SPLT.TO vs. FPR.TO
SPLT.TO (Brompton Split Corp. Preferred Share ETF) and FPR.TO (CI Preferred Share ETF) are both Preferred Stock/Convertible Bonds funds. Both are actively managed. Over the past 3 years, SPLT.TO returned 9.57%/yr vs 17.18%/yr for FPR.TO. At a 0.06 correlation, their price movements are largely independent.
Performance
SPLT.TO vs. FPR.TO - Performance Comparison
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Returns By Period
In the year-to-date period, SPLT.TO achieves a 3.54% return, which is significantly lower than FPR.TO's 7.39% return.
SPLT.TO
- 1D
- 0.09%
- 1M
- -0.14%
- 6M
- 4.30%
- YTD
- 3.54%
- 1Y
- 5.81%
- 3Y*
- 9.57%
- 5Y*
- —
- 10Y*
- —
FPR.TO
- 1D
- 0.11%
- 1M
- 1.65%
- 6M
- 6.51%
- YTD
- 7.39%
- 1Y
- 15.91%
- 3Y*
- 17.18%
- 5Y*
- 7.51%
- 10Y*
- 7.52%
SPLT.TO vs. FPR.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPLT.TO Brompton Split Corp. Preferred Share ETF | 3.54% | 5.75% | 14.10% | 5.83% |
FPR.TO CI Preferred Share ETF | 7.39% | 16.63% | 23.27% | 3.47% |
Correlation
The correlation between SPLT.TO and FPR.TO is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2023 | 0.06 |
The correlation between SPLT.TO and FPR.TO shifts across timeframes, from -0.04 (1 year) to 0.07 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPLT.TO vs. FPR.TO — Risk / Return Rank
SPLT.TO
FPR.TO
SPLT.TO vs. FPR.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Split Corp. Preferred Share ETF (SPLT.TO) and CI Preferred Share ETF (FPR.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.
| SPLT.TO | FPR.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.49 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 6.05 | -2.84 |
| Martin ratioReturn relative to average drawdown | 8.48 | 21.90 | -13.42 |
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Drawdowns
SPLT.TO vs. FPR.TO - Drawdown Comparison
The maximum SPLT.TO drawdown since its inception was -5.36%, smaller than the maximum FPR.TO drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for SPLT.TO and FPR.TO.
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Drawdown Indicators
| SPLT.TO | FPR.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.36% | -36.12% | +30.76% |
Max Drawdown (1Y)Largest decline over 1 year | -1.82% | -2.75% | +0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -5.36% | -7.34% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.31% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.12% | — |
Current DrawdownCurrent decline from peak | -0.40% | 0.00% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -0.49% | -4.91% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.76% | -0.07% |
Volatility
SPLT.TO vs. FPR.TO - Volatility Comparison
Brompton Split Corp. Preferred Share ETF (SPLT.TO) and CI Preferred Share ETF (FPR.TO) have volatilities of 1.00% and 1.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPLT.TO | FPR.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 1.05% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.21% | 4.52% | -2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 7.23% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.64% | 8.24% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 10.35% | -5.71% |
Dividends
SPLT.TO vs. FPR.TO - Dividend Comparison
SPLT.TO's dividend yield for the trailing twelve months is around 5.98%, more than FPR.TO's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FPR.TO CI Preferred Share ETF | 3.97% | 4.57% | 5.01% | 6.00% | 4.59% | 3.79% | 4.42% | 4.52% | 4.49% | 4.06% | 2.52% |
SPLT.TO Brompton Split Corp. Preferred Share ETF | 5.98% | 6.01% | 5.99% | 3.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPLT.TO and FPR.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Brompton Funds and CI.
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