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

Performance

VALT.TO vs. RATE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Gold Bullion Fund (VALT.TO) and Arrow EC Income Advantage Alternative Fund (RATE.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, VALT.TO achieves a 2.61% return, which is significantly higher than RATE.TO's 1.10% return.


VALT.TO

1D
-0.91%
1M
-1.77%
YTD
2.61%
6M
4.70%
1Y
30.16%
3Y*
28.96%
5Y*
17.30%
10Y*

RATE.TO

1D
-0.07%
1M
0.51%
YTD
1.10%
6M
1.49%
1Y
3.64%
3Y*
7.32%
5Y*
6.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
VALT.TO
CI Gold Bullion Fund
2.61%60.46%25.58%12.35%0.92%-3.19%
RATE.TO
Arrow EC Income Advantage Alternative Fund
1.10%4.60%7.87%13.19%3.24%2.05%

Correlation

The correlation between VALT.TO and RATE.TO is -0.01, 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

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2021

-0.00

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Return for Risk

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

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

VALT.TO
VALT.TO Risk / Return Rank: 3030
Overall Rank
VALT.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VALT.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
VALT.TO Omega Ratio Rank: 3232
Omega Ratio Rank
VALT.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
VALT.TO Martin Ratio Rank: 2727
Martin Ratio Rank

RATE.TO
RATE.TO Risk / Return Rank: 6262
Overall Rank
RATE.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
RATE.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
RATE.TO Omega Ratio Rank: 5151
Omega Ratio Rank
RATE.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
RATE.TO Martin Ratio Rank: 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for CI Gold Bullion Fund (VALT.TO) and Arrow EC Income Advantage Alternative Fund (RATE.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.


VALT.TORATE.TODifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratioReturn relative to maximum drawdown

1.56

4.57

-3.01

Martin ratioReturn relative to average drawdown

3.82

15.31

-11.49

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

The current VALT.TO Sharpe Ratio is 1.13, which is lower than the RATE.TO Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of VALT.TO and RATE.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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Sharpe Ratios by Period


VALT.TORATE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.62

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

1.50

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.84

+0.08

Drawdowns

VALT.TO vs. RATE.TO - Drawdown Comparison

The maximum VALT.TO drawdown since its inception was -20.96%, which is greater than RATE.TO's maximum drawdown of -14.01%. Use the drawdown chart below to compare losses from any high point for VALT.TO and RATE.TO.


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Drawdown Indicators


VALT.TORATE.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

-14.01%

-6.95%

Max Drawdown (1Y)

Largest decline over 1 year

-19.47%

-0.80%

-18.67%

Max Drawdown (3Y)

Largest decline over 3 years

-19.47%

-1.70%

-17.77%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

-3.38%

-17.58%

Current Drawdown

Current decline from peak

-18.14%

-0.07%

-18.07%

Average Drawdown

Average peak-to-trough decline

-5.78%

-0.80%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.91%

0.24%

+7.67%

Volatility

VALT.TO vs. RATE.TO - Volatility Comparison

CI Gold Bullion Fund (VALT.TO) has a higher volatility of 5.90% compared to Arrow EC Income Advantage Alternative Fund (RATE.TO) at 0.74%. This indicates that VALT.TO's price experiences larger fluctuations and is considered to be riskier than RATE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VALT.TORATE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

0.74%

+5.16%

Volatility (6M)

Calculated over the trailing 6-month period

23.20%

1.85%

+21.35%

Volatility (1Y)

Calculated over the trailing 1-year period

26.84%

2.26%

+24.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

4.03%

+14.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

5.75%

+12.16%

Dividends

VALT.TO vs. RATE.TO - Dividend Comparison

VALT.TO has not paid dividends to shareholders, while RATE.TO's dividend yield for the trailing twelve months is around 4.64%.


PositionTTM20252024202320222021202020192018
RATE.TO
Arrow EC Income Advantage Alternative Fund
4.64%4.60%5.68%7.43%4.97%3.52%2.98%2.99%2.32%
VALT.TO
CI Gold Bullion Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VALT.TO and RATE.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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