VALT.TO vs. VEQT.TO
VALT.TO (CI Gold Bullion Fund) and VEQT.TO (Vanguard All-Equity ETF Portfolio) are both exchange-traded funds - VALT.TO is a fund fund, while VEQT.TO is a Global Equities fund actively managed by Vanguard. Over the past 5 years, VALT.TO returned 17.30%/yr vs 14.01%/yr for VEQT.TO. At a 0.13 correlation, their price movements are largely independent.
Performance
VALT.TO vs. VEQT.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VALT.TO achieves a 2.61% return, which is significantly lower than VEQT.TO's 12.75% 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*
- —
VEQT.TO
- 1D
- -0.54%
- 1M
- 6.10%
- YTD
- 12.75%
- 6M
- 12.66%
- 1Y
- 31.65%
- 3Y*
- 22.37%
- 5Y*
- 14.01%
- 10Y*
- —
VALT.TO vs. VEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VALT.TO CI Gold Bullion Fund | 2.61% | 60.46% | 25.58% | 12.35% | 0.92% | -3.19% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 12.75% | 20.37% | 24.73% | 16.70% | -10.76% | 16.29% |
Correlation
The correlation between VALT.TO and VEQT.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2021 | 0.13 |
The correlation between VALT.TO and VEQT.TO shifts across timeframes, from 0.12 (5 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VALT.TO vs. VEQT.TO — Risk / Return Rank
VALT.TO
VEQT.TO
VALT.TO vs. VEQT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Gold Bullion Fund (VALT.TO) and Vanguard All-Equity ETF Portfolio (VEQT.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.TO | VEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.51 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 3.95 | -2.39 |
| Martin ratioReturn relative to average drawdown | 3.82 | 17.38 | -13.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VALT.TO | VEQT.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.74 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 1.09 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.91 | +0.01 |
Drawdowns
VALT.TO vs. VEQT.TO - Drawdown Comparison
The maximum VALT.TO drawdown since its inception was -20.96%, smaller than the maximum VEQT.TO drawdown of -30.45%. Use the drawdown chart below to compare losses from any high point for VALT.TO and VEQT.TO.
Loading charts...
Drawdown Indicators
| VALT.TO | VEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.96% | -30.45% | +9.49% |
Max Drawdown (1Y)Largest decline over 1 year | -19.47% | -8.05% | -11.42% |
Max Drawdown (3Y)Largest decline over 3 years | -19.47% | -15.46% | -4.01% |
Max Drawdown (5Y)Largest decline over 5 years | -20.96% | -18.32% | -2.64% |
Current DrawdownCurrent decline from peak | -18.14% | -0.54% | -17.60% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -3.71% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.91% | 1.83% | +6.08% |
Volatility
VALT.TO vs. VEQT.TO - Volatility Comparison
CI Gold Bullion Fund (VALT.TO) has a higher volatility of 5.90% compared to Vanguard All-Equity ETF Portfolio (VEQT.TO) at 3.68%. This indicates that VALT.TO's price experiences larger fluctuations and is considered to be riskier than VEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VALT.TO | VEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 3.68% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 23.20% | 9.37% | +13.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.84% | 11.61% | +15.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.17% | 12.90% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 15.77% | +2.14% |
Dividends
VALT.TO vs. VEQT.TO - Dividend Comparison
VALT.TO has not paid dividends to shareholders, while VEQT.TO's dividend yield for the trailing twelve months is around 1.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
VALT.TO CI Gold Bullion Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 1.26% | 1.42% | 1.58% | 1.88% | 2.09% | 1.40% | 1.48% | 1.42% |
Frequently Asked Questions
VALT.TO and VEQT.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for VALT.TO and VEQT.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer