FGO.TO vs. HTB.TO
FGO.TO (CI Enhanced Government Bond ETF) and HTB.TO (Global X US 7-10 Year Treasury Bond Index Corporate Class ETF) are both Government Bonds funds. Both are actively managed. Over the past 5 years, FGO.TO returned -0.04%/yr vs 0.56%/yr for HTB.TO. At a 0.48 correlation, their price movements are largely independent.
Performance
FGO.TO vs. HTB.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FGO.TO achieves a 0.61% return, which is significantly lower than HTB.TO's 1.75% return.
FGO.TO
- 1D
- -0.10%
- 1M
- -0.92%
- 6M
- 0.21%
- YTD
- 0.61%
- 1Y
- 2.97%
- 3Y*
- 2.59%
- 5Y*
- -0.04%
- 10Y*
- —
HTB.TO
- 1D
- 0.06%
- 1M
- -0.55%
- 6M
- 0.33%
- YTD
- 1.75%
- 1Y
- 5.67%
- 3Y*
- 4.70%
- 5Y*
- 0.56%
- 10Y*
- 1.14%
FGO.TO vs. HTB.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FGO.TO CI Enhanced Government Bond ETF | 0.61% | 3.02% | 1.37% | 4.36% | -8.78% | -1.53% | 6.75% | 6.35% | 0.75% |
HTB.TO Global X US 7-10 Year Treasury Bond Index Corporate Class ETF | 1.75% | 2.71% | 8.07% | 0.76% | -9.56% | -3.43% | 7.87% | 2.75% | 8.67% |
Correlation
The correlation between FGO.TO and HTB.TO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.48 |
The correlation between FGO.TO and HTB.TO shifts across timeframes, from 0.47 (1 year) to 0.60 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FGO.TO vs. HTB.TO — Risk / Return Rank
FGO.TO
HTB.TO
FGO.TO vs. HTB.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Enhanced Government Bond ETF (FGO.TO) and Global X US 7-10 Year Treasury Bond Index Corporate Class ETF (HTB.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.
| FGO.TO | HTB.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.12 | -0.06 |
| Martin ratioReturn relative to average drawdown | 2.36 | 2.31 | +0.05 |
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Drawdowns
FGO.TO vs. HTB.TO - Drawdown Comparison
The maximum FGO.TO drawdown since its inception was -14.83%, smaller than the maximum HTB.TO drawdown of -26.11%. Use the drawdown chart below to compare losses from any high point for FGO.TO and HTB.TO.
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Drawdown Indicators
| FGO.TO | HTB.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.83% | -26.11% | +11.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.82% | -5.39% | +2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -6.12% | -7.11% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -13.26% | -15.89% | +2.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.11% | — |
Current DrawdownCurrent decline from peak | -2.52% | -11.86% | +9.34% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -12.51% | +7.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 2.60% | -1.34% |
Volatility
FGO.TO vs. HTB.TO - Volatility Comparison
The current volatility for CI Enhanced Government Bond ETF (FGO.TO) is 1.18%, while Global X US 7-10 Year Treasury Bond Index Corporate Class ETF (HTB.TO) has a volatility of 1.99%. This indicates that FGO.TO experiences smaller price fluctuations and is considered to be less risky than HTB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGO.TO | HTB.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 1.99% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 3.16% | 4.50% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.35% | 6.08% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 9.35% | -3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.80% | 9.38% | -3.58% |
Dividends
FGO.TO vs. HTB.TO - Dividend Comparison
FGO.TO's dividend yield for the trailing twelve months is around 2.45%, while HTB.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FGO.TO CI Enhanced Government Bond ETF | 2.45% | 2.80% | 3.10% | 2.33% | 1.46% | 0.62% | 0.68% | 0.92% | 0.15% |
HTB.TO Global X US 7-10 Year Treasury Bond Index Corporate Class ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FGO.TO and HTB.TO have a correlation of 0.47, 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: CI and Global X.
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