CCOM.TO vs. CAGS.TO
CCOM.TO (CI Auspice Broad Commodity Fund ETF Hedged Units) and CAGS.TO (CI Canadian Short-Term Aggregate Bond Index ETF) are both exchange-traded funds - CCOM.TO is a Commodities fund tracking the Auspice Broad Commodity Excess Return Index, while CAGS.TO is a Short-Term Bond fund managed by CI. Over the past 3 years, CCOM.TO returned 7.09%/yr vs 5.03%/yr for CAGS.TO. At a correlation of -0.06, they often move in opposite directions.
Performance
CCOM.TO vs. CAGS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CCOM.TO achieves a 14.23% return, which is significantly higher than CAGS.TO's 1.21% return.
CCOM.TO
- 1D
- -0.40%
- 1M
- 2.70%
- 6M
- 10.42%
- YTD
- 14.23%
- 1Y
- 21.34%
- 3Y*
- 7.09%
- 5Y*
- —
- 10Y*
- —
CAGS.TO
- 1D
- 0.13%
- 1M
- -0.06%
- 6M
- 0.89%
- YTD
- 1.21%
- 1Y
- 3.36%
- 3Y*
- 5.03%
- 5Y*
- 2.15%
- 10Y*
- —
CCOM.TO vs. CAGS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 14.23% | 6.96% | 5.90% | -2.46% | 1.40% |
CAGS.TO CI Canadian Short-Term Aggregate Bond Index ETF | 1.21% | 3.95% | 6.07% | 5.02% | 0.75% |
Correlation
The correlation between CCOM.TO and CAGS.TO is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2022 | -0.06 |
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Return for Risk
CCOM.TO vs. CAGS.TO — Risk / Return Rank
CCOM.TO
CAGS.TO
CCOM.TO vs. CAGS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) and CI Canadian Short-Term Aggregate Bond Index ETF (CAGS.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.
| CCOM.TO | CAGS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.53 | +0.24 |
| Martin ratioReturn relative to average drawdown | 8.15 | 7.65 | +0.50 |
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Drawdowns
CCOM.TO vs. CAGS.TO - Drawdown Comparison
The maximum CCOM.TO drawdown since its inception was -9.79%, smaller than the maximum CAGS.TO drawdown of -11.60%. Use the drawdown chart below to compare losses from any high point for CCOM.TO and CAGS.TO.
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Drawdown Indicators
| CCOM.TO | CAGS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.79% | -11.60% | +1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -1.33% | -6.40% |
Max Drawdown (3Y)Largest decline over 3 years | -8.18% | -1.33% | -6.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.58% | — |
Current DrawdownCurrent decline from peak | -4.36% | -0.25% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -3.07% | -1.45% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 0.44% | +2.18% |
Volatility
CCOM.TO vs. CAGS.TO - Volatility Comparison
CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) has a higher volatility of 2.91% compared to CI Canadian Short-Term Aggregate Bond Index ETF (CAGS.TO) at 0.71%. This indicates that CCOM.TO's price experiences larger fluctuations and is considered to be riskier than CAGS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCOM.TO | CAGS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 0.71% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.45% | 1.62% | +6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 2.07% | +8.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.44% | 2.76% | +5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.44% | 4.63% | +3.81% |
Dividends
CCOM.TO vs. CAGS.TO - Dividend Comparison
CCOM.TO's dividend yield for the trailing twelve months is around 13.16%, more than CAGS.TO's 3.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CAGS.TO CI Canadian Short-Term Aggregate Bond Index ETF | 3.28% | 3.16% | 3.37% | 2.62% | 2.61% | 1.96% | 2.59% | 2.83% | 2.72% | 1.06% |
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 13.16% | 3.48% | 6.99% | 4.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CCOM.TO and CAGS.TO have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCOM.TO is categorized as Commodities, while CAGS.TO is Short-Term Bond.
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