CCOM.TO vs. RATE.TO
CCOM.TO (CI Auspice Broad Commodity Fund ETF Hedged Units) and RATE.TO (Arrow EC Income Advantage Alternative Fund) are both exchange-traded funds - CCOM.TO is a Commodities fund tracking the Auspice Broad Commodity Excess Return Index, while RATE.TO is a fund fund. Over the past 3 years, CCOM.TO returned 6.60%/yr vs 7.32%/yr for RATE.TO. At a 0.00 correlation, their price movements are largely independent.
Performance
CCOM.TO vs. RATE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CCOM.TO achieves a 14.12% return, which is significantly higher than RATE.TO's 1.10% return.
CCOM.TO
- 1D
- -0.33%
- 1M
- -1.57%
- YTD
- 14.12%
- 6M
- 13.88%
- 1Y
- 21.03%
- 3Y*
- 6.60%
- 5Y*
- —
- 10Y*
- —
RATE.TO
- 1D
- -0.07%
- 1M
- 0.51%
- YTD
- 1.10%
- 6M
- 1.49%
- 1Y
- 3.64%
- 3Y*
- 7.32%
- 5Y*
- 6.03%
- 10Y*
- —
CCOM.TO vs. RATE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 14.12% | 6.96% | 5.90% | -2.46% | 1.40% |
RATE.TO Arrow EC Income Advantage Alternative Fund | 1.10% | 4.60% | 7.87% | 13.19% | 2.87% |
Correlation
The correlation between CCOM.TO and RATE.TO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2022 | 0.00 |
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Return for Risk
CCOM.TO vs. RATE.TO — Risk / Return Rank
CCOM.TO
RATE.TO
CCOM.TO vs. RATE.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 Arrow EC Income Advantage Alternative Fund (RATE.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 | RATE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.31 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.75 | 4.57 | +0.18 |
| Martin ratioReturn relative to average drawdown | 14.22 | 15.31 | -1.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCOM.TO | RATE.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.62 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.84 | -0.02 |
Drawdowns
CCOM.TO vs. RATE.TO - Drawdown Comparison
The maximum CCOM.TO drawdown since its inception was -9.79%, smaller than the maximum RATE.TO drawdown of -14.01%. Use the drawdown chart below to compare losses from any high point for CCOM.TO and RATE.TO.
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Drawdown Indicators
| CCOM.TO | RATE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.79% | -14.01% | +4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -4.45% | -0.80% | -3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -8.18% | -1.70% | -6.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -3.38% | — |
Current DrawdownCurrent decline from peak | -4.45% | -0.07% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -2.96% | -0.80% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 0.24% | +1.24% |
Volatility
CCOM.TO vs. RATE.TO - Volatility Comparison
CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) has a higher volatility of 4.71% compared to Arrow EC Income Advantage Alternative Fund (RATE.TO) at 0.74%. This indicates that CCOM.TO's price experiences larger fluctuations and is considered to be riskier than RATE.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 | RATE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 0.74% | +3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 1.85% | +6.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.02% | 2.26% | +7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.42% | 4.03% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.42% | 5.75% | +2.67% |
Dividends
CCOM.TO vs. RATE.TO - Dividend Comparison
CCOM.TO's dividend yield for the trailing twelve months is around 7.35%, more than RATE.TO's 4.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 7.35% | 3.48% | 6.99% | 4.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RATE.TO Arrow EC Income Advantage Alternative Fund | 4.64% | 4.60% | 5.68% | 7.43% | 4.97% | 3.52% | 2.98% | 2.99% | 2.32% |
Frequently Asked Questions
CCOM.TO and RATE.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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