CGHY.TO vs. CMGG.TO
Compare and contrast key facts about CI High Yield Bond Private Pool ETF C$ Series (CGHY.TO) and CI Munro Global Growth Equity Fund (CMGG.TO).
CGHY.TO and CMGG.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGHY.TO is an actively managed fund by CI Global Asset Management. It was launched on Apr 1, 2022. CMGG.TO is an actively managed fund by CI Global Asset Management. It was launched on Jan 12, 2021.
Performance
CGHY.TO vs. CMGG.TO - Performance Comparison
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CGHY.TO vs. CMGG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CGHY.TO CI High Yield Bond Private Pool ETF C$ Series | -0.18% | 6.19% | 9.66% | 13.41% | 13.50% | 2.82% |
CMGG.TO CI Munro Global Growth Equity Fund | -1.82% | 21.00% | 52.95% | 24.21% | -21.16% | 11.08% |
Returns By Period
In the year-to-date period, CGHY.TO achieves a -0.18% return, which is significantly higher than CMGG.TO's -1.82% return.
CGHY.TO
- 1D
- 0.29%
- 1M
- -0.93%
- YTD
- -0.18%
- 6M
- 0.29%
- 1Y
- 4.87%
- 3Y*
- 8.27%
- 5Y*
- 9.03%
- 10Y*
- 6.79%
CMGG.TO
- 1D
- 3.55%
- 1M
- -3.38%
- YTD
- -1.82%
- 6M
- -2.30%
- 1Y
- 27.32%
- 3Y*
- 28.28%
- 5Y*
- 14.77%
- 10Y*
- —
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CGHY.TO vs. CMGG.TO - Expense Ratio Comparison
CGHY.TO has a 0.76% expense ratio, which is lower than CMGG.TO's 0.90% expense ratio.
Return for Risk
CGHY.TO vs. CMGG.TO — Risk / Return Rank
CGHY.TO
CMGG.TO
CGHY.TO vs. CMGG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI High Yield Bond Private Pool ETF C$ Series (CGHY.TO) and CI Munro Global Growth Equity Fund (CMGG.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.
| CGHY.TO | CMGG.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.41 | -0.75 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.96 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.27 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.66 | -1.40 |
Martin ratioReturn relative to average drawdown | 4.98 | 7.08 | -2.09 |
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
| CGHY.TO | CMGG.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.41 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.82 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.76 | -0.32 |
Correlation
The correlation between CGHY.TO and CMGG.TO is 0.09, 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
CGHY.TO vs. CMGG.TO - Dividend Comparison
CGHY.TO's dividend yield for the trailing twelve months is around 5.49%, while CMGG.TO has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGHY.TO CI High Yield Bond Private Pool ETF C$ Series | 5.49% | 5.40% | 4.99% | 5.14% | 5.08% | 6.32% | 6.08% | 5.65% | 5.91% | 5.45% | 5.57% | 5.23% |
CMGG.TO CI Munro Global Growth Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CGHY.TO vs. CMGG.TO - Drawdown Comparison
The maximum CGHY.TO drawdown since its inception was -24.44%, smaller than the maximum CMGG.TO drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for CGHY.TO and CMGG.TO.
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Drawdown Indicators
| CGHY.TO | CMGG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.44% | -29.00% | +4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -3.77% | -10.15% | +6.38% |
Max Drawdown (5Y)Largest decline over 5 years | -9.81% | -29.00% | +19.19% |
Max Drawdown (10Y)Largest decline over 10 years | -24.44% | — | — |
Current DrawdownCurrent decline from peak | -1.76% | -6.96% | +5.20% |
Average DrawdownAverage peak-to-trough decline | -2.08% | -9.17% | +7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 3.81% | -2.85% |
Volatility
CGHY.TO vs. CMGG.TO - Volatility Comparison
The current volatility for CI High Yield Bond Private Pool ETF C$ Series (CGHY.TO) is 2.67%, while CI Munro Global Growth Equity Fund (CMGG.TO) has a volatility of 7.09%. This indicates that CGHY.TO experiences smaller price fluctuations and is considered to be less risky than CMGG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGHY.TO | CMGG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 7.09% | -4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 4.88% | 12.12% | -7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.49% | 19.52% | -12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 18.14% | -3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.00% | 18.40% | -5.40% |