CMNY.TO vs. SOLX.TO
CMNY.TO (CI Money Market ETF CAD Series) and SOLX.TO (CI Galaxy Solana ETF) are both exchange-traded funds - CMNY.TO is a Money Market fund actively managed by CI, while SOLX.TO is a Cryptocurrency fund managed by CI. At a 0.00 correlation, their price movements are largely independent. CMNY.TO charges 0.16%/yr vs 1.00%/yr for SOLX.TO.
Performance
CMNY.TO vs. SOLX.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CMNY.TO achieves a 0.99% return, which is significantly higher than SOLX.TO's -39.87% return.
CMNY.TO
- 1D
- 0.00%
- 1M
- 0.22%
- YTD
- 0.99%
- 6M
- 1.19%
- 1Y
- 2.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOLX.TO
- 1D
- -2.37%
- 1M
- -9.51%
- YTD
- -39.87%
- 6M
- -49.70%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CMNY.TO vs. SOLX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CMNY.TO CI Money Market ETF CAD Series | 0.99% | 0.83% |
SOLX.TO CI Galaxy Solana ETF | -39.87% | -40.28% |
Correlation
The correlation between CMNY.TO and SOLX.TO is 0.00, 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 (All Time) Calculated using the full available price history since Sep 3, 2025 | 0.00 |
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Return for Risk
CMNY.TO vs. SOLX.TO — Risk / Return Rank
CMNY.TO
SOLX.TO
CMNY.TO vs. SOLX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Money Market ETF CAD Series (CMNY.TO) and CI Galaxy Solana ETF (SOLX.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.
| CMNY.TO | SOLX.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 3.69 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 50.46 | — | — |
| Martin ratioReturn relative to average drawdown | 202.96 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMNY.TO | SOLX.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 7.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.73 | -1.02 | +4.75 |
Drawdowns
CMNY.TO vs. SOLX.TO - Drawdown Comparison
The maximum CMNY.TO drawdown since its inception was -0.83%, smaller than the maximum SOLX.TO drawdown of -70.44%. Use the drawdown chart below to compare losses from any high point for CMNY.TO and SOLX.TO.
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Drawdown Indicators
| CMNY.TO | SOLX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.83% | -70.44% | +69.61% |
Max Drawdown (1Y)Largest decline over 1 year | -0.05% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -70.44% | +70.44% |
Average DrawdownAverage peak-to-trough decline | -0.05% | -47.74% | +47.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | — | — |
Volatility
CMNY.TO vs. SOLX.TO - Volatility Comparison
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Volatility by Period
| CMNY.TO | SOLX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.26% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.34% | 73.25% | -72.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.02% | 73.25% | -72.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.02% | 73.25% | -72.23% |
CMNY.TO vs. SOLX.TO - Expense Ratio Comparison
CMNY.TO has a 0.16% expense ratio, which is lower than SOLX.TO's 1.00% expense ratio.
Dividends
CMNY.TO vs. SOLX.TO - Dividend Comparison
CMNY.TO's dividend yield for the trailing twelve months is around 2.55%, while SOLX.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CMNY.TO CI Money Market ETF CAD Series | 2.55% | 2.89% | 4.64% | 2.02% |
SOLX.TO CI Galaxy Solana ETF | 0.81% | 0.49% | 0.00% | 0.00% |
Frequently Asked Questions
CMNY.TO and SOLX.TO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CMNY.TO is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CMNY.TO is cheaper with a 0.16% expense ratio, compared with 1.00% for SOLX.TO.
CMNY.TO is categorized as Money Market, while SOLX.TO is Cryptocurrency. Their fees differ too: 0.16% for CMNY.TO and 1.00% for SOLX.TO.
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