SBC.TO vs. FIE.TO
Compare and contrast key facts about Brompton Split Banc Corp. (SBC.TO) and iShares Canadian Financial Monthly Income ETF (FIE.TO).
FIE.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Can Equity Tgt Alloc NR CAD. It was launched on Apr 16, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBC.TO or FIE.TO.
Key characteristics
| SBC.TO | FIE.TO | |
|---|---|---|
| YTD Return | 18.63% | 21.93% |
| 1Y Return | 48.02% | 34.12% |
| 3Y Return (Ann) | 2.96% | 5.03% |
| 5Y Return (Ann) | 5.87% | 8.88% |
| 10Y Return (Ann) | 3.41% | 7.70% |
| Sharpe Ratio | 3.35 | 4.56 |
| Sortino Ratio | 4.59 | 6.53 |
| Omega Ratio | 1.62 | 1.94 |
| Calmar Ratio | 1.40 | 2.09 |
| Martin Ratio | 17.52 | 30.23 |
| Ulcer Index | 2.96% | 1.21% |
| Daily Std Dev | 15.30% | 7.85% |
| Max Drawdown | -82.36% | -42.24% |
| Current Drawdown | -6.19% | -0.87% |
Correlation
The correlation between SBC.TO and FIE.TO is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SBC.TO vs. FIE.TO - Performance Comparison
In the year-to-date period, SBC.TO achieves a 18.63% return, which is significantly lower than FIE.TO's 21.93% return. Over the past 10 years, SBC.TO has underperformed FIE.TO with an annualized return of 3.41%, while FIE.TO has yielded a comparatively higher 7.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SBC.TO vs. FIE.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Split Banc Corp. (SBC.TO) and iShares Canadian Financial Monthly Income ETF (FIE.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.
Dividends
SBC.TO vs. FIE.TO - Dividend Comparison
SBC.TO's dividend yield for the trailing twelve months is around 11.00%, more than FIE.TO's 6.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBC.TO Brompton Split Banc Corp. | 11.00% | 12.89% | 10.45% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FIE.TO iShares Canadian Financial Monthly Income ETF | 6.05% | 6.98% | 7.31% | 5.85% | 7.01% | 6.56% | 7.29% | 6.20% | 6.51% | 7.33% | 6.49% | 6.66% |
Drawdowns
SBC.TO vs. FIE.TO - Drawdown Comparison
The maximum SBC.TO drawdown since its inception was -82.36%, which is greater than FIE.TO's maximum drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for SBC.TO and FIE.TO. For additional features, visit the drawdowns tool.
Volatility
SBC.TO vs. FIE.TO - Volatility Comparison
Brompton Split Banc Corp. (SBC.TO) has a higher volatility of 3.32% compared to iShares Canadian Financial Monthly Income ETF (FIE.TO) at 2.16%. This indicates that SBC.TO's price experiences larger fluctuations and is considered to be riskier than FIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.