LONG.TO vs. CCOM.TO
LONG.TO (CI Global Longevity Economy Fund) and CCOM.TO (CI Auspice Broad Commodity Fund ETF Hedged Units) are both exchange-traded funds - LONG.TO is a Health & Biotech Equities fund actively managed by CI, while CCOM.TO is a Commodities fund tracking the Auspice Broad Commodity Excess Return Index. LONG.TO is actively managed, while CCOM.TO is passively managed. Over the past 3 years, LONG.TO returned 17.35%/yr vs 6.26%/yr for CCOM.TO. At a 0.03 correlation, their price movements are largely independent.
Performance
LONG.TO vs. CCOM.TO - Performance Comparison
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Returns By Period
In the year-to-date period, LONG.TO achieves a 7.64% return, which is significantly lower than CCOM.TO's 10.49% return.
LONG.TO
- 1D
- 0.82%
- 1M
- 0.20%
- YTD
- 7.64%
- 6M
- 7.66%
- 1Y
- 21.51%
- 3Y*
- 17.35%
- 5Y*
- 10.40%
- 10Y*
- —
CCOM.TO
- 1D
- 0.26%
- 1M
- -3.91%
- YTD
- 10.49%
- 6M
- 9.70%
- 1Y
- 19.51%
- 3Y*
- 6.26%
- 5Y*
- —
- 10Y*
- —
LONG.TO vs. CCOM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LONG.TO CI Global Longevity Economy Fund | 7.64% | 6.19% | 25.86% | 19.50% | 8.70% |
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 10.49% | 6.96% | 5.90% | -2.46% | 1.40% |
Correlation
The correlation between LONG.TO and CCOM.TO is 0.00, 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 | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2022 | 0.03 |
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Return for Risk
LONG.TO vs. CCOM.TO — Risk / Return Rank
LONG.TO
CCOM.TO
LONG.TO vs. CCOM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Global Longevity Economy Fund (LONG.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.
| LONG.TO | CCOM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.54 | -1.08 |
| Martin ratioReturn relative to average drawdown | 5.21 | 8.33 | -3.12 |
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Drawdowns
LONG.TO vs. CCOM.TO - Drawdown Comparison
The maximum LONG.TO drawdown since its inception was -23.65%, 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 LONG.TO and CCOM.TO.
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Drawdown Indicators
| LONG.TO | CCOM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.65% | -9.79% | -13.86% |
Max Drawdown (1Y)Largest decline over 1 year | -16.39% | -7.73% | -8.66% |
Max Drawdown (3Y)Largest decline over 3 years | -22.45% | -8.18% | -14.27% |
Max Drawdown (5Y)Largest decline over 5 years | -23.65% | — | — |
Current DrawdownCurrent decline from peak | -1.91% | -7.49% | +5.58% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -3.04% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 2.35% | +2.23% |
Volatility
LONG.TO vs. CCOM.TO - Volatility Comparison
CI Global Longevity Economy Fund (LONG.TO) has a higher volatility of 6.73% compared to CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) at 2.45%. This indicates that LONG.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
| LONG.TO | CCOM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 2.45% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.94% | 8.46% | +5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 10.04% | +6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 8.43% | +8.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 8.43% | +9.29% |
Dividends
LONG.TO vs. CCOM.TO - Dividend Comparison
LONG.TO has not paid dividends to shareholders, while CCOM.TO's dividend yield for the trailing twelve months is around 13.61%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 13.61% | 3.48% | 6.99% | 4.21% |
LONG.TO CI Global Longevity Economy Fund | 0.00% | 0.00% | 0.00% | 0.33% |
Frequently Asked Questions
LONG.TO and CCOM.TO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LONG.TO is categorized as Health & Biotech Equities, while CCOM.TO is Commodities.
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