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CMDO.TO vs. CCCX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMDO.TO vs. CCCX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Alternative Diversified Opportunities Fund (CMDO.TO) and CI Galaxy Core Multi-Crypto ETF (CCCX.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, CMDO.TO achieves a 1.93% return, which is significantly higher than CCCX.TO's -31.77% return.


CMDO.TO

1D
-0.30%
1M
-0.74%
6M
0.97%
YTD
1.93%
1Y
4.53%
3Y*
5.51%
5Y*
10Y*
ALL TIME*
3.44%

CCCX.TO

1D
-0.60%
1M
8.53%
6M
-30.24%
YTD
-31.77%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*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$484.00CA$315.52CA$5.52K
CA$15.20KCA$29.38KCA$28.11K

CMDO.TO vs. CCCX.TO - Yearly Performance Comparison


2026 (YTD)2025
CMDO.TO
CI Alternative Diversified Opportunities Fund
1.93%1.54%
CCCX.TO
CI Galaxy Core Multi-Crypto ETF
-31.77%-25.82%

Correlation

The correlation between CMDO.TO and CCCX.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 Aug 28, 2025

0.11

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Return for Risk

CMDO.TO vs. CCCX.TO — Risk / Return Rank

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

CMDO.TO
CMDO.TO Risk / Return Rank: 7171
Overall Rank
CMDO.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CMDO.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
CMDO.TO Omega Ratio Rank: 6363
Omega Ratio Rank
CMDO.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
CMDO.TO Martin Ratio Rank: 8686
Martin Ratio Rank

CCCX.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CMDO.TO vs. CCCX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Alternative Diversified Opportunities Fund (CMDO.TO) and CI Galaxy Core Multi-Crypto ETF (CCCX.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.


CMDO.TOCCCX.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

3.14

Martin ratioReturn relative to average drawdown

12.24

CMDO.TO vs. CCCX.TO - Sharpe Ratio Comparison


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Drawdowns

CMDO.TO vs. CCCX.TO - Drawdown Comparison

The maximum CMDO.TO drawdown since its inception was -6.85%, smaller than the maximum CCCX.TO drawdown of -58.93%. Use the drawdown chart below to compare losses from any high point for CMDO.TO and CCCX.TO.


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Drawdown Indicators


CMDO.TOCCCX.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.85%

-58.93%

+52.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-4.41%

Current Drawdown

Current decline from peak

-0.79%

-53.38%

+52.59%

Average Drawdown

Average peak-to-trough decline

-1.46%

-36.18%

+34.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

Volatility

CMDO.TO vs. CCCX.TO - Volatility Comparison


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Volatility by Period


CMDO.TOCCCX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

52.24%

-48.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

52.24%

-46.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

52.24%

-46.18%

CMDO.TO vs. CCCX.TO - Expense Ratio Comparison

CMDO.TO has a 1.32% expense ratio, which is higher than CCCX.TO's 0.50% expense ratio.


Dividends

CMDO.TO vs. CCCX.TO - Dividend Comparison

CMDO.TO's dividend yield for the trailing twelve months is around 3.84%, while CCCX.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021
CCCX.TO
CI Galaxy Core Multi-Crypto ETF
0.00%0.00%0.00%0.00%0.00%0.00%
CMDO.TO
CI Alternative Diversified Opportunities Fund
3.84%3.84%3.97%3.96%2.15%1.00%

Frequently Asked Questions


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

CCCX.TO is cheaper with a 0.50% expense ratio, compared with 1.32% for CMDO.TO.

CMDO.TO is categorized as Nontraditional Bonds, while CCCX.TO is Cryptocurrency. Their fees differ too: 1.32% for CMDO.TO and 0.50% for CCCX.TO.

Portfolio Optimizer

Find the right allocation for CMDO.TO and CCCX.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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