CGAA.TO vs. CCOM.TO
CGAA.TO (CI Global Asset Allocation Private Pool) and CCOM.TO (CI Auspice Broad Commodity Fund ETF Hedged Units) are both exchange-traded funds - CGAA.TO is a Global Allocation fund actively managed by CI, while CCOM.TO is a Commodities fund tracking the Auspice Broad Commodity Excess Return Index. CGAA.TO is actively managed, while CCOM.TO is passively managed. Over the past 3 years, CGAA.TO returned 12.34%/yr vs 6.26%/yr for CCOM.TO. At a 0.02 correlation, their price movements are largely independent.
Performance
CGAA.TO vs. CCOM.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CGAA.TO achieves a 3.81% return, which is significantly lower than CCOM.TO's 10.49% return.
CGAA.TO
- 1D
- 0.48%
- 1M
- 0.52%
- YTD
- 3.81%
- 6M
- 4.01%
- 1Y
- 12.82%
- 3Y*
- 12.34%
- 5Y*
- 7.25%
- 10Y*
- 6.25%
CCOM.TO
- 1D
- 0.26%
- 1M
- -3.91%
- YTD
- 10.49%
- 6M
- 9.70%
- 1Y
- 19.51%
- 3Y*
- 6.26%
- 5Y*
- —
- 10Y*
- —
CGAA.TO vs. CCOM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CGAA.TO CI Global Asset Allocation Private Pool | 3.81% | 10.61% | 16.99% | 9.22% | 5.11% |
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 10.49% | 6.96% | 5.90% | -2.46% | 1.40% |
Correlation
The correlation between CGAA.TO and CCOM.TO is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2022 | 0.02 |
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Return for Risk
CGAA.TO vs. CCOM.TO — Risk / Return Rank
CGAA.TO
CCOM.TO
CGAA.TO vs. CCOM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Global Asset Allocation Private Pool (CGAA.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.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.
| CGAA.TO | CCOM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.54 | -0.84 |
| Martin ratioReturn relative to average drawdown | 6.00 | 8.33 | -2.32 |
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Drawdowns
CGAA.TO vs. CCOM.TO - Drawdown Comparison
The maximum CGAA.TO drawdown since its inception was -41.34%, which is greater than CCOM.TO's maximum drawdown of -9.79%. Use the drawdown chart below to compare losses from any high point for CGAA.TO and CCOM.TO.
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Drawdown Indicators
| CGAA.TO | CCOM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -9.79% | -31.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -7.73% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -8.18% | -3.46% |
Max Drawdown (5Y)Largest decline over 5 years | -17.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.56% | — | — |
Current DrawdownCurrent decline from peak | -0.68% | -7.49% | +6.81% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -3.04% | -4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.35% | -0.21% |
Volatility
CGAA.TO vs. CCOM.TO - Volatility Comparison
CI Global Asset Allocation Private Pool (CGAA.TO) has a higher volatility of 3.43% compared to CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) at 2.45%. This indicates that CGAA.TO's price experiences larger fluctuations and is considered to be riskier than CCOM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGAA.TO | CCOM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 2.45% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 8.46% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.43% | 10.04% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.62% | 8.43% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.25% | 8.43% | +3.82% |
Dividends
CGAA.TO vs. CCOM.TO - Dividend Comparison
CGAA.TO's dividend yield for the trailing twelve months is around 1.72%, less than CCOM.TO's 13.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 13.61% | 3.48% | 6.99% | 4.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CGAA.TO CI Global Asset Allocation Private Pool | 1.72% | 1.57% | 2.00% | 2.19% | 2.21% | 0.91% | 1.14% | 2.66% | 3.74% | 3.36% | 3.12% | 3.20% |
Frequently Asked Questions
CGAA.TO and CCOM.TO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CGAA.TO is categorized as Global Allocation, while CCOM.TO is Commodities.
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