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RIT.TO vs. VXM.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

RIT.TO vs. VXM.TO

Last updated Apr 1, 2026

Compare and contrast key facts about CI Canadian REIT ETF (RIT.TO) and CI Morningstar International Value CAD Hedged (VXM.TO).

RIT.TO and VXM.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RIT.TO is an actively managed fund by CI Investments. It was launched on Nov 15, 2004. VXM.TO is a passively managed fund by CI Investments that tracks the performance of the Morningstar® Developed Markets ex-North America Target Value Index. It was launched on Nov 13, 2014.

Performance

RIT.TO vs. VXM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Canadian REIT ETF (RIT.TO) and CI Morningstar International Value CAD Hedged (VXM.TO). The values are adjusted to include any dividend payments, if applicable.

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RIT.TO vs. VXM.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RIT.TO
CI Canadian REIT ETF		0.88%12.19%2.32%5.37%-20.74%34.36%-6.83%22.86%3.92%11.74%
VXM.TO
CI Morningstar International Value CAD Hedged		6.94%44.77%19.29%24.09%3.19%19.09%-13.99%16.55%-15.76%24.08%

Returns By Period

In the year-to-date period, RIT.TO achieves a 0.88% return, which is significantly lower than VXM.TO's 6.94% return. Over the past 10 years, RIT.TO has underperformed VXM.TO with an annualized return of 6.54%, while VXM.TO has yielded a comparatively higher 13.43% annualized return.

RIT.TO

1D
1.34%
1M
-5.54%
YTD
0.88%
6M
-0.92%
1Y
9.83%
3Y*
5.42%
5Y*
3.89%
10Y*
6.54%

VXM.TO

1D
2.30%
1M
-5.49%
YTD
6.94%
6M
16.56%
1Y
42.61%
3Y*
28.58%
5Y*
19.48%
10Y*
13.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

CI Canadian REIT ETF

CI Morningstar International Value CAD Hedged

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RIT.TO vs. VRE.TORIT.TO vs. XRE.TORIT.TO vs. SRVRRIT.TO vs. ZRE.TORIT.TO vs. SCHHRIT.TO vs. RMAX.TORIT.TO vs. RS.TO
Often compared with VXM.TO:
VXM.TO vs. FCIM.NEOVXM.TO vs. VIDY.TOVXM.TO vs. VMO.TOVXM.TO vs. VVL.TOVXM.TO vs. XHC.TOVXM.TO vs. VIU.TOVXM.TO vs. ZSP.TO

RIT.TO vs. VXM.TO - Expense Ratio Comparison

RIT.TO has a 0.87% expense ratio, which is higher than VXM.TO's 0.66% expense ratio.

RIT.TO
CI Canadian REIT ETF
VXM.TO
CI Morningstar International Value CAD Hedged

Return for Risk

RIT.TO vs. VXM.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RIT.TO
RIT.TO Risk / Return Rank: 4141
Overall Rank
RIT.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
RIT.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
RIT.TO Omega Ratio Rank: 3636
Omega Ratio Rank
RIT.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
RIT.TO Martin Ratio Rank: 4040
Martin Ratio Rank
VXM.TO
VXM.TO Risk / Return Rank: 9696
Overall Rank
VXM.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VXM.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
VXM.TO Omega Ratio Rank: 9797
Omega Ratio Rank
VXM.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
VXM.TO Martin Ratio Rank: 9595
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.

RIT.TO vs. VXM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Canadian REIT ETF (RIT.TO) and CI Morningstar International Value CAD Hedged (VXM.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.

RIT.TOVXM.TODifference

Sharpe ratio

Return per unit of total volatility

0.76

2.69

-1.93

Sortino ratio

Return per unit of downside risk

1.15

3.48

-2.33

Omega ratio

Gain probability vs. loss probability

1.15

1.57

-0.43

Calmar ratio

Return relative to maximum drawdown

1.23

3.61

-2.38

Martin ratio

Return relative to average drawdown

3.80

15.88

-12.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RIT.TO vs. VXM.TO - Sharpe Ratio Comparison

The current RIT.TO Sharpe Ratio is 0.76, which is lower than the VXM.TO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of RIT.TO and VXM.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

RIT.TOVXM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

2.69

-1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

1.35

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.80

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.63

-0.13

Correlation

The correlation between RIT.TO and VXM.TO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

RIT.TO vs. VXM.TO - Dividend Comparison

RIT.TO's dividend yield for the trailing twelve months is around 4.86%, more than VXM.TO's 2.20% yield.

TTM20252024202320222021202020192018201720162015
RIT.TO
CI Canadian REIT ETF		4.86%4.85%5.18%5.04%5.04%3.82%4.92%4.35%5.11%5.05%5.28%4.79%
VXM.TO
CI Morningstar International Value CAD Hedged		2.20%2.03%3.60%3.37%3.54%2.08%2.27%1.56%2.07%1.51%1.85%2.14%

Drawdowns

RIT.TO vs. VXM.TO - Drawdown Comparison

The maximum RIT.TO drawdown since its inception was -56.72%, which is greater than VXM.TO's maximum drawdown of -42.73%. Use the drawdown chart below to compare losses from any high point for RIT.TO and VXM.TO.

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Drawdown Indicators

RIT.TOVXM.TODifference

Max Drawdown

Largest peak-to-trough decline

-56.72%

-42.73%

-13.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-11.23%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-30.75%

-14.47%

-16.28%

Max Drawdown (10Y)

Largest decline over 10 years

-40.90%

-42.73%

+1.83%

Current Drawdown

Current decline from peak

-5.54%

-5.87%

+0.33%

Average Drawdown

Average peak-to-trough decline

-8.86%

-7.57%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.55%

+0.18%

Volatility

RIT.TO vs. VXM.TO - Volatility Comparison

The current volatility for CI Canadian REIT ETF (RIT.TO) is 4.09%, while CI Morningstar International Value CAD Hedged (VXM.TO) has a volatility of 6.23%. This indicates that RIT.TO experiences smaller price fluctuations and is considered to be less risky than VXM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RIT.TOVXM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

6.23%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

9.51%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.94%

16.00%

-3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

14.55%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

16.97%

-1.54%