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CMGG.TO vs. GARP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMGG.TO vs. GARP - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Munro Global Growth Equity Fund (CMGG.TO) and iShares MSCI USA Quality GARP ETF (GARP). The values are adjusted to include any dividend payments, if applicable.

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CMGG.TO vs. GARP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CMGG.TO
CI Munro Global Growth Equity Fund
-1.82%21.00%52.95%24.21%-21.16%11.08%
GARP
iShares MSCI USA Quality GARP ETF
-4.74%15.92%49.22%39.71%-21.53%25.60%
Different Trading Currencies

CMGG.TO is traded in CAD, while GARP is traded in USD. To make them comparable, the GARP values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CMGG.TO achieves a -1.82% return, which is significantly higher than GARP's -4.74% return.


CMGG.TO

1D
3.55%
1M
-3.38%
YTD
-1.82%
6M
-2.30%
1Y
27.32%
3Y*
28.28%
5Y*
14.77%
10Y*

GARP

1D
3.75%
1M
-3.95%
YTD
-4.74%
6M
-2.48%
1Y
21.60%
3Y*
26.42%
5Y*
17.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMGG.TO vs. GARP - Expense Ratio Comparison

CMGG.TO has a 0.90% expense ratio, which is higher than GARP's 0.15% expense ratio.


Return for Risk

CMGG.TO vs. GARP — Risk / Return Rank

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

CMGG.TO
CMGG.TO Risk / Return Rank: 7777
Overall Rank
CMGG.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CMGG.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
CMGG.TO Omega Ratio Rank: 7373
Omega Ratio Rank
CMGG.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
CMGG.TO Martin Ratio Rank: 7070
Martin Ratio Rank

GARP
GARP Risk / Return Rank: 6969
Overall Rank
GARP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GARP Sortino Ratio Rank: 6767
Sortino Ratio Rank
GARP Omega Ratio Rank: 6666
Omega Ratio Rank
GARP Calmar Ratio Rank: 7676
Calmar Ratio Rank
GARP Martin Ratio Rank: 7272
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.

CMGG.TO vs. GARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Munro Global Growth Equity Fund (CMGG.TO) and iShares MSCI USA Quality GARP ETF (GARP). 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.


CMGG.TOGARPDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.90

+0.50

Sortino ratio

Return per unit of downside risk

1.96

1.38

+0.59

Omega ratio

Gain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

2.66

1.71

+0.95

Martin ratio

Return relative to average drawdown

7.08

5.68

+1.40

CMGG.TO vs. GARP - Sharpe Ratio Comparison

The current CMGG.TO Sharpe Ratio is 1.41, which is higher than the GARP Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CMGG.TO and GARP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CMGG.TOGARPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.90

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.87

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.82

-0.06

Correlation

The correlation between CMGG.TO and GARP is 0.52, 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.


Dividends

CMGG.TO vs. GARP - Dividend Comparison

CMGG.TO has not paid dividends to shareholders, while GARP's dividend yield for the trailing twelve months is around 0.32%.


TTM202520242023202220212020
CMGG.TO
CI Munro Global Growth Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GARP
iShares MSCI USA Quality GARP ETF
0.32%0.31%0.38%0.75%1.85%0.67%0.75%

Drawdowns

CMGG.TO vs. GARP - Drawdown Comparison

The maximum CMGG.TO drawdown since its inception was -29.00%, roughly equal to the maximum GARP drawdown of -29.73%. Use the drawdown chart below to compare losses from any high point for CMGG.TO and GARP.


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Drawdown Indicators


CMGG.TOGARPDifference

Max Drawdown

Largest peak-to-trough decline

-29.00%

-31.34%

+2.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-13.69%

+3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-30.61%

+1.61%

Current Drawdown

Current decline from peak

-6.96%

-10.35%

+3.39%

Average Drawdown

Average peak-to-trough decline

-9.17%

-7.53%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

3.71%

+0.10%

Volatility

CMGG.TO vs. GARP - Volatility Comparison

CI Munro Global Growth Equity Fund (CMGG.TO) and iShares MSCI USA Quality GARP ETF (GARP) have volatilities of 7.09% and 7.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMGG.TOGARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

7.40%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

14.19%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

23.97%

-4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.14%

20.24%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

22.28%

-3.88%