BGIE.TO vs. CAGE.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Brompton Global Infrastructure ETF (BGIE.TO) and Avantis CIBC All-Equity Asset Allocation ETF (CAGE.TO).

BGIE.TO and CAGE.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BGIE.TO is an actively managed fund by Brompton. It was launched on Apr 30, 2020. CAGE.TO is an actively managed fund by Avantis. It was launched on Mar 18, 2026.

Performance

BGIE.TO vs. CAGE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Global Infrastructure ETF (BGIE.TO) and Avantis CIBC All-Equity Asset Allocation ETF (CAGE.TO). The values are adjusted to include any dividend payments, if applicable.

BGIE.TO vs. CAGE.TO - Yearly Performance Comparison

	2026 (YTD)
BGIE.TO Brompton Global Infrastructure ETF	-1.96%
CAGE.TO Avantis CIBC All-Equity Asset Allocation ETF	1.44%

Returns By Period

BGIE.TO

• 1D: 1.76%
• 1M: -5.65%
• YTD: 7.87%
• 6M: 6.78%
• 1Y: 29.91%
• 3Y*: 20.29%
• 5Y*: 13.64%
• 10Y*: —

CAGE.TO

• 1D: 2.40%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGIE.TO vs. CAGE.TO - Expense Ratio Comparison

BGIE.TO

Brompton Global Infrastructure ETF

Return for Risk

BGIE.TO vs. CAGE.TO — Risk / Return Rank

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

BGIE.TO

BGIE.TO Risk / Return Rank: 84
BGIE.TO Sharpe Ratio Rank: 84
BGIE.TO Sortino Ratio Rank: 83
BGIE.TO Omega Ratio Rank: 83
BGIE.TO Calmar Ratio Rank: 85
BGIE.TO Martin Ratio Rank: 86

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.

BGIE.TO vs. CAGE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Infrastructure ETF (BGIE.TO) and Avantis CIBC All-Equity Asset Allocation ETF (CAGE.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.

	BGIE.TO	CAGE.TO	Difference
Sharpe ratio Return per unit of total volatility	1.72	—	—
Sortino ratio Return per unit of downside risk	2.24	—	—
Omega ratio Gain probability vs. loss probability	1.34	—	—
Calmar ratio Return relative to maximum drawdown	2.58	—	—
Martin ratio Return relative to average drawdown	10.44	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BGIE.TO	CAGE.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	2.21	-1.27

Correlation

The correlation between BGIE.TO and CAGE.TO is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BGIE.TO vs. CAGE.TO - Dividend Comparison

BGIE.TO's dividend yield for the trailing twelve months is around 4.45%, while CAGE.TO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
BGIE.TO Brompton Global Infrastructure ETF	4.45%	4.95%	4.89%	5.19%	4.79%	4.10%	3.07%
CAGE.TO Avantis CIBC All-Equity Asset Allocation ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BGIE.TO vs. CAGE.TO - Drawdown Comparison

The maximum BGIE.TO drawdown since its inception was -18.24%, which is greater than CAGE.TO's maximum drawdown of -2.93%. Use the drawdown chart below to compare losses from any high point for BGIE.TO and CAGE.TO.

Drawdown Indicators

	BGIE.TO	CAGE.TO	Difference
Max Drawdown Largest peak-to-trough decline	-18.24%	-2.93%	-15.31%
Max Drawdown (1Y) Largest decline over 1 year	-10.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.24%	—	—
Current Drawdown Current decline from peak	-6.75%	0.00%	-6.75%
Average Drawdown Average peak-to-trough decline	-4.52%	-1.09%	-3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	—	—

Volatility

Volatility by Period

	BGIE.TO	CAGE.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.06%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.56%	23.65%	-6.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.60%	23.65%	-8.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.25%	23.65%	-8.40%