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CCCX-B.TO vs. CGHY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCCX-B.TO vs. CGHY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Galaxy Core Multi-Crypto ETF (CAD) (CCCX-B.TO) and CI High Yield Bond Private Pool ETF C$ Series (CGHY.TO). The values are adjusted to include any dividend payments, if applicable.

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CCCX-B.TO vs. CGHY.TO - Yearly Performance Comparison


2026 (YTD)2025
CCCX-B.TO
CI Galaxy Core Multi-Crypto ETF (CAD)
-26.11%-27.81%
CGHY.TO
CI High Yield Bond Private Pool ETF C$ Series
-0.18%1.99%

Returns By Period

In the year-to-date period, CCCX-B.TO achieves a -26.11% return, which is significantly lower than CGHY.TO's -0.18% return.


CCCX-B.TO

1D
-1.33%
1M
3.39%
YTD
-26.11%
6M
-46.65%
1Y
3Y*
5Y*
10Y*

CGHY.TO

1D
0.29%
1M
-0.93%
YTD
-0.18%
6M
0.29%
1Y
4.87%
3Y*
8.27%
5Y*
9.03%
10Y*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CCCX-B.TO vs. CGHY.TO - Expense Ratio Comparison

CCCX-B.TO has a 0.50% expense ratio, which is lower than CGHY.TO's 0.76% expense ratio.


Return for Risk

CCCX-B.TO vs. CGHY.TO — Risk / Return Rank

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

CCCX-B.TO

CGHY.TO
CGHY.TO Risk / Return Rank: 3838
Overall Rank
CGHY.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CGHY.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
CGHY.TO Omega Ratio Rank: 2929
Omega Ratio Rank
CGHY.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
CGHY.TO Martin Ratio Rank: 5050
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.

CCCX-B.TO vs. CGHY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Galaxy Core Multi-Crypto ETF (CAD) (CCCX-B.TO) and CI High Yield Bond Private Pool ETF C$ Series (CGHY.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CCCX-B.TO vs. CGHY.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CCCX-B.TOCGHY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.32

0.44

-1.76

Correlation

The correlation between CCCX-B.TO and CGHY.TO is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CCCX-B.TO vs. CGHY.TO - Dividend Comparison

CCCX-B.TO has not paid dividends to shareholders, while CGHY.TO's dividend yield for the trailing twelve months is around 5.49%.


TTM20252024202320222021202020192018201720162015
CCCX-B.TO
CI Galaxy Core Multi-Crypto ETF (CAD)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CGHY.TO
CI High Yield Bond Private Pool ETF C$ Series
5.49%5.40%4.99%5.14%5.08%6.32%6.08%5.65%5.91%5.45%5.57%5.23%

Drawdowns

CCCX-B.TO vs. CGHY.TO - Drawdown Comparison

The maximum CCCX-B.TO drawdown since its inception was -54.49%, which is greater than CGHY.TO's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for CCCX-B.TO and CGHY.TO.


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Drawdown Indicators


CCCX-B.TOCGHY.TODifference

Max Drawdown

Largest peak-to-trough decline

-54.49%

-24.44%

-30.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-9.81%

Max Drawdown (10Y)

Largest decline over 10 years

-24.44%

Current Drawdown

Current decline from peak

-52.08%

-1.76%

-50.32%

Average Drawdown

Average peak-to-trough decline

-28.87%

-2.08%

-26.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

CCCX-B.TO vs. CGHY.TO - Volatility Comparison


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Volatility by Period


CCCX-B.TOCGHY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

Volatility (6M)

Calculated over the trailing 6-month period

4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

49.94%

7.49%

+42.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.94%

14.51%

+35.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.94%

13.00%

+36.94%