FCGI.TO vs. CGRA.TO
FCGI.TO (Fidelity Global Monthly High Income ETF) and CGRA.TO (CI Global Real Asset Private Pool) are both Global Allocation funds. Both are actively managed. Over the past 5 years, FCGI.TO returned 8.64%/yr vs 7.75%/yr for CGRA.TO. At a 0.09 correlation, their price movements are largely independent.
Performance
FCGI.TO vs. CGRA.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FCGI.TO achieves a 9.21% return, which is significantly lower than CGRA.TO's 15.41% return.
FCGI.TO
- 1D
- -0.18%
- 1M
- 0.37%
- 6M
- 6.42%
- YTD
- 9.21%
- 1Y
- 17.73%
- 3Y*
- 13.74%
- 5Y*
- 8.64%
- 10Y*
- —
CGRA.TO
- 1D
- -0.15%
- 1M
- 0.96%
- 6M
- 14.56%
- YTD
- 15.41%
- 1Y
- 17.99%
- 3Y*
- 13.25%
- 5Y*
- 7.75%
- 10Y*
- —
FCGI.TO vs. CGRA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FCGI.TO Fidelity Global Monthly High Income ETF | 9.21% | 13.21% | 13.10% | 9.65% | -5.30% | 14.00% | 16.68% |
CGRA.TO CI Global Real Asset Private Pool | 15.41% | 7.16% | 10.58% | 6.33% | -9.03% | 20.00% | 6.05% |
Correlation
The correlation between FCGI.TO and CGRA.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.09 |
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Return for Risk
FCGI.TO vs. CGRA.TO — Risk / Return Rank
FCGI.TO
CGRA.TO
FCGI.TO vs. CGRA.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Monthly High Income ETF (FCGI.TO) and CI Global Real Asset Private Pool (CGRA.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.
| FCGI.TO | CGRA.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.66 | 1.73 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.70 | 2.82 | +1.87 |
| Martin ratioReturn relative to average drawdown | 17.69 | 10.48 | +7.21 |
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Drawdowns
FCGI.TO vs. CGRA.TO - Drawdown Comparison
The maximum FCGI.TO drawdown since its inception was -63.41%, which is greater than CGRA.TO's maximum drawdown of -16.03%. Use the drawdown chart below to compare losses from any high point for FCGI.TO and CGRA.TO.
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Drawdown Indicators
| FCGI.TO | CGRA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.41% | -16.03% | -47.38% |
Max Drawdown (1Y)Largest decline over 1 year | -3.79% | -6.43% | +2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -9.45% | -7.89% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -11.16% | -16.03% | +4.87% |
Current DrawdownCurrent decline from peak | -17.08% | -0.54% | -16.54% |
Average DrawdownAverage peak-to-trough decline | -40.56% | -3.80% | -36.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 1.72% | -0.72% |
Volatility
FCGI.TO vs. CGRA.TO - Volatility Comparison
Fidelity Global Monthly High Income ETF (FCGI.TO) has a higher volatility of 1.66% compared to CI Global Real Asset Private Pool (CGRA.TO) at 1.35%. This indicates that FCGI.TO's price experiences larger fluctuations and is considered to be riskier than CGRA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCGI.TO | CGRA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.66% | 1.35% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 5.37% | 7.18% | -1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.01% | 8.46% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.56% | 12.13% | -3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.14% | 11.65% | +10.49% |
Dividends
FCGI.TO vs. CGRA.TO - Dividend Comparison
FCGI.TO's dividend yield for the trailing twelve months is around 3.06%, less than CGRA.TO's 3.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CGRA.TO CI Global Real Asset Private Pool | 3.55% | 4.02% | 4.14% | 4.39% | 4.46% | 3.89% | 2.61% |
FCGI.TO Fidelity Global Monthly High Income ETF | 3.06% | 3.25% | 3.21% | 3.50% | 3.71% | 2.62% | 5.47% |
Frequently Asked Questions
FCGI.TO and CGRA.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Fidelity and CI.
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