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CCOM.TO vs. FCCM.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCOM.TO vs. FCCM.NEO - 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 Fidelity Canadian Momentum Index ETF (FCCM.NEO). The values are adjusted to include any dividend payments, if applicable.

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CCOM.TO vs. FCCM.NEO - 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%
FCCM.NEO
Fidelity Canadian Momentum Index ETF
4.13%43.17%27.03%10.10%8.48%

Returns By Period

In the year-to-date period, CCOM.TO achieves a 13.21% return, which is significantly higher than FCCM.NEO's 4.13% return.


CCOM.TO

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

FCCM.NEO

1D
3.30%
1M
-7.13%
YTD
4.13%
6M
14.81%
1Y
43.62%
3Y*
28.20%
5Y*
18.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CCOM.TO vs. FCCM.NEO - Expense Ratio Comparison

CCOM.TO has a 0.73% expense ratio, which is higher than FCCM.NEO's 0.38% expense ratio.


Return for Risk

CCOM.TO vs. FCCM.NEO — 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

FCCM.NEO
FCCM.NEO Risk / Return Rank: 9696
Overall Rank
FCCM.NEO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FCCM.NEO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FCCM.NEO Omega Ratio Rank: 9696
Omega Ratio Rank
FCCM.NEO Calmar Ratio Rank: 9494
Calmar Ratio Rank
FCCM.NEO Martin Ratio Rank: 9595
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. FCCM.NEO - 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 Fidelity Canadian Momentum Index ETF (FCCM.NEO). 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.TOFCCM.NEODifference

Sharpe ratio

Return per unit of total volatility

1.68

2.59

-0.92

Sortino ratio

Return per unit of downside risk

2.18

3.30

-1.11

Omega ratio

Gain probability vs. loss probability

1.33

1.51

-0.18

Calmar ratio

Return relative to maximum drawdown

2.73

3.65

-0.92

Martin ratio

Return relative to average drawdown

5.68

15.49

-9.81

CCOM.TO vs. FCCM.NEO - Sharpe Ratio Comparison

The current CCOM.TO Sharpe Ratio is 1.68, which is lower than the FCCM.NEO Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of CCOM.TO and FCCM.NEO, 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.TOFCCM.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.59

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

-0.11

+0.97

Correlation

The correlation between CCOM.TO and FCCM.NEO is 0.16, 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. FCCM.NEO - Dividend Comparison

CCOM.TO's dividend yield for the trailing twelve months is around 7.41%, more than FCCM.NEO's 0.88% yield.


TTM202520242023202220212020
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
7.41%3.48%6.99%4.21%0.00%0.00%0.00%
FCCM.NEO
Fidelity Canadian Momentum Index ETF
0.88%0.91%0.91%1.32%1.79%1.49%0.78%

Drawdowns

CCOM.TO vs. FCCM.NEO - Drawdown Comparison

The maximum CCOM.TO drawdown since its inception was -9.79%, smaller than the maximum FCCM.NEO drawdown of -67.22%. Use the drawdown chart below to compare losses from any high point for CCOM.TO and FCCM.NEO.


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Drawdown Indicators


CCOM.TOFCCM.NEODifference

Max Drawdown

Largest peak-to-trough decline

-9.79%

-67.22%

+57.43%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-12.36%

+6.31%

Max Drawdown (5Y)

Largest decline over 5 years

-16.59%

Current Drawdown

Current decline from peak

-1.09%

-17.77%

+16.68%

Average Drawdown

Average peak-to-trough decline

-3.03%

-53.22%

+50.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.91%

-0.01%

Volatility

CCOM.TO vs. FCCM.NEO - Volatility Comparison

The current volatility for CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) is 3.94%, while Fidelity Canadian Momentum Index ETF (FCCM.NEO) has a volatility of 7.47%. This indicates that CCOM.TO experiences smaller price fluctuations and is considered to be less risky than FCCM.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCOM.TOFCCM.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

7.47%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

12.81%

-5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

9.74%

16.92%

-7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.18%

13.34%

-5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

30.53%

-22.35%