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FGLS.NEO vs. CMAG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGLS.NEO vs. CMAG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Value Long/Short Alternative ETF (FGLS.NEO) and CI Munro Alternative Global Growth Fund (CMAG.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, FGLS.NEO achieves a 8.43% return, which is significantly lower than CMAG.TO's 9.64% return.


FGLS.NEO

1D
5.59%
1M
15.32%
6M
9.72%
YTD
8.43%
1Y
12.65%
3Y*
5Y*
10Y*

CMAG.TO

1D
-1.87%
1M
-4.89%
6M
6.29%
YTD
9.64%
1Y
14.75%
3Y*
21.60%
5Y*
10.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGLS.NEO vs. CMAG.TO - Yearly Performance Comparison


2026 (YTD)20252024
FGLS.NEO
Fidelity Global Value Long/Short Alternative ETF
8.43%8.38%-21.20%
CMAG.TO
CI Munro Alternative Global Growth Fund
9.64%13.08%30.06%

Correlation

The correlation between FGLS.NEO and CMAG.TO is -0.48, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.48

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

-0.46

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Return for Risk

FGLS.NEO vs. CMAG.TO — Risk / Return Rank

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

FGLS.NEO
FGLS.NEO Risk / Return Rank: 1818
Overall Rank
FGLS.NEO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FGLS.NEO Sortino Ratio Rank: 1919
Sortino Ratio Rank
FGLS.NEO Omega Ratio Rank: 1818
Omega Ratio Rank
FGLS.NEO Calmar Ratio Rank: 1818
Calmar Ratio Rank
FGLS.NEO Martin Ratio Rank: 1717
Martin Ratio Rank

CMAG.TO
CMAG.TO Risk / Return Rank: 2626
Overall Rank
CMAG.TO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CMAG.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
CMAG.TO Omega Ratio Rank: 2424
Omega Ratio Rank
CMAG.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
CMAG.TO Martin Ratio Rank: 3030
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.

FGLS.NEO vs. CMAG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Value Long/Short Alternative ETF (FGLS.NEO) and CI Munro Alternative Global Growth Fund (CMAG.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.


FGLS.NEOCMAG.TODifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.10

1.14

-0.04

Calmar ratioReturn relative to maximum drawdown

0.60

1.28

-0.68

Martin ratioReturn relative to average drawdown

1.23

3.42

-2.19

FGLS.NEO vs. CMAG.TO - Sharpe Ratio Comparison

The current FGLS.NEO Sharpe Ratio is 0.46, which is lower than the CMAG.TO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FGLS.NEO and CMAG.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

FGLS.NEO vs. CMAG.TO - Drawdown Comparison

The maximum FGLS.NEO drawdown since its inception was -25.89%, which is greater than CMAG.TO's maximum drawdown of -23.94%. Use the drawdown chart below to compare losses from any high point for FGLS.NEO and CMAG.TO.


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Drawdown Indicators


FGLS.NEOCMAG.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.89%

-23.94%

-1.95%

Max Drawdown (1Y)

Largest decline over 1 year

-21.12%

-11.54%

-9.58%

Max Drawdown (3Y)

Largest decline over 3 years

-18.87%

Max Drawdown (5Y)

Largest decline over 5 years

-23.94%

Current Drawdown

Current decline from peak

-7.51%

-8.37%

+0.86%

Average Drawdown

Average peak-to-trough decline

-14.44%

-8.10%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.29%

4.32%

+5.97%

Volatility

FGLS.NEO vs. CMAG.TO - Volatility Comparison

Fidelity Global Value Long/Short Alternative ETF (FGLS.NEO) has a higher volatility of 11.09% compared to CI Munro Alternative Global Growth Fund (CMAG.TO) at 9.09%. This indicates that FGLS.NEO's price experiences larger fluctuations and is considered to be riskier than CMAG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGLS.NEOCMAG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.09%

9.09%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

21.09%

18.51%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

27.47%

21.22%

+6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

17.32%

+6.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

17.26%

+6.74%

Dividends

FGLS.NEO vs. CMAG.TO - Dividend Comparison

Neither FGLS.NEO nor CMAG.TO has paid dividends to shareholders.


Frequently Asked Questions


FGLS.NEO and CMAG.TO have a correlation of -0.48, 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.

Portfolio Optimizer

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