TUHY.TO vs. CGHY.TO
TUHY.TO (TD Active U.S. High Yield Bond ETF) and CGHY.TO (CI High Yield Bond Private Pool ETF C$ Series) are both High Yield Bonds funds. Both are actively managed. Over the past 5 years, TUHY.TO returned 2.44%/yr vs 9.25%/yr for CGHY.TO. At a 0.06 correlation, their price movements are largely independent.
Performance
TUHY.TO vs. CGHY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, TUHY.TO achieves a 0.50% return, which is significantly lower than CGHY.TO's 2.27% return.
TUHY.TO
- 1D
- 0.20%
- 1M
- 0.20%
- 6M
- 0.22%
- YTD
- 0.50%
- 1Y
- 3.69%
- 3Y*
- 5.92%
- 5Y*
- 2.44%
- 10Y*
- —
CGHY.TO
- 1D
- 0.10%
- 1M
- -0.74%
- 6M
- 2.17%
- YTD
- 2.27%
- 1Y
- 5.29%
- 3Y*
- 8.28%
- 5Y*
- 9.25%
- 10Y*
- 6.48%
TUHY.TO vs. CGHY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TUHY.TO TD Active U.S. High Yield Bond ETF | 0.50% | 6.40% | 5.72% | 9.99% | -10.86% | 4.57% | -0.23% | 1.52% |
CGHY.TO CI High Yield Bond Private Pool ETF C$ Series | 2.27% | 6.19% | 9.66% | 13.41% | 13.50% | 2.47% | -1.13% | 1.48% |
Correlation
The correlation between TUHY.TO and CGHY.TO is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2019 | 0.06 |
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Return for Risk
TUHY.TO vs. CGHY.TO — Risk / Return Rank
TUHY.TO
CGHY.TO
TUHY.TO vs. CGHY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TD Active U.S. High Yield Bond ETF (TUHY.TO) and CI High Yield Bond Private Pool ETF C$ Series (CGHY.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.
| TUHY.TO | CGHY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.15 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.44 | -1.24 |
| Martin ratioReturn relative to average drawdown | 4.67 | 7.66 | -2.98 |
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Drawdowns
TUHY.TO vs. CGHY.TO - Drawdown Comparison
The maximum TUHY.TO drawdown since its inception was -19.23%, smaller than the maximum CGHY.TO drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for TUHY.TO and CGHY.TO.
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Drawdown Indicators
| TUHY.TO | CGHY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.23% | -24.44% | +5.21% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -2.18% | -0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -4.87% | -4.92% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -14.79% | -9.81% | -4.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.44% | — |
Current DrawdownCurrent decline from peak | -0.34% | -1.05% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -2.04% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 0.69% | +0.10% |
Volatility
TUHY.TO vs. CGHY.TO - Volatility Comparison
TD Active U.S. High Yield Bond ETF (TUHY.TO) and CI High Yield Bond Private Pool ETF C$ Series (CGHY.TO) have volatilities of 1.45% and 1.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TUHY.TO | CGHY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 1.47% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 4.15% | 5.81% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.08% | 6.76% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.71% | 14.56% | -5.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.70% | 12.96% | -3.26% |
Dividends
TUHY.TO vs. CGHY.TO - Dividend Comparison
TUHY.TO's dividend yield for the trailing twelve months is around 5.74%, more than CGHY.TO's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGHY.TO CI High Yield Bond Private Pool ETF C$ Series | 5.07% | 5.40% | 4.99% | 5.14% | 5.08% | 6.32% | 6.08% | 5.65% | 5.91% | 5.45% | 5.57% | 4.73% |
TUHY.TO TD Active U.S. High Yield Bond ETF | 5.74% | 6.05% | 6.64% | 6.57% | 4.90% | 5.10% | 4.22% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TUHY.TO and CGHY.TO have a correlation of 0.10, 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: TD and CI Global Asset Management.
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