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CMAG.TO vs. FCLS.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMAG.TO vs. FCLS.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Munro Alternative Global Growth Fund (CMAG.TO) and Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMAG.TO achieves a 19.65% return, which is significantly higher than FCLS.NEO's 5.95% return.


CMAG.TO

1D
1.88%
1M
4.29%
YTD
19.65%
6M
18.78%
1Y
25.76%
3Y*
26.00%
5Y*
13.00%
10Y*

FCLS.NEO

1D
0.00%
1M
-1.55%
YTD
5.95%
6M
5.95%
1Y
17.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMAG.TO vs. FCLS.NEO - Yearly Performance Comparison


2026 (YTD)20252024
CMAG.TO
CI Munro Alternative Global Growth Fund
19.65%13.08%30.06%
FCLS.NEO
Fidelity Canadian Long/Short Alternative ETF
5.95%18.33%17.30%

Correlation

The correlation between CMAG.TO and FCLS.NEO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

0.30

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Return for Risk

CMAG.TO vs. FCLS.NEO — Risk / Return Rank

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

CMAG.TO
CMAG.TO Risk / Return Rank: 4444
Overall Rank
CMAG.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CMAG.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
CMAG.TO Omega Ratio Rank: 4141
Omega Ratio Rank
CMAG.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
CMAG.TO Martin Ratio Rank: 4444
Martin Ratio Rank

FCLS.NEO
FCLS.NEO Risk / Return Rank: 4545
Overall Rank
FCLS.NEO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FCLS.NEO Sortino Ratio Rank: 4141
Sortino Ratio Rank
FCLS.NEO Omega Ratio Rank: 6262
Omega Ratio Rank
FCLS.NEO Calmar Ratio Rank: 3636
Calmar Ratio Rank
FCLS.NEO Martin Ratio Rank: 4646
Martin Ratio Rank
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.

CMAG.TO vs. FCLS.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Munro Alternative Global Growth Fund (CMAG.TO) and Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO). 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.


CMAG.TOFCLS.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratioReturn relative to maximum drawdown

2.24

1.61

+0.63

Martin ratioReturn relative to average drawdown

6.23

6.68

-0.45

CMAG.TO vs. FCLS.NEO - Sharpe Ratio Comparison

The current CMAG.TO Sharpe Ratio is 1.29, which is comparable to the FCLS.NEO Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of CMAG.TO and FCLS.NEO, 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

CMAG.TO vs. FCLS.NEO - Drawdown Comparison

The maximum CMAG.TO drawdown since its inception was -23.94%, which is greater than FCLS.NEO's maximum drawdown of -14.39%. Use the drawdown chart below to compare losses from any high point for CMAG.TO and FCLS.NEO.


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Drawdown Indicators


CMAG.TOFCLS.NEODifference

Max Drawdown

Largest peak-to-trough decline

-23.94%

-14.39%

-9.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-12.39%

+0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.87%

Max Drawdown (5Y)

Largest decline over 5 years

-23.94%

Current Drawdown

Current decline from peak

0.00%

-3.31%

+3.31%

Average Drawdown

Average peak-to-trough decline

-8.12%

-2.10%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

2.98%

+1.16%

Volatility

CMAG.TO vs. FCLS.NEO - Volatility Comparison

CI Munro Alternative Global Growth Fund (CMAG.TO) has a higher volatility of 9.23% compared to Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO) at 6.50%. This indicates that CMAG.TO's price experiences larger fluctuations and is considered to be riskier than FCLS.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMAG.TOFCLS.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

6.50%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

13.87%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

20.04%

15.69%

+4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

14.01%

+3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

14.01%

+3.06%

Dividends

CMAG.TO vs. FCLS.NEO - Dividend Comparison

CMAG.TO has not paid dividends to shareholders, while FCLS.NEO's dividend yield for the trailing twelve months is around 0.62%.


Frequently Asked Questions


CMAG.TO and FCLS.NEO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: CI and Fidelity.

Portfolio Optimizer

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