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CCOM.TO vs. CGXF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CCOM.TO vs. CGXF.TO

Last updated Apr 1, 2026

Compare and contrast key facts about CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) and CI Gold+ Giants Covered Call ETF Common (CGXF.TO).

CCOM.TO and CGXF.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CCOM.TO is a passively managed fund by CI that tracks the performance of the Auspice Broad Commodity Excess Return Index. It was launched on May 16, 2023. CGXF.TO is an actively managed fund by CI. It was launched on Mar 3, 2022.

Performance

CCOM.TO vs. CGXF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) and CI Gold+ Giants Covered Call ETF Common (CGXF.TO). The values are adjusted to include any dividend payments, if applicable.

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CCOM.TO vs. CGXF.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units		13.21%6.96%5.90%-2.46%1.40%
CGXF.TO
CI Gold+ Giants Covered Call ETF Common		6.89%114.19%11.88%1.43%25.08%

Returns By Period

In the year-to-date period, CCOM.TO achieves a 13.21% return, which is significantly higher than CGXF.TO's 6.89% return.

CCOM.TO

1D
-0.05%
1M
5.65%
YTD
13.21%
6M
18.01%
1Y
16.26%
3Y*
6.45%
5Y*
—
10Y*
—

CGXF.TO

1D
6.44%
1M
-17.38%
YTD
6.89%
6M
18.28%
1Y
70.32%
3Y*
34.03%
5Y*
21.17%
10Y*
13.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CI Auspice Broad Commodity Fund ETF Hedged Units

CI Gold+ Giants Covered Call ETF Common

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Often compared with CGXF.TO:
CGXF.TO vs. CMNY.TOCGXF.TO vs. HGGG.TOCGXF.TO vs. GDMNCGXF.TO vs. VXM-B.TOCGXF.TO vs. CGL.TOCGXF.TO vs. SBT.TOCGXF.TO vs. HUG.TO

CCOM.TO vs. CGXF.TO - Expense Ratio Comparison

CCOM.TO has a 0.73% expense ratio, which is lower than CGXF.TO's 1.08% expense ratio.

CGXF.TO
CI Gold+ Giants Covered Call ETF Common
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units

Return for Risk

CCOM.TO vs. CGXF.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CCOM.TO
CCOM.TO Risk / Return Rank: 7979
Overall Rank
CCOM.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CCOM.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
CCOM.TO Omega Ratio Rank: 8383
Omega Ratio Rank
CCOM.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
CCOM.TO Martin Ratio Rank: 5757
Martin Ratio Rank
CGXF.TO
CGXF.TO Risk / Return Rank: 8383
Overall Rank
CGXF.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CGXF.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
CGXF.TO Omega Ratio Rank: 8080
Omega Ratio Rank
CGXF.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
CGXF.TO Martin Ratio Rank: 8383
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.

CCOM.TO vs. CGXF.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 Gold+ Giants Covered Call ETF Common (CGXF.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.

CCOM.TOCGXF.TODifference

Sharpe ratio

Return per unit of total volatility

1.68

1.78

-0.10

Sortino ratio

Return per unit of downside risk

2.18

2.14

+0.04

Omega ratio

Gain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratio

Return relative to maximum drawdown

2.73

2.64

+0.08

Martin ratio

Return relative to average drawdown

5.68

9.78

-4.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCOM.TO vs. CGXF.TO - Sharpe Ratio Comparison

The current CCOM.TO Sharpe Ratio is 1.68, which is comparable to the CGXF.TO Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of CCOM.TO and CGXF.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

CCOM.TOCGXF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.78

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.71

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.45

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.06

+0.81

Correlation

The correlation between CCOM.TO and CGXF.TO is 0.31, 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

CCOM.TO vs. CGXF.TO - Dividend Comparison

CCOM.TO's dividend yield for the trailing twelve months is around 7.41%, less than CGXF.TO's 9.53% yield.

TTM20252024202320222021202020192018201720162015
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units		7.41%3.48%6.99%4.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CGXF.TO
CI Gold+ Giants Covered Call ETF Common		9.53%7.43%8.09%8.92%8.54%8.59%11.01%6.69%7.97%6.99%10.68%11.75%

Drawdowns

CCOM.TO vs. CGXF.TO - Drawdown Comparison

The maximum CCOM.TO drawdown since its inception was -9.79%, smaller than the maximum CGXF.TO drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for CCOM.TO and CGXF.TO.

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Drawdown Indicators

CCOM.TOCGXF.TODifference

Max Drawdown

Largest peak-to-trough decline

-9.79%

-88.66%

+78.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-27.39%

+21.34%

Max Drawdown (5Y)

Largest decline over 5 years

—

-37.19%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.68%

—

Current Drawdown

Current decline from peak

-1.09%

-17.38%

+16.29%

Average Drawdown

Average peak-to-trough decline

-3.03%

-30.85%

+27.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

7.40%

-4.50%

Volatility

CCOM.TO vs. CGXF.TO - Volatility Comparison

The current volatility for CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) is 3.94%, while CI Gold+ Giants Covered Call ETF Common (CGXF.TO) has a volatility of 16.05%. This indicates that CCOM.TO experiences smaller price fluctuations and is considered to be less risky than CGXF.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.TOCGXF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

16.05%

-12.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

32.80%

-25.36%

Volatility (1Y)

Calculated over the trailing 1-year period

9.74%

39.76%

-30.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.18%

30.17%

-21.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

30.09%

-21.91%