CMEY.TO vs. CCOM.TO
CMEY.TO (CI Marret Alternative Enhanced Yield Fund) and CCOM.TO (CI Auspice Broad Commodity Fund ETF Hedged Units) are both exchange-traded funds - CMEY.TO is a Nontraditional Bonds fund actively managed by CI, while CCOM.TO is a Commodities fund tracking the Auspice Broad Commodity Excess Return Index. CMEY.TO is actively managed, while CCOM.TO is passively managed. Over the past 3 years, CMEY.TO returned 5.34%/yr vs 6.26%/yr for CCOM.TO. At a 0.01 correlation, their price movements are largely independent.
Performance
CMEY.TO vs. CCOM.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CMEY.TO achieves a 2.62% return, which is significantly lower than CCOM.TO's 10.49% return.
CMEY.TO
- 1D
- 0.35%
- 1M
- 0.57%
- YTD
- 2.62%
- 6M
- 2.57%
- 1Y
- 4.83%
- 3Y*
- 5.34%
- 5Y*
- 3.11%
- 10Y*
- —
CCOM.TO
- 1D
- 0.26%
- 1M
- -3.91%
- YTD
- 10.49%
- 6M
- 9.70%
- 1Y
- 19.51%
- 3Y*
- 6.26%
- 5Y*
- —
- 10Y*
- —
CMEY.TO vs. CCOM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CMEY.TO CI Marret Alternative Enhanced Yield Fund | 2.62% | 4.69% | 5.49% | 5.05% | 1.96% |
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 10.49% | 6.96% | 5.90% | -2.46% | 1.40% |
Correlation
The correlation between CMEY.TO and CCOM.TO is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2022 | 0.01 |
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Return for Risk
CMEY.TO vs. CCOM.TO — Risk / Return Rank
CMEY.TO
CCOM.TO
CMEY.TO vs. CCOM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Marret Alternative Enhanced Yield Fund (CMEY.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.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.
| CMEY.TO | CCOM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 2.54 | +0.92 |
| Martin ratioReturn relative to average drawdown | 11.73 | 8.33 | +3.40 |
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Drawdowns
CMEY.TO vs. CCOM.TO - Drawdown Comparison
The maximum CMEY.TO drawdown since its inception was -5.57%, smaller than the maximum CCOM.TO drawdown of -9.79%. Use the drawdown chart below to compare losses from any high point for CMEY.TO and CCOM.TO.
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Drawdown Indicators
| CMEY.TO | CCOM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.57% | -9.79% | +4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -1.41% | -7.73% | +6.32% |
Max Drawdown (3Y)Largest decline over 3 years | -2.96% | -8.18% | +5.22% |
Max Drawdown (5Y)Largest decline over 5 years | -5.57% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.49% | +7.49% |
Average DrawdownAverage peak-to-trough decline | -0.90% | -3.04% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 2.35% | -1.94% |
Volatility
CMEY.TO vs. CCOM.TO - Volatility Comparison
The current volatility for CI Marret Alternative Enhanced Yield Fund (CMEY.TO) is 0.81%, while CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) has a volatility of 2.45%. This indicates that CMEY.TO experiences smaller price fluctuations and is considered to be less risky than CCOM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMEY.TO | CCOM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 2.45% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 2.39% | 8.46% | -6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.01% | 10.04% | -7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.84% | 8.43% | -4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.62% | 8.43% | -4.81% |
Dividends
CMEY.TO vs. CCOM.TO - Dividend Comparison
CMEY.TO's dividend yield for the trailing twelve months is around 4.36%, less than CCOM.TO's 13.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 13.61% | 3.48% | 6.99% | 4.21% | 0.00% | 0.00% | 0.00% |
CMEY.TO CI Marret Alternative Enhanced Yield Fund | 4.36% | 4.38% | 4.39% | 4.43% | 3.37% | 2.72% | 0.16% |
Frequently Asked Questions
CMEY.TO and CCOM.TO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMEY.TO is categorized as Nontraditional Bonds, while CCOM.TO is Commodities.
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