CGAA.TO vs. CEQT.TO
CGAA.TO (CI Global Asset Allocation Private Pool) and CEQT.TO (CI Equity Asset Allocation ETF) are both exchange-traded funds - CGAA.TO is a Global Allocation fund actively managed by CI, while CEQT.TO is a Diversified Portfolio fund actively managed by CI. Both are actively managed. Over the past 3 years, CGAA.TO returned 12.34%/yr vs 22.66%/yr for CEQT.TO. At a 0.14 correlation, their price movements are largely independent.
Performance
CGAA.TO vs. CEQT.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 CEQT.TO's 14.27% 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%
CEQT.TO
- 1D
- 0.43%
- 1M
- 1.75%
- YTD
- 14.27%
- 6M
- 13.93%
- 1Y
- 29.87%
- 3Y*
- 22.66%
- 5Y*
- —
- 10Y*
- —
CGAA.TO vs. CEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CGAA.TO CI Global Asset Allocation Private Pool | 3.81% | 10.61% | 16.99% | 5.35% |
CEQT.TO CI Equity Asset Allocation ETF | 14.27% | 18.84% | 27.38% | 6.47% |
Correlation
The correlation between CGAA.TO and CEQT.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 17, 2023 | 0.14 |
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Return for Risk
CGAA.TO vs. CEQT.TO — Risk / Return Rank
CGAA.TO
CEQT.TO
CGAA.TO vs. CEQT.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 Equity Asset Allocation ETF (CEQT.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 | CEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.88 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 4.15 | -2.46 |
| Martin ratioReturn relative to average drawdown | 6.00 | 16.41 | -10.40 |
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Drawdowns
CGAA.TO vs. CEQT.TO - Drawdown Comparison
The maximum CGAA.TO drawdown since its inception was -41.34%, which is greater than CEQT.TO's maximum drawdown of -14.02%. Use the drawdown chart below to compare losses from any high point for CGAA.TO and CEQT.TO.
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Drawdown Indicators
| CGAA.TO | CEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -14.02% | -27.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -7.26% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -14.02% | +2.38% |
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% | -0.44% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -1.18% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.83% | +0.31% |
Volatility
CGAA.TO vs. CEQT.TO - Volatility Comparison
The current volatility for CI Global Asset Allocation Private Pool (CGAA.TO) is 3.43%, while CI Equity Asset Allocation ETF (CEQT.TO) has a volatility of 4.14%. This indicates that CGAA.TO experiences smaller price fluctuations and is considered to be less risky than CEQT.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 | CEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 4.14% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 9.22% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.43% | 11.02% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.62% | 13.08% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.25% | 13.08% | -0.83% |
Dividends
CGAA.TO vs. CEQT.TO - Dividend Comparison
CGAA.TO's dividend yield for the trailing twelve months is around 1.72%, more than CEQT.TO's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEQT.TO CI Equity Asset Allocation ETF | 1.09% | 1.25% | 1.82% | 1.06% | 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 CEQT.TO have a correlation of 0.22, 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 CEQT.TO is Diversified Portfolio.
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