3.83% for BPRF.TO. At a 0.10 correlation, their price movements are largely independent.
Performance
KNGX.TO vs. BPRF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, KNGX.TO achieves a 12.80% return, which is significantly higher than BPRF.TO's 0.58% return.
KNGX.TO
- 1D
- 0.00%
- 1M
- -0.19%
- 6M
- 9.97%
- YTD
- 12.80%
- 1Y
- 34.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BPRF.TO
- 1D
- 0.00%
- 1M
- -0.31%
- 6M
- 0.27%
- YTD
- 0.58%
- 1Y
- 3.83%
- 3Y*
- 8.27%
- 5Y*
- 1.77%
- 10Y*
- —
KNGX.TO vs. BPRF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
KNGX.TO Brompton International Cash Flow Kings ETF | 12.80% | 35.23% | -5.77% |
BPRF.TO Brompton Flaherty & Crumrine Investment Grade Preferred ETF | 0.58% | 4.85% | 4.82% |
Correlation
The correlation between KNGX.TO and BPRF.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2024 | 0.10 |
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Return for Risk
KNGX.TO vs. BPRF.TO — Risk / Return Rank
KNGX.TO
BPRF.TO
KNGX.TO vs. BPRF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton International Cash Flow Kings ETF (KNGX.TO) and Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.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.
| KNGX.TO | BPRF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.85 | ||
| Sortino ratioReturn per unit of downside risk | +2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.13 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 5.51 | 1.21 | +4.30 |
| Martin ratioReturn relative to average drawdown | 16.06 | 3.96 | +12.11 |
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Drawdowns
KNGX.TO vs. BPRF.TO - Drawdown Comparison
The maximum KNGX.TO drawdown since its inception was -13.51%, smaller than the maximum BPRF.TO drawdown of -35.50%. Use the drawdown chart below to compare losses from any high point for KNGX.TO and BPRF.TO.
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Drawdown Indicators
| KNGX.TO | BPRF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.51% | -35.50% | +21.99% |
Max Drawdown (1Y)Largest decline over 1 year | -6.27% | -3.17% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.71% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.70% | — |
Current DrawdownCurrent decline from peak | -1.03% | -1.63% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -2.33% | -6.58% | +4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 0.97% | +1.18% |
Volatility
KNGX.TO vs. BPRF.TO - Volatility Comparison
Brompton International Cash Flow Kings ETF (KNGX.TO) has a higher volatility of 2.88% compared to Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.TO) at 2.00%. This indicates that KNGX.TO's price experiences larger fluctuations and is considered to be riskier than BPRF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KNGX.TO | BPRF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 2.00% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 4.20% | +6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.61% | 5.57% | +8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.97% | 9.59% | +5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.97% | 13.74% | +1.23% |
Dividends
KNGX.TO vs. BPRF.TO - Dividend Comparison
KNGX.TO's dividend yield for the trailing twelve months is around 2.24%, less than BPRF.TO's 5.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BPRF.TO Brompton Flaherty & Crumrine Investment Grade Preferred ETF | 5.91% | 5.78% | 5.72% | 6.02% | 5.71% | 4.69% | 4.65% | 4.27% |
KNGX.TO Brompton International Cash Flow Kings ETF | 2.24% | 2.16% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KNGX.TO and BPRF.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KNGX.TO is categorized as International Equity, while BPRF.TO is Preferred Stock/Convertible Bonds.
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