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CGXF.TO vs. AGCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGXF.TO vs. AGCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Gold+ Giants Covered Call ETF Common (CGXF.TO) and Global X Silver Covered Call ETF (AGCC.TO). The values are adjusted to include any dividend payments, if applicable.

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CGXF.TO vs. AGCC.TO - Yearly Performance Comparison


2026 (YTD)2025
CGXF.TO
CI Gold+ Giants Covered Call ETF Common
10.24%7.58%
AGCC.TO
Global X Silver Covered Call ETF
2.74%37.24%

Returns By Period

In the year-to-date period, CGXF.TO achieves a 10.24% return, which is significantly higher than AGCC.TO's 2.74% return.


CGXF.TO

1D
3.11%
1M
-14.66%
YTD
10.24%
6M
20.81%
1Y
75.79%
3Y*
35.42%
5Y*
21.92%
10Y*
13.84%

AGCC.TO

1D
0.04%
1M
-15.31%
YTD
2.74%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGXF.TO vs. AGCC.TO - Expense Ratio Comparison

CGXF.TO has a 1.08% expense ratio, which is higher than AGCC.TO's 0.60% expense ratio.


Return for Risk

CGXF.TO vs. AGCC.TO — Risk / Return Rank

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

CGXF.TO
CGXF.TO Risk / Return Rank: 8383
Overall Rank
CGXF.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CGXF.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
CGXF.TO Omega Ratio Rank: 8181
Omega Ratio Rank
CGXF.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
CGXF.TO Martin Ratio Rank: 8181
Martin Ratio Rank

AGCC.TO
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.

CGXF.TO vs. AGCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Gold+ Giants Covered Call ETF Common (CGXF.TO) and Global X Silver Covered Call ETF (AGCC.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.


CGXF.TOAGCC.TODifference

Sharpe ratio

Return per unit of total volatility

1.91

Sortino ratio

Return per unit of downside risk

2.26

Omega ratio

Gain probability vs. loss probability

1.33

Calmar ratio

Return relative to maximum drawdown

2.76

Martin ratio

Return relative to average drawdown

10.14

CGXF.TO vs. AGCC.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CGXF.TOAGCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

1.51

-1.45

Correlation

The correlation between CGXF.TO and AGCC.TO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CGXF.TO vs. AGCC.TO - Dividend Comparison

CGXF.TO's dividend yield for the trailing twelve months is around 9.24%, more than AGCC.TO's 3.84% yield.


TTM20252024202320222021202020192018201720162015
CGXF.TO
CI Gold+ Giants Covered Call ETF Common
9.24%7.43%8.09%8.92%8.54%8.59%11.01%6.69%7.97%6.99%10.68%11.75%
AGCC.TO
Global X Silver Covered Call ETF
3.84%1.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CGXF.TO vs. AGCC.TO - Drawdown Comparison

The maximum CGXF.TO drawdown since its inception was -88.66%, which is greater than AGCC.TO's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for CGXF.TO and AGCC.TO.


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Drawdown Indicators


CGXF.TOAGCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-88.66%

-39.17%

-49.49%

Max Drawdown (1Y)

Largest decline over 1 year

-27.39%

Max Drawdown (5Y)

Largest decline over 5 years

-37.19%

Max Drawdown (10Y)

Largest decline over 10 years

-39.68%

Current Drawdown

Current decline from peak

-14.79%

-31.91%

+17.12%

Average Drawdown

Average peak-to-trough decline

-30.84%

-11.95%

-18.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.46%

Volatility

CGXF.TO vs. AGCC.TO - Volatility Comparison


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Volatility by Period


CGXF.TOAGCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.99%

Volatility (6M)

Calculated over the trailing 6-month period

32.93%

Volatility (1Y)

Calculated over the trailing 1-year period

39.86%

70.42%

-30.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.17%

70.42%

-40.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.10%

70.42%

-40.32%