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FHI.TO vs. CCOM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHI.TO vs. CCOM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Health Care Giants Covered Call ETF (FHI.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
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

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

FHI.TO
FHI.TO Risk / Return Rank: 2727
Overall Rank
FHI.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FHI.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
FHI.TO Omega Ratio Rank: 2626
Omega Ratio Rank
FHI.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
FHI.TO Martin Ratio Rank: 2525
Martin Ratio Rank

CCOM.TO
CCOM.TO Risk / Return Rank: 6565
Overall Rank
CCOM.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CCOM.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
CCOM.TO Omega Ratio Rank: 7272
Omega Ratio Rank
CCOM.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
CCOM.TO Martin Ratio Rank: 5656
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.

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.TOCCOM.TODifference
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

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

The current FHI.TO Sharpe Ratio is 0.89, which is lower than the CCOM.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of FHI.TO and CCOM.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

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.TOCCOM.TODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.98%

-7.49%

+4.51%

Average Drawdown

Average peak-to-trough decline

-4.46%

-3.04%

-1.42%

Ulcer Index

Depth 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.TOCCOM.TODifference

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.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

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