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

Performance

CGXF.TO vs. CEQP.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 CI Equity+ Asset Allocation ETF (CEQP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CGXF.TO

1D
-2.68%
1M
1.53%
YTD
-2.14%
6M
2.55%
1Y
44.73%
3Y*
30.89%
5Y*
17.02%
10Y*
10.53%

CEQP.TO

1D
0.19%
1M
4.99%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between CGXF.TO and CEQP.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 29, 2026

0.11

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Return for Risk

CGXF.TO vs. CEQP.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: 3131
Overall Rank
CGXF.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CGXF.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
CGXF.TO Omega Ratio Rank: 3333
Omega Ratio Rank
CGXF.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
CGXF.TO Martin Ratio Rank: 2929
Martin Ratio Rank

CEQP.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. CEQP.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 CI Equity+ Asset Allocation ETF (CEQP.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.TOCEQP.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.64

Martin ratioReturn relative to average drawdown

4.17

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


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Sharpe Ratios by Period


CGXF.TOCEQP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

1.37

-1.32

Drawdowns

CGXF.TO vs. CEQP.TO - Drawdown Comparison

The maximum CGXF.TO drawdown since its inception was -88.66%, which is greater than CEQP.TO's maximum drawdown of -8.33%. Use the drawdown chart below to compare losses from any high point for CGXF.TO and CEQP.TO.


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Drawdown Indicators


CGXF.TOCEQP.TODifference

Max Drawdown

Largest peak-to-trough decline

-88.66%

-8.33%

-80.33%

Max Drawdown (1Y)

Largest decline over 1 year

-27.39%

Max Drawdown (3Y)

Largest decline over 3 years

-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

-24.36%

0.00%

-24.36%

Average Drawdown

Average peak-to-trough decline

-30.71%

-1.89%

-28.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.76%

Volatility

CGXF.TO vs. CEQP.TO - Volatility Comparison


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Volatility by Period


CGXF.TOCEQP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.76%

Volatility (6M)

Calculated over the trailing 6-month period

32.10%

Volatility (1Y)

Calculated over the trailing 1-year period

39.82%

16.40%

+23.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.85%

16.40%

+14.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.30%

16.40%

+13.90%

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

CGXF.TO has a 1.08% expense ratio, which is higher than CEQP.TO's 0.30% expense ratio.


Dividends

CGXF.TO vs. CEQP.TO - Dividend Comparison

CGXF.TO's dividend yield for the trailing twelve months is around 12.61%, more than CEQP.TO's 0.01% yield.


PositionTTM20252024202320222021202020192018201720162015
CEQP.TO
CI Equity+ Asset Allocation ETF
0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CGXF.TO
CI Gold+ Giants Covered Call ETF Common
12.61%7.43%8.09%8.92%8.54%8.59%11.01%6.69%7.97%6.99%10.68%11.75%

Frequently Asked Questions


CGXF.TO and CEQP.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEQP.TO is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEQP.TO is cheaper with a 0.30% expense ratio, compared with 1.08% for CGXF.TO.

CGXF.TO is categorized as Gold, while CEQP.TO is Diversified Portfolio. Their fees differ too: 1.08% for CGXF.TO and 0.30% for CEQP.TO.

Portfolio Optimizer

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