CCOM.TO vs. FCCV.TO

Last updated Apr 1, 2026

Compare and contrast key facts about CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) and Fidelity Canadian Value ETF (FCCV.TO).

CCOM.TO and FCCV.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. FCCV.TO is a passively managed fund by Fidelity that tracks the performance of the Fidelity Canada Canadian Value Index. It was launched on Jun 5, 2020. Both CCOM.TO and FCCV.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CCOM.TO vs. FCCV.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 Fidelity Canadian Value ETF (FCCV.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units	13.21%	6.96%	5.90%	-2.46%	1.40%
FCCV.TO Fidelity Canadian Value ETF	5.92%	36.93%	15.47%	11.16%	6.68%

Returns By Period

In the year-to-date period, CCOM.TO achieves a 13.21% return, which is significantly higher than FCCV.TO's 5.92% return.

CCOM.TO

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

FCCV.TO

• 1D: 3.09%
• 1M: -5.01%
• YTD: 5.92%
• 6M: 15.59%
• 1Y: 41.67%
• 3Y*: 21.05%
• 5Y*: 17.33%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CCOM.TO has a 0.73% expense ratio, which is higher than FCCV.TO's 0.35% expense ratio.

CCOM.TO

CI Auspice Broad Commodity Fund ETF Hedged Units

FCCV.TO

Fidelity Canadian Value ETF

Return for Risk

CCOM.TO vs. FCCV.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: 79
CCOM.TO Sharpe Ratio Rank: 84
CCOM.TO Sortino Ratio Rank: 82
CCOM.TO Omega Ratio Rank: 83
CCOM.TO Calmar Ratio Rank: 87
CCOM.TO Martin Ratio Rank: 57

FCCV.TO

FCCV.TO Risk / Return Rank: 95
FCCV.TO Sharpe Ratio Rank: 95
FCCV.TO Sortino Ratio Rank: 95
FCCV.TO Omega Ratio Rank: 96
FCCV.TO Calmar Ratio Rank: 94
FCCV.TO Martin Ratio Rank: 95

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. FCCV.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 Fidelity Canadian Value ETF (FCCV.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.TO	FCCV.TO	Difference
Sharpe ratio Return per unit of total volatility	1.68	2.50	-0.83
Sortino ratio Return per unit of downside risk	2.18	3.09	-0.91
Omega ratio Gain probability vs. loss probability	1.33	1.50	-0.17
Calmar ratio Return relative to maximum drawdown	2.73	3.76	-1.03
Martin ratio Return relative to average drawdown	5.68	16.13	-10.44
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. FCCV.TO - Sharpe Ratio Comparison

The current CCOM.TO Sharpe Ratio is 1.68, which is lower than the FCCV.TO Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of CCOM.TO and FCCV.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.

Sharpe Ratios by Period

	CCOM.TO	FCCV.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	2.50	-0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	1.38	-0.52

Correlation

The correlation between CCOM.TO and FCCV.TO is 0.19, 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. FCCV.TO - Dividend Comparison

CCOM.TO's dividend yield for the trailing twelve months is around 7.41%, more than FCCV.TO's 1.74% yield.

	TTM	2025	2024	2023	2022	2021	2020
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units	7.41%	3.48%	6.99%	4.21%	0.00%	0.00%	0.00%
FCCV.TO Fidelity Canadian Value ETF	1.74%	1.84%	2.59%	3.01%	2.45%	1.66%	1.59%

Drawdowns

CCOM.TO vs. FCCV.TO - Drawdown Comparison

The maximum CCOM.TO drawdown since its inception was -9.79%, smaller than the maximum FCCV.TO drawdown of -19.81%. Use the drawdown chart below to compare losses from any high point for CCOM.TO and FCCV.TO.

Drawdown Indicators

	CCOM.TO	FCCV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-9.79%	-19.81%	+10.02%
Max Drawdown (1Y) Largest decline over 1 year	-6.05%	-11.44%	+5.39%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.81%	—
Current Drawdown Current decline from peak	-1.09%	-5.34%	+4.25%
Average Drawdown Average peak-to-trough decline	-3.03%	-3.61%	+0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	2.66%	+0.24%

Volatility

CCOM.TO vs. FCCV.TO - Volatility Comparison

The current volatility for CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) is 3.94%, while Fidelity Canadian Value ETF (FCCV.TO) has a volatility of 6.13%. This indicates that CCOM.TO experiences smaller price fluctuations and is considered to be less risky than FCCV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCOM.TO	FCCV.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	6.13%	-2.19%
Volatility (6M) Calculated over the trailing 6-month period	7.44%	12.09%	-4.65%
Volatility (1Y) Calculated over the trailing 1-year period	9.74%	16.75%	-7.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.18%	14.85%	-6.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.18%	14.82%	-6.64%