PortfoliosLab logoPortfoliosLab logo
TXF.TO vs. FHQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TXF.TO vs. FHQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Tech Giants Covered Call Common (TXF.TO) and First Trust AlphaDEX U.S. Technology Sector Index ETF (FHQ.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TXF.TO achieves a 15.69% return, which is significantly lower than FHQ.TO's 18.48% return. Over the past 10 years, TXF.TO has underperformed FHQ.TO with an annualized return of 17.82%, while FHQ.TO has yielded a comparatively higher 18.72% annualized return.


TXF.TO

1D
-1.01%
1M
-8.60%
6M
12.82%
YTD
15.69%
1Y
35.03%
3Y*
24.60%
5Y*
14.76%
10Y*
17.82%

FHQ.TO

1D
-0.81%
1M
-8.00%
6M
13.04%
YTD
18.48%
1Y
26.36%
3Y*
19.74%
5Y*
12.10%
10Y*
18.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TXF.TO vs. FHQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TXF.TO
CI Tech Giants Covered Call Common
15.69%24.80%18.69%60.80%-35.54%26.82%32.50%26.56%-6.78%33.65%
FHQ.TO
First Trust AlphaDEX U.S. Technology Sector Index ETF
18.48%8.42%25.83%36.49%-28.18%21.01%47.20%35.74%-0.09%23.66%

Correlation

The correlation between TXF.TO and FHQ.TO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.65

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

0.58

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

0.56

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2014

0.51

The correlation between TXF.TO and FHQ.TO shifts across timeframes, from 0.49 (1 year) to 0.65 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TXF.TO vs. FHQ.TO — Risk / Return Rank

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

TXF.TO
TXF.TO Risk / Return Rank: 5252
Overall Rank
TXF.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TXF.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
TXF.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TXF.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
TXF.TO Martin Ratio Rank: 5656
Martin Ratio Rank

FHQ.TO
FHQ.TO Risk / Return Rank: 4141
Overall Rank
FHQ.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FHQ.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
FHQ.TO Omega Ratio Rank: 3939
Omega Ratio Rank
FHQ.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
FHQ.TO Martin Ratio Rank: 4242
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.

TXF.TO vs. FHQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Tech Giants Covered Call Common (TXF.TO) and First Trust AlphaDEX U.S. Technology Sector Index ETF (FHQ.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.


TXF.TOFHQ.TODifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratioReturn relative to maximum drawdown

2.28

1.87

+0.41

Martin ratioReturn relative to average drawdown

7.49

5.06

+2.42

TXF.TO vs. FHQ.TO - Sharpe Ratio Comparison

The current TXF.TO Sharpe Ratio is 1.42, which is higher than the FHQ.TO Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TXF.TO and FHQ.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.


Loading charts...

Drawdowns

TXF.TO vs. FHQ.TO - Drawdown Comparison

The maximum TXF.TO drawdown since its inception was -41.23%, which is greater than FHQ.TO's maximum drawdown of -32.05%. Use the drawdown chart below to compare losses from any high point for TXF.TO and FHQ.TO.


Loading charts...

Drawdown Indicators


TXF.TOFHQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-41.23%

-32.05%

-9.18%

Max Drawdown (1Y)

Largest decline over 1 year

-15.43%

-14.13%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-27.38%

-27.64%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-41.23%

-32.05%

-9.18%

Max Drawdown (10Y)

Largest decline over 10 years

-41.23%

-32.05%

-9.18%

Current Drawdown

Current decline from peak

-12.19%

-10.99%

-1.20%

Average Drawdown

Average peak-to-trough decline

-6.17%

-7.63%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

5.22%

-0.53%

Volatility

TXF.TO vs. FHQ.TO - Volatility Comparison

CI Tech Giants Covered Call Common (TXF.TO) has a higher volatility of 12.32% compared to First Trust AlphaDEX U.S. Technology Sector Index ETF (FHQ.TO) at 10.08%. This indicates that TXF.TO's price experiences larger fluctuations and is considered to be riskier than FHQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TXF.TOFHQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.32%

10.08%

+2.24%

Volatility (6M)

Calculated over the trailing 6-month period

21.78%

21.35%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

24.80%

25.54%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.47%

23.68%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.93%

23.36%

+0.57%

Dividends

TXF.TO vs. FHQ.TO - Dividend Comparison

TXF.TO's dividend yield for the trailing twelve months is around 9.82%, while FHQ.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FHQ.TO
First Trust AlphaDEX U.S. Technology Sector Index ETF
0.00%0.00%0.02%0.00%0.00%1.18%0.43%0.50%0.80%0.83%1.20%0.43%
TXF.TO
CI Tech Giants Covered Call Common
9.82%10.59%9.75%7.48%14.13%7.77%11.01%7.29%9.29%4.89%6.16%6.15%

Frequently Asked Questions


TXF.TO and FHQ.TO have a correlation of 0.49, 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: CI Investments and First Trust.

Portfolio Optimizer

Find the right allocation for TXF.TO and FHQ.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer