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XFLI.TO vs. IFRF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFLI.TO vs. IFRF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Flexible Monthly Income ETF CAD (XFLI.TO) and IA Clarington Loomis Floating Rate Income Fund (IFRF.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, XFLI.TO achieves a 3.13% return, which is significantly higher than IFRF.TO's 1.18% return.


XFLI.TO

1D
0.10%
1M
-1.53%
6M
2.95%
YTD
3.13%
1Y
7.23%
3Y*
5Y*
10Y*
ALL TIME*
6.32%

IFRF.TO

1D
0.00%
1M
0.52%
6M
0.79%
YTD
1.18%
1Y
1.55%
3Y*
2.46%
5Y*
1.67%
10Y*
ALL TIME*
1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$79.18CA$1.23KCA$15.94K
CA$99.87KCA$131.75KCA$126.08K

XFLI.TO vs. IFRF.TO - Yearly Performance Comparison


2026 (YTD)20252024
XFLI.TO
iShares Flexible Monthly Income ETF CAD
3.13%2.07%6.23%
IFRF.TO
IA Clarington Loomis Floating Rate Income Fund
1.18%0.01%2.28%

Correlation

The correlation between XFLI.TO and IFRF.TO is -0.05, 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

-0.05

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2024

-0.04

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Return for Risk

XFLI.TO vs. IFRF.TO — Risk / Return Rank

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

XFLI.TO
XFLI.TO Risk / Return Rank: 5050
Overall Rank
XFLI.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XFLI.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
XFLI.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XFLI.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
XFLI.TO Martin Ratio Rank: 3636
Martin Ratio Rank

IFRF.TO
IFRF.TO Risk / Return Rank: 2323
Overall Rank
IFRF.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IFRF.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFRF.TO Omega Ratio Rank: 2121
Omega Ratio Rank
IFRF.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
IFRF.TO Martin Ratio Rank: 2525
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.

XFLI.TO vs. IFRF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Flexible Monthly Income ETF CAD (XFLI.TO) and IA Clarington Loomis Floating Rate Income Fund (IFRF.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.


XFLI.TOIFRF.TODifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.26

1.09

+0.17

Calmar ratioReturn relative to maximum drawdown

1.75

0.93

+0.82

Martin ratioReturn relative to average drawdown

3.69

2.02

+1.66

XFLI.TO vs. IFRF.TO - Sharpe Ratio Comparison

The current XFLI.TO Sharpe Ratio is 1.30, which is higher than the IFRF.TO Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of XFLI.TO and IFRF.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

XFLI.TO vs. IFRF.TO - Drawdown Comparison

The maximum XFLI.TO drawdown since its inception was -6.92%, smaller than the maximum IFRF.TO drawdown of -21.67%. Use the drawdown chart below to compare losses from any high point for XFLI.TO and IFRF.TO.


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Drawdown Indicators


XFLI.TOIFRF.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.92%

-21.67%

+14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-1.67%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-6.54%

Current Drawdown

Current decline from peak

-2.13%

0.00%

-2.13%

Average Drawdown

Average peak-to-trough decline

-2.05%

-2.05%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

0.77%

+1.19%

Volatility

XFLI.TO vs. IFRF.TO - Volatility Comparison

iShares Flexible Monthly Income ETF CAD (XFLI.TO) and IA Clarington Loomis Floating Rate Income Fund (IFRF.TO) have volatilities of 1.06% 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


XFLI.TOIFRF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.05%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.24%

2.66%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

3.70%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

4.51%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.31%

8.81%

-2.50%

Dividends

XFLI.TO vs. IFRF.TO - Dividend Comparison

XFLI.TO's dividend yield for the trailing twelve months is around 5.45%, less than IFRF.TO's 6.95% yield.


PositionTTM2025202420232022202120202019
IFRF.TO
IA Clarington Loomis Floating Rate Income Fund
6.95%6.91%7.69%7.74%5.66%3.88%3.36%0.47%
XFLI.TO
iShares Flexible Monthly Income ETF CAD
5.45%5.69%2.07%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XFLI.TO and IFRF.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XFLI.TO is categorized as High Yield Bonds, while IFRF.TO is Bank Loan. They also come from different issuers: iShares and IA Clarington Investments Inc..

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