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PFD vs. CPD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFD vs. CPD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flaherty & Crumrine Preferred Income Fund (PFD) and iShares S&P/TSX Canadian Preferred Share Index ETF (CPD.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PFD is traded in USD, while CPD.TO is traded in CAD. To make them comparable, the CPD.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PFD achieves a 0.52% return, which is significantly lower than CPD.TO's 1.87% return. Over the past 10 years, PFD has underperformed CPD.TO with an annualized return of 3.75%, while CPD.TO has yielded a comparatively higher 5.53% annualized return.


PFD

1D
-0.17%
1M
1.57%
6M
0.35%
YTD
0.52%
1Y
8.11%
3Y*
12.61%
5Y*
-0.65%
10Y*
3.75%

CPD.TO

1D
-0.01%
1M
0.35%
6M
3.35%
YTD
1.87%
1Y
8.13%
3Y*
13.83%
5Y*
3.50%
10Y*
5.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFD vs. CPD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFD
Flaherty & Crumrine Preferred Income Fund
0.52%12.96%21.69%-4.87%-31.92%-2.03%29.67%43.46%-17.25%10.69%
CPD.TO
iShares S&P/TSX Canadian Preferred Share Index ETF
1.87%21.65%13.68%8.82%-24.00%18.91%7.91%7.79%-16.11%21.68%

Correlation

The correlation between PFD and CPD.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 (3Y)
Calculated over the trailing 3-year period

0.24

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

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

0.17

The correlation between PFD and CPD.TO shifts across timeframes, from 0.12 (1 year) to 0.24 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PFD vs. CPD.TO — Risk / Return Rank

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

PFD
PFD Risk / Return Rank: 1818
Overall Rank
PFD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PFD Sortino Ratio Rank: 1717
Sortino Ratio Rank
PFD Omega Ratio Rank: 2121
Omega Ratio Rank
PFD Calmar Ratio Rank: 1616
Calmar Ratio Rank
PFD Martin Ratio Rank: 1717
Martin Ratio Rank

CPD.TO
CPD.TO Risk / Return Rank: 9494
Overall Rank
CPD.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CPD.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
CPD.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CPD.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
CPD.TO Martin Ratio Rank: 9595
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.

PFD vs. CPD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Preferred Income Fund (PFD) and iShares S&P/TSX Canadian Preferred Share Index ETF (CPD.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.


PFDCPD.TODifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratioReturn relative to maximum drawdown

1.01

2.18

-1.17

Martin ratioReturn relative to average drawdown

3.21

6.35

-3.14

PFD vs. CPD.TO - Sharpe Ratio Comparison

The current PFD Sharpe Ratio is 0.92, which is lower than the CPD.TO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of PFD and CPD.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

PFD vs. CPD.TO - Drawdown Comparison

The maximum PFD drawdown since its inception was -81.70%, which is greater than CPD.TO's maximum drawdown of -56.75%. Use the drawdown chart below to compare losses from any high point for PFD and CPD.TO.


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Drawdown Indicators


PFDCPD.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.70%

-56.75%

-24.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-3.74%

-4.31%

Max Drawdown (3Y)

Largest decline over 3 years

-14.29%

-11.75%

-2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-45.60%

-31.86%

-13.74%

Max Drawdown (10Y)

Largest decline over 10 years

-53.39%

-49.44%

-3.95%

Current Drawdown

Current decline from peak

-20.16%

-1.94%

-18.22%

Average Drawdown

Average peak-to-trough decline

-17.24%

-16.14%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

1.28%

+1.25%

Volatility

PFD vs. CPD.TO - Volatility Comparison

Flaherty & Crumrine Preferred Income Fund (PFD) has a higher volatility of 1.93% compared to iShares S&P/TSX Canadian Preferred Share Index ETF (CPD.TO) at 1.40%. This indicates that PFD's price experiences larger fluctuations and is considered to be riskier than CPD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFDCPD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

1.40%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

4.26%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

8.84%

5.94%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

10.09%

+6.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.48%

12.80%

+10.68%

PFD vs. CPD.TO - Expense Ratio Comparison

PFD has a 1.29% expense ratio, which is higher than CPD.TO's 0.50% expense ratio.


Dividends

PFD vs. CPD.TO - Dividend Comparison

PFD's dividend yield for the trailing twelve months is around 7.00%, more than CPD.TO's 4.98% yield.


PositionTTM20252024202320222021202020192018201720162015
CPD.TO
iShares S&P/TSX Canadian Preferred Share Index ETF
4.98%4.96%5.11%5.88%5.53%4.17%4.96%5.02%4.74%4.33%4.85%5.44%
PFD
Flaherty & Crumrine Preferred Income Fund
7.00%6.47%6.46%6.94%7.97%5.82%5.09%5.85%8.14%6.85%7.44%8.36%

Frequently Asked Questions


PFD and CPD.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.

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