LONG.TO vs. HIG.TO
LONG.TO (CI Global Longevity Economy Fund) and HIG.TO (Brompton Global Healthcare Income & Growth ETF) are both Health & Biotech Equities funds. Both are actively managed. Over the past 5 years, LONG.TO returned 10.47%/yr vs 0.89%/yr for HIG.TO. At a 0.18 correlation, their price movements are largely independent.
Performance
LONG.TO vs. HIG.TO - Performance Comparison
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Returns By Period
In the year-to-date period, LONG.TO achieves a 7.98% return, which is significantly higher than HIG.TO's -2.36% return.
LONG.TO
- 1D
- 0.02%
- 1M
- -0.54%
- 6M
- 7.22%
- YTD
- 7.98%
- 1Y
- 21.23%
- 3Y*
- 16.52%
- 5Y*
- 10.47%
- 10Y*
- —
HIG.TO
- 1D
- 1.09%
- 1M
- 3.25%
- 6M
- -3.82%
- YTD
- -2.36%
- 1Y
- 8.50%
- 3Y*
- 4.12%
- 5Y*
- 0.89%
- 10Y*
- 5.34%
LONG.TO vs. HIG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LONG.TO CI Global Longevity Economy Fund | 7.98% | 6.19% | 25.86% | 19.50% | -9.01% | 11.77% | 22.32% |
HIG.TO Brompton Global Healthcare Income & Growth ETF | -2.36% | 13.94% | -0.33% | -1.53% | -14.75% | 24.68% | 11.74% |
Correlation
The correlation between LONG.TO and HIG.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 | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2020 | 0.18 |
The correlation between LONG.TO and HIG.TO shifts across timeframes, from 0.00 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LONG.TO vs. HIG.TO — Risk / Return Rank
LONG.TO
HIG.TO
LONG.TO vs. HIG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Global Longevity Economy Fund (LONG.TO) and Brompton Global Healthcare Income & Growth ETF (HIG.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 | HIG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.11 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.60 | +0.68 |
| Martin ratioReturn relative to average drawdown | 4.55 | 1.41 | +3.14 |
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Drawdowns
LONG.TO vs. HIG.TO - Drawdown Comparison
The maximum LONG.TO drawdown since its inception was -23.65%, smaller than the maximum HIG.TO drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for LONG.TO and HIG.TO.
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Drawdown Indicators
| LONG.TO | HIG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.65% | -31.83% | +8.18% |
Max Drawdown (1Y)Largest decline over 1 year | -16.39% | -14.18% | -2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -22.45% | -14.18% | -8.27% |
Max Drawdown (5Y)Largest decline over 5 years | -23.65% | -24.58% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.83% | — |
Current DrawdownCurrent decline from peak | -2.87% | -6.98% | +4.11% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -8.17% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 6.03% | -1.42% |
Volatility
LONG.TO vs. HIG.TO - Volatility Comparison
CI Global Longevity Economy Fund (LONG.TO) has a higher volatility of 7.03% compared to Brompton Global Healthcare Income & Growth ETF (HIG.TO) at 6.38%. This indicates that LONG.TO's price experiences larger fluctuations and is considered to be riskier than HIG.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 | HIG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 6.38% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 11.19% | +3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.62% | 14.80% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 15.17% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.80% | 17.37% | +0.43% |
Dividends
LONG.TO vs. HIG.TO - Dividend Comparison
LONG.TO has not paid dividends to shareholders, while HIG.TO's dividend yield for the trailing twelve months is around 8.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIG.TO Brompton Global Healthcare Income & Growth ETF | 8.91% | 8.32% | 8.71% | 8.03% | 6.97% | 5.29% | 6.22% | 6.12% | 7.11% | 6.43% | 6.47% | 1.80% |
LONG.TO CI Global Longevity Economy Fund | 0.00% | 0.00% | 0.00% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LONG.TO and HIG.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.
They also come from different issuers: CI and Brompton.
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