Cabo Verde Fast Ferry runs between Praia, Fogo and Brava several times a week. Schedules change often, so it's best to consult the website for the latest. The journey from Fogo to Brava lasts 50 minutes and costs CVE1550; from Praia to Fogo it's four hours and costs CVE3350 (if heading to Brava, the one-way ticket is CVE3750).
Note that the ferry from Fogo departs from the port outside São Filipe, which looks like a giant construction site. You may be confused when the taxi drops you off in a dark middle-of-nowhere surrounded by shipping containers – yes, surprisingly, you are in the right place and the boat will come.