CINF.TO vs. LONG.TO

Last updated Jul 18, 2026

CINF.TO (CI Global Infrastructure Private Pool) and LONG.TO (CI Global Longevity Economy Fund) are both exchange-traded funds - CINF.TO is a Utilities Equities fund actively managed by CI, while LONG.TO is a Health & Biotech Equities fund actively managed by CI. Both are actively managed. Over the past 5 years, CINF.TO returned 12.27%/yr vs 10.47%/yr for LONG.TO. At a 0.16 correlation, their price movements are largely independent.

Performance

CINF.TO vs. LONG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Infrastructure Private Pool (CINF.TO) and CI Global Longevity Economy Fund (LONG.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CINF.TO achieves a 17.22% return, which is significantly higher than LONG.TO's 7.98% return.

CINF.TO

• 1D: 0.15%
• 1M: 0.58%
• 6M: 13.06%
• YTD: 17.22%
• 1Y: 21.00%
• 3Y*: 16.67%
• 5Y*: 12.27%
• 10Y*: —

LONG.TO

• 1D: 0.02%
• 1M: 1.17%
• 6M: 6.88%
• YTD: 7.98%
• 1Y: 21.09%
• 3Y*: 16.52%
• 5Y*: 10.47%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CINF.TO vs. LONG.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CINF.TO CI Global Infrastructure Private Pool	17.22%	12.54%	16.53%	5.27%	5.03%	13.56%	4.15%
LONG.TO CI Global Longevity Economy Fund	7.98%	6.19%	25.86%	19.50%	-9.01%	11.77%	22.32%

Correlation

The correlation between CINF.TO and LONG.TO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jun 17, 2020	0.16

The correlation between CINF.TO and LONG.TO shifts across timeframes, from 0.05 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

CINF.TO vs. LONG.TO - Sectors Allocation Comparison

Sectors	CINF.TO	LONG.TO
Utilities	40.5%	-
Industrials	31.2%	-
Energy	16.7%	-
Real Estate	9.8%	-
Communication Services	1.8%	10.9%
Basic Materials	-	-
Consumer Cyclical	-	7.3%
Consumer Defensive	-	-
Financial Services	-	4.4%
Healthcare	-	45.1%
Technology	-	32.4%

Return for Risk

CINF.TO vs. LONG.TO — Risk / Return Rank

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

CINF.TO

CINF.TO Risk / Return Rank: 86
CINF.TO Sharpe Ratio Rank: 88
CINF.TO Sortino Ratio Rank: 86
CINF.TO Omega Ratio Rank: 87
CINF.TO Calmar Ratio Rank: 89
CINF.TO Martin Ratio Rank: 82

LONG.TO

LONG.TO Risk / Return Rank: 40
LONG.TO Sharpe Ratio Rank: 44
LONG.TO Sortino Ratio Rank: 42
LONG.TO Omega Ratio Rank: 45
LONG.TO Calmar Ratio Rank: 33
LONG.TO Martin Ratio Rank: 39

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.

CINF.TO vs. LONG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Global Infrastructure Private Pool (CINF.TO) and CI Global Longevity Economy Fund (LONG.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.

	CINF.TO	LONG.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.21	1.19	+1.02
Sortino ratio: Return per unit of downside risk	3.03	1.69	+1.34
Omega ratio: Gain probability vs. loss probability	1.40	1.22	+0.18
Calmar ratio: Return relative to maximum drawdown	3.97	1.28	+2.69
Martin ratio: Return relative to average drawdown	11.74	4.55	+7.19

CINF.TO vs. LONG.TO - Sharpe Ratio Comparison

The current CINF.TO Sharpe Ratio is 2.21, which is higher than the LONG.TO Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of CINF.TO and LONG.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.

Drawdowns

CINF.TO vs. LONG.TO - Drawdown Comparison

The maximum CINF.TO drawdown since its inception was -12.27%, smaller than the maximum LONG.TO drawdown of -23.65%. Use the drawdown chart below to compare losses from any high point for CINF.TO and LONG.TO.

Drawdown Indicators

	CINF.TO	LONG.TO	Difference
Max Drawdown Largest peak-to-trough decline	-12.27%	-23.65%	+11.38%
Max Drawdown (1Y) Largest decline over 1 year	-5.31%	-16.39%	+11.08%
Max Drawdown (3Y) Largest decline over 3 years	-9.62%	-22.45%	+12.83%
Max Drawdown (5Y) Largest decline over 5 years	-12.27%	-23.65%	+11.38%
Current Drawdown Current decline from peak	-0.93%	-2.87%	+1.94%
Average Drawdown Average peak-to-trough decline	-2.05%	-5.64%	+3.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	4.61%	-2.82%

Volatility

CINF.TO vs. LONG.TO - Volatility Comparison

The current volatility for CI Global Infrastructure Private Pool (CINF.TO) is 1.85%, while CI Global Longevity Economy Fund (LONG.TO) has a volatility of 7.03%. This indicates that CINF.TO experiences smaller price fluctuations and is considered to be less risky than LONG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CINF.TO	LONG.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.85%	7.03%	-5.18%
Volatility (6M) Calculated over the trailing 6-month period	7.73%	14.80%	-7.07%
Volatility (1Y) Calculated over the trailing 1-year period	9.56%	17.62%	-8.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.96%	17.56%	-5.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.07%	17.80%	-5.73%

Dividends

CINF.TO vs. LONG.TO - Dividend Comparison

CINF.TO's dividend yield for the trailing twelve months is around 2.42%, while LONG.TO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
CINF.TO CI Global Infrastructure Private Pool	2.42%	2.80%	3.06%	3.45%	3.51%	3.56%	2.27%
LONG.TO CI Global Longevity Economy Fund	0.00%	0.00%	0.00%	0.33%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CINF.TO and LONG.TO in my portfolio?

CINF.TO and LONG.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

What is the main difference between CINF.TO and LONG.TO?

CINF.TO is categorized as Utilities Equities, while LONG.TO is Health & Biotech Equities.