FCCV.TO vs. CCOM.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Canadian Value ETF (FCCV.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO).

FCCV.TO and CCOM.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCCV.TO is a passively managed fund by Fidelity that tracks the performance of the Fidelity Canada Canadian Value Index. It was launched on Jun 5, 2020. CCOM.TO is a passively managed fund by CI that tracks the performance of the Auspice Broad Commodity Excess Return Index. It was launched on May 16, 2023. Both FCCV.TO and CCOM.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FCCV.TO vs. CCOM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Canadian Value ETF (FCCV.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO). The values are adjusted to include any dividend payments, if applicable.

FCCV.TO vs. CCOM.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FCCV.TO Fidelity Canadian Value ETF	5.92%	36.93%	15.47%	11.16%	6.68%
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units	13.21%	6.96%	5.90%	-2.46%	1.40%

Returns By Period

In the year-to-date period, FCCV.TO achieves a 5.92% return, which is significantly lower than CCOM.TO's 13.21% return.

FCCV.TO

• 1D: 3.09%
• 1M: -5.01%
• YTD: 5.92%
• 6M: 15.59%
• 1Y: 41.67%
• 3Y*: 21.05%
• 5Y*: 17.33%
• 10Y*: —

CCOM.TO

• 1D: -0.05%
• 1M: 5.65%
• YTD: 13.21%
• 6M: 18.01%
• 1Y: 16.26%
• 3Y*: 6.45%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FCCV.TO vs. CCOM.TO - Expense Ratio Comparison

FCCV.TO has a 0.35% expense ratio, which is lower than CCOM.TO's 0.73% expense ratio.

CCOM.TO

CI Auspice Broad Commodity Fund ETF Hedged Units

FCCV.TO

Fidelity Canadian Value ETF

Return for Risk

FCCV.TO vs. CCOM.TO — Risk / Return Rank

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

FCCV.TO

FCCV.TO Risk / Return Rank: 95
FCCV.TO Sharpe Ratio Rank: 95
FCCV.TO Sortino Ratio Rank: 95
FCCV.TO Omega Ratio Rank: 96
FCCV.TO Calmar Ratio Rank: 94
FCCV.TO Martin Ratio Rank: 95

CCOM.TO

CCOM.TO Risk / Return Rank: 79
CCOM.TO Sharpe Ratio Rank: 84
CCOM.TO Sortino Ratio Rank: 82
CCOM.TO Omega Ratio Rank: 83
CCOM.TO Calmar Ratio Rank: 87
CCOM.TO Martin Ratio Rank: 57

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.

FCCV.TO vs. CCOM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian Value ETF (FCCV.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.

	FCCV.TO	CCOM.TO	Difference
Sharpe ratio Return per unit of total volatility	2.50	1.68	+0.83
Sortino ratio Return per unit of downside risk	3.09	2.18	+0.91
Omega ratio Gain probability vs. loss probability	1.50	1.33	+0.17
Calmar ratio Return relative to maximum drawdown	3.76	2.73	+1.03
Martin ratio Return relative to average drawdown	16.13	5.68	+10.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCCV.TO vs. CCOM.TO - Sharpe Ratio Comparison

The current FCCV.TO Sharpe Ratio is 2.50, which is higher than the CCOM.TO Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of FCCV.TO and CCOM.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FCCV.TO	CCOM.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	1.68	+0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.38	0.86	+0.52

Correlation

The correlation between FCCV.TO and CCOM.TO is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FCCV.TO vs. CCOM.TO - Dividend Comparison

FCCV.TO's dividend yield for the trailing twelve months is around 1.74%, less than CCOM.TO's 7.41% yield.

	TTM	2025	2024	2023	2022	2021	2020
FCCV.TO Fidelity Canadian Value ETF	1.74%	1.84%	2.59%	3.01%	2.45%	1.66%	1.59%
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units	7.41%	3.48%	6.99%	4.21%	0.00%	0.00%	0.00%

Drawdowns

FCCV.TO vs. CCOM.TO - Drawdown Comparison

The maximum FCCV.TO drawdown since its inception was -19.81%, which is greater than CCOM.TO's maximum drawdown of -9.79%. Use the drawdown chart below to compare losses from any high point for FCCV.TO and CCOM.TO.

Drawdown Indicators

	FCCV.TO	CCOM.TO	Difference
Max Drawdown Largest peak-to-trough decline	-19.81%	-9.79%	-10.02%
Max Drawdown (1Y) Largest decline over 1 year	-11.44%	-6.05%	-5.39%
Max Drawdown (5Y) Largest decline over 5 years	-19.81%	—	—
Current Drawdown Current decline from peak	-5.34%	-1.09%	-4.25%
Average Drawdown Average peak-to-trough decline	-3.61%	-3.03%	-0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	2.90%	-0.24%

Volatility

FCCV.TO vs. CCOM.TO - Volatility Comparison

Fidelity Canadian Value ETF (FCCV.TO) has a higher volatility of 6.13% compared to CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) at 3.94%. This indicates that FCCV.TO's price experiences larger fluctuations and is considered to be riskier than CCOM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCCV.TO	CCOM.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.13%	3.94%	+2.19%
Volatility (6M) Calculated over the trailing 6-month period	12.09%	7.44%	+4.65%
Volatility (1Y) Calculated over the trailing 1-year period	16.75%	9.74%	+7.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.85%	8.18%	+6.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.82%	8.18%	+6.64%