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

Performance

CMGG.TO vs. IWY - 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 Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CMGG.TO is traded in CAD, while IWY is traded in USD. To make them comparable, the IWY 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 21.24% return, which is significantly higher than IWY's 8.57% return.


CMGG.TO

1D
0.12%
1M
10.96%
YTD
21.24%
6M
21.36%
1Y
38.88%
3Y*
35.34%
5Y*
20.56%
10Y*

IWY

1D
-1.00%
1M
7.94%
YTD
8.57%
6M
6.24%
1Y
28.32%
3Y*
26.93%
5Y*
19.77%
10Y*
20.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMGG.TO vs. IWY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CMGG.TO
CI Munro Global Growth Equity Fund
21.24%21.00%52.95%24.21%-21.16%11.08%
IWY
iShares Russell Top 200 Growth ETF
8.57%12.77%46.48%43.27%-24.92%31.74%

Correlation

The correlation between CMGG.TO and IWY is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2021

0.49

Over the past year, CMGG.TO and IWY have become more correlated (0.71) than their long-term average of 0.49, meaning their price movements have been converging.

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Return for Risk

CMGG.TO vs. IWY — 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: 6969
Overall Rank
CMGG.TO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CMGG.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
CMGG.TO Omega Ratio Rank: 6767
Omega Ratio Rank
CMGG.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
CMGG.TO Martin Ratio Rank: 6060
Martin Ratio Rank

IWY
IWY Risk / Return Rank: 4141
Overall Rank
IWY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IWY Sortino Ratio Rank: 4646
Sortino Ratio Rank
IWY Omega Ratio Rank: 4646
Omega Ratio Rank
IWY Calmar Ratio Rank: 3232
Calmar Ratio Rank
IWY Martin Ratio Rank: 3434
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. IWY - 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 Russell Top 200 Growth ETF (IWY). 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.TOIWYDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.40

1.33

+0.08

Calmar ratioReturn relative to maximum drawdown

3.85

1.70

+2.15

Martin ratioReturn relative to average drawdown

10.77

4.87

+5.90

CMGG.TO vs. IWY - Sharpe Ratio Comparison

The current CMGG.TO Sharpe Ratio is 2.36, which is comparable to the IWY Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of CMGG.TO and IWY, 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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Sharpe Ratios by Period


CMGG.TOIWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.86

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

1.00

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.12

-0.14

Drawdowns

CMGG.TO vs. IWY - Drawdown Comparison

The maximum CMGG.TO drawdown since its inception was -29.00%, roughly equal to the maximum IWY drawdown of -30.49%. Use the drawdown chart below to compare losses from any high point for CMGG.TO and IWY.


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Drawdown Indicators


CMGG.TOIWYDifference

Max Drawdown

Largest peak-to-trough decline

-29.00%

-30.49%

+1.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-16.75%

+6.60%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

-23.71%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-30.49%

+1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-30.49%

Current Drawdown

Current decline from peak

0.00%

-1.11%

+1.11%

Average Drawdown

Average peak-to-trough decline

-8.91%

-4.42%

-4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

5.83%

-2.21%

Volatility

CMGG.TO vs. IWY - Volatility Comparison

CI Munro Global Growth Equity Fund (CMGG.TO) has a higher volatility of 6.68% compared to iShares Russell Top 200 Growth ETF (IWY) at 3.53%. This indicates that CMGG.TO's price experiences larger fluctuations and is considered to be riskier than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMGG.TOIWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

3.53%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

11.39%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

15.27%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

19.88%

-1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

19.52%

-1.03%

CMGG.TO vs. IWY - Expense Ratio Comparison

CMGG.TO has a 0.90% expense ratio, which is higher than IWY's 0.20% expense ratio.


Dividends

CMGG.TO vs. IWY - Dividend Comparison

CMGG.TO has not paid dividends to shareholders, while IWY's dividend yield for the trailing twelve months is around 0.33%.


PositionTTM20252024202320222021202020192018201720162015
CMGG.TO
CI Munro Global Growth Equity 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%
IWY
iShares Russell Top 200 Growth ETF
0.33%0.36%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%

Frequently Asked Questions


CMGG.TO and IWY have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWY is cheaper with a 0.20% expense ratio, compared with 0.90% for CMGG.TO.

CMGG.TO is categorized as Global Equities, while IWY is Large Cap Growth Equities. They also come from different issuers: CI Global Asset Management and iShares. Their fees differ too: 0.90% for CMGG.TO and 0.20% for IWY.

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