ZIC.TO's Sortino Ratio of 1.93 indicates that for each unit of downside volatility, it generates 1.93 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
ZIC.TO Sortino Ratio Rank
ZIC.TO ranks above 45.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
ZIC.TO Sortino Ratio Market Positioning
The chart shows ZIC.TO's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.17 or lower
- Yellow zone (middle 50%): 1.17 to 2.69
- Green zone (top 25%): 2.69 or higher
- Top 1%: 13.91+
- Median: 2.04 — half of all investments score higher
How it compares to other similar ETFs
The table compares BMO Mid-Term US Investment Grade Corporate Bond Index ETF's Sortino Ratio with other ETFs in the Corporate Bonds category across multiple time periods, showing how ZIC.TO's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| RQO.TO | RBC Target 2026 Corporate Bond Index ETF | 7.16 | |||
| RQP.TO | RBC Target 2027 Canadian Corporate Bond Index ETF | 4.49 | |||
| CFRN.TO | CIBC Active Investment Grade Floating Rate Bond ETF | 3.69 | |||
| ZQB.TO | BMO High Quality Corporate Bond Index ETF | 2.75 | |||
| DXO.TO | Dynamic Active Crossover Bond ETF | 2.55 | |||
| XHB.TO | iShares Canadian HYBrid Corporate Bond Index ETF | 2.53 | |||
| ZBBB.TO | BMO BBB Corporate Bond Index ETF | 2.36 | |||
| PSB.TO | Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF | 2.28 | |||
| TUSB.TO | TD Select U.S. Short Term Corporate Bond Ladder ETF | 2.26 | |||
| RBO.TO | RBC 1-5 Year Laddered Canadian Corporate Bond ETF | 2.20 | |||
| ZIC.TO | BMO Mid-Term US Investment Grade Corporate Bond Index ETF | 1.93 |
Historical Sortino Ratio
The chart shows ZIC.TO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when ZIC.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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