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CSAV.TO vs. CRED.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSAV.TO vs. CRED.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI High Interest Savings ETF (CSAV.TO) and CI Alternative Investment Grade Credit Fund (CRED.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, CSAV.TO achieves a 1.18% return, which is significantly higher than CRED.TO's 0.95% return.


CSAV.TO

1D
0.02%
1M
0.15%
6M
1.01%
YTD
1.18%
1Y
2.17%
3Y*
3.44%
5Y*
3.13%
10Y*
ALL TIME*
2.53%

CRED.TO

1D
0.10%
1M
-0.39%
6M
0.65%
YTD
0.95%
1Y
2.65%
3Y*
5.33%
5Y*
2.98%
10Y*
ALL TIME*
3.22%
*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$22.02KCA$36.37KCA$30.13K
CA$1.49MCA$1.26MCA$1.48M

CSAV.TO vs. CRED.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CSAV.TO
CI High Interest Savings ETF
1.18%2.54%4.43%5.04%2.29%0.55%0.76%
CRED.TO
CI Alternative Investment Grade Credit Fund
0.95%2.77%9.26%6.00%-3.41%1.48%4.34%

Correlation

The correlation between CSAV.TO and CRED.TO is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.01

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2020

-0.00

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Return for Risk

CSAV.TO vs. CRED.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CSAV.TO
CSAV.TO Risk / Return Rank: 9999
Overall Rank
CSAV.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSAV.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSAV.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CSAV.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSAV.TO Martin Ratio Rank: 100100
Martin Ratio Rank

CRED.TO
CRED.TO Risk / Return Rank: 5858
Overall Rank
CRED.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CRED.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
CRED.TO Omega Ratio Rank: 7070
Omega Ratio Rank
CRED.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
CRED.TO Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CSAV.TO vs. CRED.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI High Interest Savings ETF (CSAV.TO) and CI Alternative Investment Grade Credit Fund (CRED.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.


CSAV.TOCRED.TODifference
Sharpe ratioReturn per unit of total volatility

+7.19

Sortino ratioReturn per unit of downside risk

+17.65

Omega ratioGain probability vs. loss probability

4.54

1.30

+3.24

Calmar ratioReturn relative to maximum drawdown

108.77

1.75

+107.02

Martin ratioReturn relative to average drawdown

301.45

5.85

+295.60

CSAV.TO vs. CRED.TO - Sharpe Ratio Comparison

The current CSAV.TO Sharpe Ratio is 8.62, which is higher than the CRED.TO Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of CSAV.TO and CRED.TO, 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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Drawdowns

CSAV.TO vs. CRED.TO - Drawdown Comparison

The maximum CSAV.TO drawdown since its inception was -0.02%, smaller than the maximum CRED.TO drawdown of -10.05%. Use the drawdown chart below to compare losses from any high point for CSAV.TO and CRED.TO.


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Drawdown Indicators


CSAV.TOCRED.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.02%

-10.05%

+10.03%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-1.52%

+1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-0.02%

-2.82%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-0.02%

-6.00%

+5.98%

Current Drawdown

Current decline from peak

0.00%

-0.39%

+0.39%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.45%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.45%

-0.44%

Volatility

CSAV.TO vs. CRED.TO - Volatility Comparison

The current volatility for CI High Interest Savings ETF (CSAV.TO) is 0.07%, while CI Alternative Investment Grade Credit Fund (CRED.TO) has a volatility of 0.56%. This indicates that CSAV.TO experiences smaller price fluctuations and is considered to be less risky than CRED.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSAV.TOCRED.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

0.56%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

1.45%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

0.25%

1.87%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.28%

2.69%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.27%

3.43%

-3.16%

CSAV.TO vs. CRED.TO - Expense Ratio Comparison

CSAV.TO has a 0.15% expense ratio, which is lower than CRED.TO's 1.94% expense ratio.


Dividends

CSAV.TO vs. CRED.TO - Dividend Comparison

CSAV.TO's dividend yield for the trailing twelve months is around 2.16%, less than CRED.TO's 2.98% yield.


PositionTTM2025202420232022202120202019
CRED.TO
CI Alternative Investment Grade Credit Fund
2.98%2.96%2.95%3.13%3.21%3.01%2.79%0.00%
CSAV.TO
CI High Interest Savings ETF
2.16%2.53%4.40%4.90%2.15%0.57%0.89%1.14%

Frequently Asked Questions


CSAV.TO and CRED.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSAV.TO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSAV.TO is cheaper with a 0.15% expense ratio, compared with 1.94% for CRED.TO.

CSAV.TO is categorized as Money Market, while CRED.TO is Investment Grade Bonds. Their fees differ too: 0.15% for CSAV.TO and 1.94% for CRED.TO.

Portfolio Optimizer

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