FHI.TO vs. CCOM.TO
FHI.TO (CI Health Care Giants Covered Call ETF) and CCOM.TO (CI Auspice Broad Commodity Fund ETF Hedged Units) are both exchange-traded funds - FHI.TO is a Derivative Income fund actively managed by CI, while CCOM.TO is a Commodities fund tracking the Auspice Broad Commodity Excess Return Index. FHI.TO is actively managed, while CCOM.TO is passively managed. Over the past 3 years, FHI.TO returned 5.07%/yr vs 6.26%/yr for CCOM.TO. At a correlation of -0.01, they often move in opposite directions.
Performance
FHI.TO vs. CCOM.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FHI.TO achieves a 1.35% return, which is significantly lower than CCOM.TO's 10.49% return.
FHI.TO
- 1D
- -0.93%
- 1M
- 4.19%
- YTD
- 1.35%
- 6M
- 1.26%
- 1Y
- 11.83%
- 3Y*
- 5.07%
- 5Y*
- 5.58%
- 10Y*
- —
CCOM.TO
- 1D
- 0.26%
- 1M
- -3.91%
- YTD
- 10.49%
- 6M
- 9.70%
- 1Y
- 19.51%
- 3Y*
- 6.26%
- 5Y*
- —
- 10Y*
- —
FHI.TO vs. CCOM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FHI.TO CI Health Care Giants Covered Call ETF | 1.35% | 11.94% | -0.77% | 0.77% | 11.27% |
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 10.49% | 6.96% | 5.90% | -2.46% | 1.40% |
Correlation
The correlation between FHI.TO and CCOM.TO is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2022 | -0.01 |
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Return for Risk
FHI.TO vs. CCOM.TO — Risk / Return Rank
FHI.TO
CCOM.TO
FHI.TO vs. CCOM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Health Care Giants Covered Call ETF (FHI.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.
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.
| FHI.TO | CCOM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.36 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.54 | -1.20 |
| Martin ratioReturn relative to average drawdown | 3.06 | 8.33 | -5.27 |
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Drawdowns
FHI.TO vs. CCOM.TO - Drawdown Comparison
The maximum FHI.TO drawdown since its inception was -29.85%, 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 FHI.TO and CCOM.TO.
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Drawdown Indicators
| FHI.TO | CCOM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.85% | -9.79% | -20.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -7.73% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | -8.18% | -6.25% |
Max Drawdown (5Y)Largest decline over 5 years | -14.43% | — | — |
Current DrawdownCurrent decline from peak | -2.98% | -7.49% | +4.51% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -3.04% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.35% | +1.52% |
Volatility
FHI.TO vs. CCOM.TO - Volatility Comparison
CI Health Care Giants Covered Call ETF (FHI.TO) has a higher volatility of 4.59% compared to CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) at 2.45%. This indicates that FHI.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.
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Volatility by Period
| FHI.TO | CCOM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 2.45% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 8.46% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.41% | 10.04% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 8.43% | +5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 8.43% | +8.09% |
Dividends
FHI.TO vs. CCOM.TO - Dividend Comparison
FHI.TO's dividend yield for the trailing twelve months is around 7.02%, less than CCOM.TO's 13.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 13.61% | 3.48% | 6.99% | 4.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FHI.TO CI Health Care Giants Covered Call ETF | 7.02% | 7.14% | 7.84% | 5.80% | 5.98% | 7.38% | 9.69% | 5.42% | 2.42% |
Frequently Asked Questions
FHI.TO and CCOM.TO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FHI.TO is categorized as Derivative Income, while CCOM.TO is Commodities.
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