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FIG.TO vs. CINF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIG.TO vs. CINF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Investment Grade Bond ETF (FIG.TO) and CI Global Infrastructure Private Pool (CINF.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, FIG.TO achieves a 1.62% return, which is significantly lower than CINF.TO's 17.22% return.


FIG.TO

1D
0.21%
1M
0.13%
6M
1.19%
YTD
1.62%
1Y
4.34%
3Y*
5.55%
5Y*
0.78%
10Y*
2.27%

CINF.TO

1D
0.15%
1M
0.58%
6M
13.06%
YTD
17.22%
1Y
21.00%
3Y*
16.67%
5Y*
12.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIG.TO vs. CINF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FIG.TO
CI Investment Grade Bond ETF
1.62%5.12%5.10%6.23%-12.53%-1.69%4.15%
CINF.TO
CI Global Infrastructure Private Pool
17.22%12.54%16.53%5.27%5.03%13.56%7.55%

Correlation

The correlation between FIG.TO and CINF.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since May 27, 2020

0.15

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Return for Risk

FIG.TO vs. CINF.TO — Risk / Return Rank

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

FIG.TO
FIG.TO Risk / Return Rank: 3838
Overall Rank
FIG.TO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FIG.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
FIG.TO Omega Ratio Rank: 3232
Omega Ratio Rank
FIG.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
FIG.TO Martin Ratio Rank: 4040
Martin Ratio Rank

CINF.TO
CINF.TO Risk / Return Rank: 8686
Overall Rank
CINF.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CINF.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
CINF.TO Omega Ratio Rank: 8787
Omega Ratio Rank
CINF.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
CINF.TO Martin Ratio Rank: 8282
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.

FIG.TO vs. CINF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Investment Grade Bond ETF (FIG.TO) and CI Global Infrastructure Private Pool (CINF.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.


FIG.TOCINF.TODifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.66

Omega ratioGain probability vs. loss probability

1.17

1.40

-0.23

Calmar ratioReturn relative to maximum drawdown

1.92

3.97

-2.05

Martin ratioReturn relative to average drawdown

4.65

11.74

-7.09

FIG.TO vs. CINF.TO - Sharpe Ratio Comparison

The current FIG.TO Sharpe Ratio is 0.97, which is lower than the CINF.TO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FIG.TO and CINF.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

FIG.TO vs. CINF.TO - Drawdown Comparison

The maximum FIG.TO drawdown since its inception was -16.80%, which is greater than CINF.TO's maximum drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for FIG.TO and CINF.TO.


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Drawdown Indicators


FIG.TOCINF.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.80%

-12.27%

-4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.27%

-5.31%

+3.04%

Max Drawdown (3Y)

Largest decline over 3 years

-3.24%

-9.62%

+6.38%

Max Drawdown (5Y)

Largest decline over 5 years

-15.97%

-12.27%

-3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-16.80%

Current Drawdown

Current decline from peak

-0.53%

-0.93%

+0.40%

Average Drawdown

Average peak-to-trough decline

-3.43%

-2.05%

-1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.79%

-0.85%

Volatility

FIG.TO vs. CINF.TO - Volatility Comparison

The current volatility for CI Investment Grade Bond ETF (FIG.TO) is 1.64%, while CI Global Infrastructure Private Pool (CINF.TO) has a volatility of 1.85%. This indicates that FIG.TO experiences smaller price fluctuations and is considered to be less risky than CINF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIG.TOCINF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.85%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

7.73%

-4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

4.50%

9.56%

-5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.45%

11.96%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.16%

12.07%

-5.91%

Dividends

FIG.TO vs. CINF.TO - Dividend Comparison

FIG.TO's dividend yield for the trailing twelve months is around 4.06%, more than CINF.TO's 2.42% yield.


PositionTTM20252024202320222021202020192018201720162015
CINF.TO
CI Global Infrastructure Private Pool
2.42%2.80%3.06%3.45%3.51%3.56%2.27%0.00%0.00%0.00%0.00%0.00%
FIG.TO
CI Investment Grade Bond ETF
4.06%4.04%4.08%4.12%4.19%3.52%3.34%3.41%3.60%4.34%4.69%5.05%

Frequently Asked Questions


FIG.TO and CINF.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIG.TO is categorized as Corporate Bonds, while CINF.TO is Utilities Equities.

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