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VXM-B.TO vs. FPR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VXM-B.TO vs. FPR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Morningstar International Value Index ETF (Unhedged) (VXM-B.TO) and CI Preferred Share ETF (FPR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VXM-B.TO achieves a 8.67% return, which is significantly higher than FPR.TO's 5.83% return. Over the past 10 years, VXM-B.TO has outperformed FPR.TO with an annualized return of 12.06%, while FPR.TO has yielded a comparatively lower 7.63% annualized return.


VXM-B.TO

1D
-1.19%
1M
-2.28%
YTD
8.67%
6M
8.70%
1Y
28.44%
3Y*
27.12%
5Y*
17.52%
10Y*
12.06%

FPR.TO

1D
0.00%
1M
0.37%
YTD
5.83%
6M
6.00%
1Y
15.42%
3Y*
16.79%
5Y*
7.23%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXM-B.TO vs. FPR.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXM-B.TO
CI Morningstar International Value Index ETF (Unhedged)
8.67%46.74%18.34%18.89%-2.50%9.58%-10.23%9.77%-11.40%22.82%
FPR.TO
CI Preferred Share ETF
5.83%16.63%23.27%3.44%-13.72%21.25%7.57%3.65%-5.80%10.90%

Correlation

The correlation between VXM-B.TO and FPR.TO is -0.00, 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

-0.00

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

0.12

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

0.12

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

0.12

Correlation (All Time)
Calculated using the full available price history since May 17, 2016

0.12

The correlation between VXM-B.TO and FPR.TO shifts across timeframes, from -0.00 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VXM-B.TO vs. FPR.TO — Risk / Return Rank

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

VXM-B.TO
VXM-B.TO Risk / Return Rank: 7272
Overall Rank
VXM-B.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VXM-B.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
VXM-B.TO Omega Ratio Rank: 7777
Omega Ratio Rank
VXM-B.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
VXM-B.TO Martin Ratio Rank: 6565
Martin Ratio Rank

FPR.TO
FPR.TO Risk / Return Rank: 8888
Overall Rank
FPR.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FPR.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
FPR.TO Omega Ratio Rank: 8888
Omega Ratio Rank
FPR.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
FPR.TO Martin Ratio Rank: 9393
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.

VXM-B.TO vs. FPR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Morningstar International Value Index ETF (Unhedged) (VXM-B.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.


VXM-B.TOFPR.TODifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.38

1.46

-0.08

Calmar ratioReturn relative to maximum drawdown

2.76

5.85

-3.09

Martin ratioReturn relative to average drawdown

9.99

21.28

-11.29

VXM-B.TO vs. FPR.TO - Sharpe Ratio Comparison

The current VXM-B.TO Sharpe Ratio is 2.14, which is comparable to the FPR.TO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of VXM-B.TO and FPR.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

VXM-B.TO vs. FPR.TO - Drawdown Comparison

The maximum VXM-B.TO drawdown since its inception was -38.71%, which is greater than FPR.TO's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VXM-B.TO and FPR.TO.


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Drawdown Indicators


VXM-B.TOFPR.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.71%

-36.12%

-2.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.33%

-2.75%

-7.58%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

-7.34%

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-20.31%

-1.81%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

-36.12%

-2.59%

Current Drawdown

Current decline from peak

-4.06%

-0.72%

-3.34%

Average Drawdown

Average peak-to-trough decline

-7.79%

-4.93%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

0.75%

+2.10%

Volatility

VXM-B.TO vs. FPR.TO - Volatility Comparison

CI Morningstar International Value Index ETF (Unhedged) (VXM-B.TO) has a higher volatility of 3.76% compared to CI Preferred Share ETF (FPR.TO) at 1.31%. This indicates that VXM-B.TO's price experiences larger fluctuations and is considered to be riskier than FPR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXM-B.TOFPR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

1.31%

+2.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

4.76%

+6.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

7.22%

+6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

8.24%

+5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

10.36%

+4.79%

Dividends

VXM-B.TO vs. FPR.TO - Dividend Comparison

VXM-B.TO's dividend yield for the trailing twelve months is around 2.01%, less than FPR.TO's 4.03% yield.


PositionTTM20252024202320222021202020192018201720162015
FPR.TO
CI Preferred Share ETF
4.03%4.57%5.01%6.00%4.59%3.79%4.42%4.52%4.49%4.06%2.52%0.00%
VXM-B.TO
CI Morningstar International Value Index ETF (Unhedged)
2.01%2.21%3.97%3.67%3.67%2.05%2.18%1.59%2.05%1.52%1.42%1.04%

Frequently Asked Questions


VXM-B.TO and FPR.TO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXM-B.TO is categorized as Foreign Small & Mid Cap Equities, while FPR.TO is Preferred Stock/Convertible Bonds.

Portfolio Optimizer

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