TXF.TO vs. TLF.TO
TXF.TO (CI Tech Giants Covered Call Common) and TLF.TO (Brompton Tech Leaders Income ETF) are both Technology Equities funds. Both are actively managed. Over the past 10 years, TXF.TO returned 17.82%/yr vs 21.23%/yr for TLF.TO. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
TXF.TO vs. TLF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, TXF.TO achieves a 15.69% return, which is significantly lower than TLF.TO's 21.68% return. Over the past 10 years, TXF.TO has underperformed TLF.TO with an annualized return of 17.82%, while TLF.TO has yielded a comparatively higher 21.23% 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%
TLF.TO
- 1D
- -1.10%
- 1M
- -5.97%
- 6M
- 18.82%
- YTD
- 21.68%
- 1Y
- 32.76%
- 3Y*
- 23.48%
- 5Y*
- 16.03%
- 10Y*
- 21.23%
TXF.TO vs. TLF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TLF.TO Brompton Tech Leaders Income ETF | 21.68% | 18.20% | 21.45% | 49.36% | -30.09% | 31.51% | 38.89% | 37.12% | 3.76% | 37.68% |
Correlation
The correlation between TXF.TO and TLF.TO is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2011 | 0.64 |
Over the past year, TXF.TO and TLF.TO have become more correlated (0.93) than their long-term average of 0.64, meaning their price movements have been converging.
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Return for Risk
TXF.TO vs. TLF.TO — Risk / Return Rank
TXF.TO
TLF.TO
TXF.TO vs. TLF.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 Brompton Tech Leaders Income ETF (TLF.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.TO | TLF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.23 | +0.05 |
| Martin ratioReturn relative to average drawdown | 7.49 | 7.57 | -0.09 |
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Drawdowns
TXF.TO vs. TLF.TO - Drawdown Comparison
The maximum TXF.TO drawdown since its inception was -41.23%, which is greater than TLF.TO's maximum drawdown of -37.19%. Use the drawdown chart below to compare losses from any high point for TXF.TO and TLF.TO.
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Drawdown Indicators
| TXF.TO | TLF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.23% | -37.19% | -4.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -14.73% | -0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -27.38% | -24.99% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -41.23% | -37.19% | -4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -41.23% | -37.19% | -4.04% |
Current DrawdownCurrent decline from peak | -12.19% | -10.89% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -7.35% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 4.34% | +0.35% |
Volatility
TXF.TO vs. TLF.TO - Volatility Comparison
The current volatility for CI Tech Giants Covered Call Common (TXF.TO) is 12.32%, while Brompton Tech Leaders Income ETF (TLF.TO) has a volatility of 13.70%. This indicates that TXF.TO experiences smaller price fluctuations and is considered to be less risky than TLF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TXF.TO | TLF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.32% | 13.70% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 21.78% | 21.97% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.80% | 24.65% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.47% | 25.84% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.93% | 24.22% | -0.29% |
Dividends
TXF.TO vs. TLF.TO - Dividend Comparison
TXF.TO's dividend yield for the trailing twelve months is around 9.82%, more than TLF.TO's 5.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLF.TO Brompton Tech Leaders Income ETF | 5.66% | 5.90% | 5.86% | 5.31% | 6.97% | 3.40% | 3.49% | 4.64% | 6.05% | 5.94% | 7.67% | 7.63% |
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
With a correlation of 0.93, TXF.TO and TLF.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
They also come from different issuers: CI Investments and Brompton.
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