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CIAI.TO vs. FHI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIAI.TO vs. FHI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Artificial Intelligence ETF (CIAI.TO) and CI Health Care Giants Covered Call ETF (FHI.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, CIAI.TO achieves a 19.72% return, which is significantly higher than FHI.TO's 6.56% return.


CIAI.TO

1D
2.56%
1M
-4.04%
6M
17.06%
YTD
19.72%
1Y
31.56%
3Y*
5Y*
10Y*
ALL TIME*
31.70%

FHI.TO

1D
-0.18%
1M
2.27%
6M
5.85%
YTD
6.56%
1Y
21.85%
3Y*
6.41%
5Y*
5.79%
10Y*
ALL TIME*
8.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$1.13MCA$1.20MCA$2.71M
CA$57.94KCA$52.31KCA$59.13K

CIAI.TO vs. FHI.TO - Yearly Performance Comparison


2026 (YTD)20252024
CIAI.TO
CI Global Artificial Intelligence ETF
19.72%18.84%29.92%
FHI.TO
CI Health Care Giants Covered Call ETF
6.56%11.94%-0.92%

Correlation

The correlation between CIAI.TO and FHI.TO is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.17

Correlation (All Time)
Calculated using the full available price history since May 7, 2024

-0.11

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Return for Risk

CIAI.TO vs. FHI.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CIAI.TO
CIAI.TO Risk / Return Rank: 3838
Overall Rank
CIAI.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CIAI.TO Sortino Ratio Rank: 3636
Sortino Ratio Rank
CIAI.TO Omega Ratio Rank: 3737
Omega Ratio Rank
CIAI.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
CIAI.TO Martin Ratio Rank: 3737
Martin Ratio Rank

FHI.TO
FHI.TO Risk / Return Rank: 6868
Overall Rank
FHI.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FHI.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
FHI.TO Omega Ratio Rank: 7171
Omega Ratio Rank
FHI.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
FHI.TO Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CIAI.TO vs. FHI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Global Artificial Intelligence ETF (CIAI.TO) and CI Health Care Giants Covered Call ETF (FHI.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.


CIAI.TOFHI.TODifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.18

1.30

-0.12

Calmar ratioReturn relative to maximum drawdown

1.44

2.52

-1.08

Martin ratioReturn relative to average drawdown

3.79

5.86

-2.07

CIAI.TO vs. FHI.TO - Sharpe Ratio Comparison

The current CIAI.TO Sharpe Ratio is 0.96, which is lower than the FHI.TO Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CIAI.TO and FHI.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

CIAI.TO vs. FHI.TO - Drawdown Comparison

The maximum CIAI.TO drawdown since its inception was -31.22%, roughly equal to the maximum FHI.TO drawdown of -29.85%. Use the drawdown chart below to compare losses from any high point for CIAI.TO and FHI.TO.


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Drawdown Indicators


CIAI.TOFHI.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.22%

-29.85%

-1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-18.93%

-8.87%

-10.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-14.43%

Current Drawdown

Current decline from peak

-9.81%

-1.76%

-8.05%

Average Drawdown

Average peak-to-trough decline

-6.50%

-4.42%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

3.80%

+3.40%

Volatility

CIAI.TO vs. FHI.TO - Volatility Comparison

CI Global Artificial Intelligence ETF (CIAI.TO) has a higher volatility of 10.77% compared to CI Health Care Giants Covered Call ETF (FHI.TO) at 4.63%. This indicates that CIAI.TO's price experiences larger fluctuations and is considered to be riskier than FHI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIAI.TOFHI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

4.63%

+6.14%

Volatility (6M)

Calculated over the trailing 6-month period

23.36%

10.12%

+13.24%

Volatility (1Y)

Calculated over the trailing 1-year period

28.32%

14.01%

+14.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.48%

14.24%

+15.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.48%

16.54%

+12.94%

CIAI.TO vs. FHI.TO - Expense Ratio Comparison

CIAI.TO has a 0.50% expense ratio, which is lower than FHI.TO's 0.71% expense ratio.


Dividends

CIAI.TO vs. FHI.TO - Dividend Comparison

CIAI.TO has not paid dividends to shareholders, while FHI.TO's dividend yield for the trailing twelve months is around 7.34%.


PositionTTM20252024202320222021202020192018
CIAI.TO
CI Global Artificial Intelligence ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FHI.TO
CI Health Care Giants Covered Call ETF
7.34%7.14%7.84%5.80%5.98%7.38%9.69%5.42%2.42%

Frequently Asked Questions


CIAI.TO and FHI.TO have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CIAI.TO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CIAI.TO is cheaper with a 0.50% expense ratio, compared with 0.71% for FHI.TO.

CIAI.TO is categorized as Artificial Intelligence, while FHI.TO is Derivative Income. Their fees differ too: 0.50% for CIAI.TO and 0.71% for FHI.TO.

Portfolio Optimizer

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