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TXF.TO vs. VALT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TXF.TO vs. VALT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Tech Giants Covered Call Common (TXF.TO) and CI Gold Bullion ETF (VALT.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, TXF.TO achieves a 14.26% return, which is significantly higher than VALT.TO's -7.03% return.


TXF.TO

1D
0.61%
1M
-7.56%
6M
11.76%
YTD
14.26%
1Y
36.48%
3Y*
23.28%
5Y*
13.49%
10Y*
17.47%
ALL TIME*
15.65%

VALT.TO

1D
-1.49%
1M
-3.12%
6M
-13.72%
YTD
-7.03%
1Y
18.13%
3Y*
25.59%
5Y*
15.89%
10Y*
ALL TIME*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$1.03MCA$1.20MCA$865.03K
CA$249.71KCA$225.55KCA$326.67K

TXF.TO vs. VALT.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TXF.TO
CI Tech Giants Covered Call Common
14.26%24.80%18.69%60.80%-35.54%25.67%
VALT.TO
CI Gold Bullion ETF
-7.03%60.46%25.58%12.35%0.92%-3.19%

Correlation

The correlation between TXF.TO and VALT.TO is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2021

0.09

The correlation between TXF.TO and VALT.TO shifts across timeframes, from 0.08 (5 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TXF.TO vs. VALT.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TXF.TO
TXF.TO Risk / Return Rank: 5050
Overall Rank
TXF.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TXF.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
TXF.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TXF.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
TXF.TO Martin Ratio Rank: 5252
Martin Ratio Rank

VALT.TO
VALT.TO Risk / Return Rank: 2727
Overall Rank
VALT.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VALT.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
VALT.TO Omega Ratio Rank: 3232
Omega Ratio Rank
VALT.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
VALT.TO Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TXF.TO vs. VALT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Tech Giants Covered Call Common (TXF.TO) and CI Gold Bullion ETF (VALT.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.


TXF.TOVALT.TODifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratioReturn relative to maximum drawdown

1.87

0.77

+1.10

Martin ratioReturn relative to average drawdown

6.35

1.65

+4.71

TXF.TO vs. VALT.TO - Sharpe Ratio Comparison

The current TXF.TO Sharpe Ratio is 1.31, which is higher than the VALT.TO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of TXF.TO and VALT.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

TXF.TO vs. VALT.TO - Drawdown Comparison

The maximum TXF.TO drawdown since its inception was -41.23%, which is greater than VALT.TO's maximum drawdown of -27.07%. Use the drawdown chart below to compare losses from any high point for TXF.TO and VALT.TO.


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Drawdown Indicators


TXF.TOVALT.TODifference

Max Drawdown

Largest peak-to-trough decline

-41.23%

-27.07%

-14.16%

Max Drawdown (1Y)

Largest decline over 1 year

-18.27%

-27.07%

+8.80%

Max Drawdown (3Y)

Largest decline over 3 years

-27.38%

-27.07%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-41.23%

-27.07%

-14.16%

Max Drawdown (10Y)

Largest decline over 10 years

-41.23%

Current Drawdown

Current decline from peak

-13.27%

-25.83%

+12.56%

Average Drawdown

Average peak-to-trough decline

-6.19%

-6.32%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

12.55%

-7.19%

Volatility

TXF.TO vs. VALT.TO - Volatility Comparison

CI Tech Giants Covered Call Common (TXF.TO) has a higher volatility of 10.43% compared to CI Gold Bullion ETF (VALT.TO) at 6.01%. This indicates that TXF.TO's price experiences larger fluctuations and is considered to be riskier than VALT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TXF.TOVALT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.43%

6.01%

+4.42%

Volatility (6M)

Calculated over the trailing 6-month period

22.79%

21.25%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

25.98%

28.27%

-2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.68%

18.65%

+7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.05%

18.21%

+5.84%

TXF.TO vs. VALT.TO - Expense Ratio Comparison

TXF.TO has a 0.71% expense ratio, which is higher than VALT.TO's 0.17% expense ratio.


Dividends

TXF.TO vs. VALT.TO - Dividend Comparison

TXF.TO's dividend yield for the trailing twelve months is around 11.84%, while VALT.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TXF.TO
CI Tech Giants Covered Call Common
11.84%10.59%9.75%7.48%14.13%7.77%11.01%7.29%9.29%4.89%6.16%6.15%
VALT.TO
CI Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TXF.TO and VALT.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VALT.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VALT.TO is cheaper with a 0.17% expense ratio, compared with 0.71% for TXF.TO.

TXF.TO is categorized as Technology Equities, while VALT.TO is Gold. Their fees differ too: 0.71% for TXF.TO and 0.17% for VALT.TO.

Portfolio Optimizer

Find the right allocation for TXF.TO and VALT.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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