FIG.TO vs. DXO.TO
FIG.TO (CI Investment Grade Bond ETF) and DXO.TO (Dynamic Active Crossover Bond ETF) are both Corporate Bonds funds. Both are actively managed. Over the past 5 years, FIG.TO returned 0.78%/yr vs 2.77%/yr for DXO.TO. At a 0.19 correlation, their price movements are largely independent.
Performance
FIG.TO vs. DXO.TO - Performance Comparison
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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 DXO.TO's 1.81% 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%
DXO.TO
- 1D
- 0.05%
- 1M
- -0.14%
- 6M
- 1.45%
- YTD
- 1.81%
- 1Y
- 5.53%
- 3Y*
- 7.25%
- 5Y*
- 2.77%
- 10Y*
- —
FIG.TO vs. DXO.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIG.TO CI Investment Grade Bond ETF | 1.62% | 5.12% | 5.10% | 6.23% | -12.53% | -1.69% | 7.78% | 6.98% | -0.12% | 2.54% |
DXO.TO Dynamic Active Crossover Bond ETF | 1.81% | 6.82% | 6.51% | 11.28% | -12.16% | 5.03% | 10.15% | 12.26% | -1.94% | 4.52% |
Correlation
The correlation between FIG.TO and DXO.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2017 | 0.19 |
The correlation between FIG.TO and DXO.TO shifts across timeframes, from 0.19 (all time) to 0.31 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FIG.TO vs. DXO.TO — Risk / Return Rank
FIG.TO
DXO.TO
FIG.TO vs. DXO.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Investment Grade Bond ETF (FIG.TO) and Dynamic Active Crossover Bond ETF (DXO.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.TO | DXO.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.36 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.30 | -0.38 |
| Martin ratioReturn relative to average drawdown | 4.65 | 9.91 | -5.26 |
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Drawdowns
FIG.TO vs. DXO.TO - Drawdown Comparison
The maximum FIG.TO drawdown since its inception was -16.80%, roughly equal to the maximum DXO.TO drawdown of -17.61%. Use the drawdown chart below to compare losses from any high point for FIG.TO and DXO.TO.
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Drawdown Indicators
| FIG.TO | DXO.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.80% | -17.61% | +0.81% |
Max Drawdown (1Y)Largest decline over 1 year | -2.27% | -2.41% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -3.24% | -3.78% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -15.97% | -15.91% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -16.80% | — | — |
Current DrawdownCurrent decline from peak | -0.53% | -0.56% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -2.94% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.56% | +0.38% |
Volatility
FIG.TO vs. DXO.TO - Volatility Comparison
CI Investment Grade Bond ETF (FIG.TO) has a higher volatility of 1.64% compared to Dynamic Active Crossover Bond ETF (DXO.TO) at 0.92%. This indicates that FIG.TO's price experiences larger fluctuations and is considered to be riskier than DXO.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.TO | DXO.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | 0.92% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 3.20% | 2.65% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.50% | 3.34% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.45% | 5.63% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.16% | 7.73% | -1.57% |
Dividends
FIG.TO vs. DXO.TO - Dividend Comparison
FIG.TO's dividend yield for the trailing twelve months is around 4.06%, less than DXO.TO's 5.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXO.TO Dynamic Active Crossover Bond ETF | 5.32% | 5.55% | 5.61% | 5.65% | 5.29% | 4.15% | 4.20% | 3.96% | 4.31% | 2.15% | 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 DXO.TO have a correlation of 0.28, 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 Dynamic.
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