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LONG.TO vs. CMNY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LONG.TO vs. CMNY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Longevity Economy Fund (LONG.TO) and CI Money Market ETF CAD Series (CMNY.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, LONG.TO achieves a 7.64% return, which is significantly higher than CMNY.TO's 1.17% 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*

CMNY.TO

1D
0.00%
1M
0.20%
YTD
1.17%
6M
1.17%
1Y
2.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LONG.TO vs. CMNY.TO - Yearly Performance Comparison


2026 (YTD)202520242023
LONG.TO
CI Global Longevity Economy Fund
7.64%6.19%25.86%8.77%
CMNY.TO
CI Money Market ETF CAD Series
1.17%2.83%4.77%2.00%

Correlation

The correlation between LONG.TO and CMNY.TO is -0.03, 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

-0.03

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2023

-0.02

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Return for Risk

LONG.TO vs. CMNY.TO — Risk / Return Rank

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

LONG.TO
LONG.TO Risk / Return Rank: 4242
Overall Rank
LONG.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LONG.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
LONG.TO Omega Ratio Rank: 4747
Omega Ratio Rank
LONG.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
LONG.TO Martin Ratio Rank: 3838
Martin Ratio Rank

CMNY.TO
CMNY.TO Risk / Return Rank: 9999
Overall Rank
CMNY.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CMNY.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CMNY.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CMNY.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CMNY.TO Martin Ratio Rank: 9999
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.

LONG.TO vs. CMNY.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 Money Market ETF CAD Series (CMNY.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.TOCMNY.TODifference
Sharpe ratioReturn per unit of total volatility

-5.88

Sortino ratioReturn per unit of downside risk

-14.82

Omega ratioGain probability vs. loss probability

1.26

3.60

-2.33

Calmar ratioReturn relative to maximum drawdown

1.46

49.15

-47.69

Martin ratioReturn relative to average drawdown

5.21

197.17

-191.96

LONG.TO vs. CMNY.TO - Sharpe Ratio Comparison

The current LONG.TO Sharpe Ratio is 1.42, which is lower than the CMNY.TO Sharpe Ratio of 7.30. The chart below compares the historical Sharpe Ratios of LONG.TO and CMNY.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

LONG.TO vs. CMNY.TO - Drawdown Comparison

The maximum LONG.TO drawdown since its inception was -23.65%, which is greater than CMNY.TO's maximum drawdown of -0.83%. Use the drawdown chart below to compare losses from any high point for LONG.TO and CMNY.TO.


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Drawdown Indicators


LONG.TOCMNY.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.65%

-0.83%

-22.82%

Max Drawdown (1Y)

Largest decline over 1 year

-16.39%

-0.05%

-16.34%

Max Drawdown (3Y)

Largest decline over 3 years

-22.45%

Max Drawdown (5Y)

Largest decline over 5 years

-23.65%

Current Drawdown

Current decline from peak

-1.91%

0.00%

-1.91%

Average Drawdown

Average peak-to-trough decline

-5.66%

-0.05%

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

0.01%

+4.57%

Volatility

LONG.TO vs. CMNY.TO - Volatility Comparison

CI Global Longevity Economy Fund (LONG.TO) has a higher volatility of 6.73% compared to CI Money Market ETF CAD Series (CMNY.TO) at 0.08%. This indicates that LONG.TO's price experiences larger fluctuations and is considered to be riskier than CMNY.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.TOCMNY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

0.08%

+6.65%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

0.22%

+13.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

0.34%

+16.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

1.01%

+16.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

1.01%

+16.71%

Dividends

LONG.TO vs. CMNY.TO - Dividend Comparison

LONG.TO has not paid dividends to shareholders, while CMNY.TO's dividend yield for the trailing twelve months is around 2.49%.


PositionTTM202520242023
CMNY.TO
CI Money Market ETF CAD Series
2.49%2.89%4.64%2.02%
LONG.TO
CI Global Longevity Economy Fund
0.00%0.00%0.00%0.33%

Frequently Asked Questions


LONG.TO and CMNY.TO have a correlation of -0.03, 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 CMNY.TO is Money Market.

Portfolio Optimizer

Find the right allocation for LONG.TO and CMNY.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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