PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CLML.TO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CLML.TO and VOO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CLML.TO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CI Global Climate Leaders Fund (CLML.TO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
11.13%
9.32%
CLML.TO
VOO

Key characteristics

Sharpe Ratio

CLML.TO:

1.91

VOO:

1.89

Sortino Ratio

CLML.TO:

2.36

VOO:

2.54

Omega Ratio

CLML.TO:

1.36

VOO:

1.35

Calmar Ratio

CLML.TO:

4.09

VOO:

2.83

Martin Ratio

CLML.TO:

11.25

VOO:

11.83

Ulcer Index

CLML.TO:

3.96%

VOO:

2.02%

Daily Std Dev

CLML.TO:

23.40%

VOO:

12.66%

Max Drawdown

CLML.TO:

-28.17%

VOO:

-33.99%

Current Drawdown

CLML.TO:

-9.58%

VOO:

-0.42%

Returns By Period

In the year-to-date period, CLML.TO achieves a 2.17% return, which is significantly lower than VOO's 4.17% return.


CLML.TO

YTD

2.17%

1M

-6.49%

6M

16.11%

1Y

46.03%

5Y*

N/A

10Y*

N/A

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CLML.TO vs. VOO - Expense Ratio Comparison


VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

CLML.TO vs. VOO — Risk-Adjusted Performance Rank

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

CLML.TO
The Risk-Adjusted Performance Rank of CLML.TO is 8080
Overall Rank
The Sharpe Ratio Rank of CLML.TO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of CLML.TO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CLML.TO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of CLML.TO is 9292
Calmar Ratio Rank
The Martin Ratio Rank of CLML.TO is 8080
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CLML.TO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Global Climate Leaders Fund (CLML.TO) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for CLML.TO, currently valued at 1.30, compared to the broader market0.002.004.001.301.77
The chart of Sortino ratio for CLML.TO, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.0010.0012.001.712.37
The chart of Omega ratio for CLML.TO, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.33
The chart of Calmar ratio for CLML.TO, currently valued at 2.74, compared to the broader market0.005.0010.0015.002.742.61
The chart of Martin ratio for CLML.TO, currently valued at 7.13, compared to the broader market0.0020.0040.0060.0080.00100.007.1310.88
CLML.TO
VOO

The current CLML.TO Sharpe Ratio is 1.91, which is comparable to the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of CLML.TO and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50SeptemberOctoberNovemberDecember2025February
1.30
1.77
CLML.TO
VOO

Dividends

CLML.TO vs. VOO - Dividend Comparison

CLML.TO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
CLML.TO
CI Global Climate Leaders Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CLML.TO vs. VOO - Drawdown Comparison

The maximum CLML.TO drawdown since its inception was -28.17%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CLML.TO and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.32%
-0.42%
CLML.TO
VOO

Volatility

CLML.TO vs. VOO - Volatility Comparison

CI Global Climate Leaders Fund (CLML.TO) has a higher volatility of 12.84% compared to Vanguard S&P 500 ETF (VOO) at 2.94%. This indicates that CLML.TO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
12.84%
2.94%
CLML.TO
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab