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CI Morningstar Canada Value Index ETF - Common Units (FXM : TSX)

Canadian Equity

FundGrade B Click for more information on Fundata’s FundGrade

FundGrade B

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeD Click for more information on Fundata’s ESG Grade

Fundata ESG Grade D

Click for more information on Fundata’s ESG Grade.

Close
(05-19-2025)
$26.87
Change
$0.00 (0.00%)
Open $26.87
Day Range - - -
Volume 0

As at April 30, 2025

As at April 30, 2025

As at April 30, 2025

Period
Created with Highcharts 10.3.3Closing PriceVolumeJan 2016Jan 2017Jan 2018Jan 2019Jan 2020Jan 2021Jan 2022Jan 2023Jan 2024Jan 2025Jun 2024Jul 2024Aug 2024Sep 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 20252016-01-012018-01-012020-01-012022-01-012024-01-01$10.00$15.00$20.00$25.00$30.00$22.00$24.00$26.00$28.00010,000,000500,0001,000,000Period
Created with Highcharts 10.3.3Jan 2016Jan 2017Jan 2018Jan 2019Jan 2020Jan 2021Jan 2022Jan 2023Jan 2024Jan 2025Jun 2024Jul 2024Aug 2024Sep 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 20252016-01-012018-01-012020-01-012022-01-012024-01-01-50%0%50%100%-10%-5%5%10%15%20%Period

Legend

CI Morningstar Canada Value Index ETF - Common Units

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Fund Returns

Inception Return (February 13, 2012): 9.74%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund -1.90% -1.36% 4.34% -1.90% 21.00% 12.78% 8.69% 10.73% 18.04% 13.01% 10.14% 9.86% 10.01% 8.01%
Benchmark -0.10% -2.00% 4.34% 1.41% 17.85% 13.20% 9.57% 10.07% 14.37% 10.31% 10.21% 9.29% 9.91% 8.27%
Category Average 0.23% 3.11% 3.11% 0.90% 14.34% 10.68% 7.88% 8.62% 12.76% 8.73% 8.40% 7.51% 8.11% 6.76%
Category Rank 749 / 750 215 / 747 230 / 745 686 / 745 77 / 724 187 / 704 319 / 671 93 / 598 13 / 556 16 / 539 122 / 488 49 / 459 79 / 423 138 / 388
Quartile Ranking 4 2 2 4 1 2 2 1 1 1 1 1 1 2

Monthly Return

Created with Highcharts 10.3.3May 24Jun 24Jul 24Aug 24Sep 24Oct 24Nov 24Dec 24Jan 25Feb 25Mar 25Apr 25-4%-2%0%2%4%6%8%
Monthly Return
Return % May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Fund 4.36% -1.10% 5.77% 0.66% 4.95% 0.56% 6.12% 0.23% -0.55% -0.87% 1.43% -1.90%
Benchmark 2.77% -1.42% 5.87% 1.22% 3.15% 0.85% 6.37% -3.27% 3.48% -0.40% -1.51% -0.10%

Best Monthly Return Since Inception

22.84% (April 2020)

Worst Monthly Return Since Inception

-24.60% (March 2020)

Calendar Return (%)

Created with Highcharts 10.3.3-20%-10%0%10%20%30%40%
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund -14.84% 18.97% 12.59% -16.30% 24.08% 6.32% 31.73% -1.52% 6.18% 29.39%
Benchmark -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75% 21.65%
Category Average -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85% 17.87%
Quartile Ranking 4 2 1 4 1 1 1 1 4 1
Category Rank 383/ 383 162/ 411 15/ 454 473/ 480 54/ 526 131/ 552 38/ 587 115/ 655 654/ 693 7/ 720

Best Calendar Return (Last 10 years)

31.73% (2021)

Worst Calendar Return (Last 10 years)

-16.30% (2018)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 96.68
US Equity 3.13
Cash and Equivalents 0.19

Sector Allocation

Sector Allocation
Name Percent
Utilities 20.63
Basic Materials 18.06
Financial Services 17.08
Energy 11.80
Consumer Services 7.23
Other 25.20

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
Torex Gold Resources Inc 4.47
Iamgold Corp 3.96
Empire Co Ltd Cl A 3.82
Fairfax Financial Holdings Ltd 3.67
Capital Power Corp 3.66
Power Corp of Canada 3.59
Atco Ltd Cl B 3.59
Nutrien Ltd 3.58
Algonquin Power & Utilities Corp 3.55
AltaGas Ltd 3.55

Equity Style

Market capitalization is medium. Equity style is blend.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

Created with Highcharts 10.3.3Risk (Annualized Standard Deviation)ReturnMedian DeviationMedian Return5678910111213141516171819200%5%10%15%20%25%

CI Morningstar Canada Value Index ETF - Common Units

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 13.83% 13.80% 16.84%
Beta 0.88% 0.90% 1.13%
Alpha 0.00% 0.05% -0.01%
Rsquared 0.74% 0.67% 0.74%
Sharpe 0.39% 1.10% 0.44%
Sortino 0.66% 1.86% 0.54%
Treynor 0.06% 0.17% 0.07%
Tax Efficiency 88.65% 93.60% 89.26%
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 8 on a scale of 1 to 10 Volatility rating is 10 on a scale of 1 to 10

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 9.95% 13.83% 13.80% 16.84%
Beta 0.73% 0.88% 0.90% 1.13%
Alpha 0.07% 0.00% 0.05% -0.01%
Rsquared 0.57% 0.74% 0.67% 0.74%
Sharpe 1.60% 0.39% 1.10% 0.44%
Sortino 5.77% 0.66% 1.86% 0.54%
Treynor 0.22% 0.06% 0.17% 0.07%
Tax Efficiency 94.85% 88.65% 93.60% 89.26%

Fundata ESG Metrics

Fundata ESG Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A20.620.647.347.30%10%20%30%40%50%60%70%80%90%100%

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A17.017.050.550.50%10%20%30%40%50%60%70%80%90%100%

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A16.416.444.244.20%10%20%30%40%50%60%70%80%90%100%

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A29.929.943.443.40%10%20%30%40%50%60%70%80%90%100%

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

Fund Details

Start Date February 13, 2012
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $281
52 Week High $26.99
52 Week Low $21.24
Annual Dividend $0.59
Annual Yield -
Index Morningstar Canada Target Value Index
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure 1x performance
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

The CI Morningstar Canada Value Index ETF has been designed to replicate, to the extent possible, the performance of the Morningstar Canada Value Index, net of expenses. The investment strategy of the First Asset Morningstar Canada Value Index ETF is to invest in and hold Constituent Securities of the Morningstar Canada Value Index.

Investment Strategy

The XTF Morningstar Canada Value Index ETF invests in equity securities of the largest and most liquid Canadian issuers based on proprietary research generated by Morningstar, and is designed to provide diversified exposure to Canadian issuers which are considered to be "good value" based on characteristics like low price to earnings and low price to cash flow ratios.

Portfolio Management

Portfolio Manager

CI Global Asset Management

  • Lee Goldman
Sub-Advisor

-

Management and Organization

Fund Manager

CI Global Asset Management

Custodian

CIBC Mellon Trust Company

Registrar

TSX Trust Company

Distributor

-

Fees

MER 0.64%
Management Fee 0.60%

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