CCCX.TO vs. CGHY.TO
Compare and contrast key facts about CI Galaxy Core Multi-Crypto ETF (CCCX.TO) and CI High Yield Bond Private Pool ETF C$ Series (CGHY.TO).
CCCX.TO and CGHY.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CCCX.TO is an actively managed fund by CI Global Asset Management. It was launched on Aug 22, 2025. CGHY.TO is an actively managed fund by CI Global Asset Management. It was launched on Apr 1, 2022.
Performance
CCCX.TO vs. CGHY.TO - Performance Comparison
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CCCX.TO vs. CGHY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCCX.TO CI Galaxy Core Multi-Crypto ETF | -29.85% | -25.28% |
CGHY.TO CI High Yield Bond Private Pool ETF C$ Series | -0.18% | 1.80% |
Returns By Period
In the year-to-date period, CCCX.TO achieves a -29.85% return, which is significantly lower than CGHY.TO's -0.18% return.
CCCX.TO
- 1D
- 0.79%
- 1M
- -1.54%
- YTD
- -29.85%
- 6M
- -47.04%
- 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%
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CCCX.TO vs. CGHY.TO - Expense Ratio Comparison
CCCX.TO has a 0.50% expense ratio, which is lower than CGHY.TO's 0.76% expense ratio.
Return for Risk
CCCX.TO vs. CGHY.TO — Risk / Return Rank
CCCX.TO
CGHY.TO
CCCX.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 (CCCX.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.
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Sharpe Ratios by Period
| CCCX.TO | CGHY.TO | Difference | |
|---|---|---|---|
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 | -1.17 | 0.44 | -1.61 |
Correlation
The correlation between CCCX.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.TO vs. CGHY.TO - Dividend Comparison
CCCX.TO has not paid dividends to shareholders, while CGHY.TO's dividend yield for the trailing twelve months is around 5.49%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCCX.TO CI Galaxy Core Multi-Crypto ETF | 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.TO vs. CGHY.TO - Drawdown Comparison
The maximum CCCX.TO drawdown since its inception was -54.70%, 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.TO and CGHY.TO.
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Drawdown Indicators
| CCCX.TO | CGHY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -24.44% | -30.26% |
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 DrawdownCurrent decline from peak | -52.07% | -1.76% | -50.31% |
Average DrawdownAverage peak-to-trough decline | -28.62% | -2.08% | -26.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.96% | — |
Volatility
CCCX.TO vs. CGHY.TO - Volatility Comparison
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Volatility by Period
| CCCX.TO | CGHY.TO | Difference | |
|---|---|---|---|
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 | 57.34% | 7.49% | +49.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.34% | 14.51% | +42.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.34% | 13.00% | +44.34% |