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CGRA.TO vs. FCGI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGRA.TO vs. FCGI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Real Asset Private Pool (CGRA.TO) and Fidelity Global Monthly High Income ETF (FCGI.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGRA.TO achieves a 15.15% return, which is significantly higher than FCGI.TO's 8.54% return.


CGRA.TO

1D
0.00%
1M
3.45%
YTD
15.15%
6M
15.15%
1Y
17.05%
3Y*
13.99%
5Y*
7.84%
10Y*

FCGI.TO

1D
0.12%
1M
0.62%
YTD
8.54%
6M
8.26%
1Y
19.25%
3Y*
13.63%
5Y*
8.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGRA.TO vs. FCGI.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CGRA.TO
CI Global Real Asset Private Pool
15.15%7.16%10.58%6.33%-9.03%20.00%6.05%
FCGI.TO
Fidelity Global Monthly High Income ETF
8.54%13.21%13.10%9.65%-5.30%14.00%16.68%

Correlation

The correlation between CGRA.TO and FCGI.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

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

0.10

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Return for Risk

CGRA.TO vs. FCGI.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGRA.TO
CGRA.TO Risk / Return Rank: 7676
Overall Rank
CGRA.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CGRA.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
CGRA.TO Omega Ratio Rank: 9696
Omega Ratio Rank
CGRA.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
CGRA.TO Martin Ratio Rank: 6464
Martin Ratio Rank

FCGI.TO
FCGI.TO Risk / Return Rank: 9393
Overall Rank
FCGI.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FCGI.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
FCGI.TO Omega Ratio Rank: 9696
Omega Ratio Rank
FCGI.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
FCGI.TO Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CGRA.TO vs. FCGI.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 Fidelity Global Monthly High Income ETF (FCGI.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.TOFCGI.TODifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.70

1.74

-0.04

Calmar ratioReturn relative to maximum drawdown

2.68

5.10

-2.42

Martin ratioReturn relative to average drawdown

9.91

19.28

-9.37

CGRA.TO vs. FCGI.TO - Sharpe Ratio Comparison

The current CGRA.TO Sharpe Ratio is 2.04, which is comparable to the FCGI.TO Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of CGRA.TO and FCGI.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CGRA.TO vs. FCGI.TO - Drawdown Comparison

The maximum CGRA.TO drawdown since its inception was -16.03%, smaller than the maximum FCGI.TO drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for CGRA.TO and FCGI.TO.


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Drawdown Indicators


CGRA.TOFCGI.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.03%

-63.41%

+47.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-3.79%

-2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-7.89%

-9.45%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-16.03%

-11.16%

-4.87%

Current Drawdown

Current decline from peak

0.00%

-17.58%

+17.58%

Average Drawdown

Average peak-to-trough decline

-3.83%

-40.70%

+36.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

1.00%

+0.73%

Volatility

CGRA.TO vs. FCGI.TO - Volatility Comparison

CI Global Real Asset Private Pool (CGRA.TO) has a higher volatility of 2.67% compared to Fidelity Global Monthly High Income ETF (FCGI.TO) at 1.81%. This indicates that CGRA.TO's price experiences larger fluctuations and is considered to be riskier than FCGI.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.TOFCGI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

1.81%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

7.14%

5.58%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

8.43%

6.97%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.12%

8.54%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.68%

22.20%

-10.52%

Dividends

CGRA.TO vs. FCGI.TO - Dividend Comparison

CGRA.TO's dividend yield for the trailing twelve months is around 3.56%, more than FCGI.TO's 3.08% yield.


PositionTTM202520242023202220212020
CGRA.TO
CI Global Real Asset Private Pool
3.56%4.02%4.14%4.39%4.46%3.89%2.61%
FCGI.TO
Fidelity Global Monthly High Income ETF
3.08%3.25%3.21%3.50%3.71%2.62%5.47%

Frequently Asked Questions


CGRA.TO and FCGI.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: CI and Fidelity.

Portfolio Optimizer

Find the right allocation for CGRA.TO and FCGI.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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