CGRA.TO vs. CGAA.TO
CGRA.TO (CI Global Real Asset Private Pool) and CGAA.TO (CI Global Asset Allocation Private Pool) are both Global Allocation funds from CI. Both are actively managed. Over the past 5 years, CGRA.TO returned 7.78%/yr vs 7.00%/yr for CGAA.TO. At a 0.11 correlation, their price movements are largely independent.
Performance
CGRA.TO vs. CGAA.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CGRA.TO achieves a 15.59% return, which is significantly higher than CGAA.TO's 3.68% return.
CGRA.TO
- 1D
- 0.04%
- 1M
- 0.88%
- 6M
- 14.74%
- YTD
- 15.59%
- 1Y
- 18.17%
- 3Y*
- 13.31%
- 5Y*
- 7.78%
- 10Y*
- —
CGAA.TO
- 1D
- -0.45%
- 1M
- 0.91%
- 6M
- 1.06%
- YTD
- 3.68%
- 1Y
- 11.92%
- 3Y*
- 11.60%
- 5Y*
- 7.00%
- 10Y*
- 5.90%
CGRA.TO vs. CGAA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CGRA.TO CI Global Real Asset Private Pool | 15.59% | 7.16% | 10.58% | 6.33% | -9.03% | 20.00% | 6.05% |
CGAA.TO CI Global Asset Allocation Private Pool | 3.68% | 10.61% | 16.99% | 9.22% | -11.13% | 15.14% | 15.20% |
Correlation
The correlation between CGRA.TO and CGAA.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.11 |
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Return for Risk
CGRA.TO vs. CGAA.TO — Risk / Return Rank
CGRA.TO
CGAA.TO
CGRA.TO vs. CGAA.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Global Real Asset Private Pool (CGRA.TO) and CI Global Asset Allocation Private Pool (CGAA.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.
| CGRA.TO | CGAA.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.22 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 1.58 | +1.27 |
| Martin ratioReturn relative to average drawdown | 10.59 | 5.57 | +5.01 |
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Drawdowns
CGRA.TO vs. CGAA.TO - Drawdown Comparison
The maximum CGRA.TO drawdown since its inception was -16.03%, smaller than the maximum CGAA.TO drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for CGRA.TO and CGAA.TO.
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Drawdown Indicators
| CGRA.TO | CGAA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -41.34% | +25.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.43% | -7.59% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -7.89% | -11.64% | +3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -16.03% | -17.23% | +1.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.56% | — |
Current DrawdownCurrent decline from peak | -0.38% | -1.26% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -7.46% | +3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 2.14% | -0.42% |
Volatility
CGRA.TO vs. CGAA.TO - Volatility Comparison
The current volatility for CI Global Real Asset Private Pool (CGRA.TO) is 1.96%, while CI Global Asset Allocation Private Pool (CGAA.TO) has a volatility of 3.00%. This indicates that CGRA.TO experiences smaller price fluctuations and is considered to be less risky than CGAA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGRA.TO | CGAA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 3.00% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.17% | 8.52% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.47% | 10.56% | -2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.13% | 11.63% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.65% | 12.21% | -0.56% |
Dividends
CGRA.TO vs. CGAA.TO - Dividend Comparison
CGRA.TO's dividend yield for the trailing twelve months is around 3.55%, more than CGAA.TO's 1.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGAA.TO CI Global Asset Allocation Private Pool | 1.73% | 1.57% | 2.00% | 2.19% | 2.21% | 0.91% | 1.14% | 2.66% | 3.74% | 3.36% | 3.12% | 3.20% |
CGRA.TO CI Global Real Asset Private Pool | 3.55% | 4.02% | 4.14% | 4.39% | 4.46% | 3.89% | 2.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CGRA.TO and CGAA.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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