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BAMY vs. BMAX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BAMY vs. BMAX.TO

Last updated Jun 4, 2026

BAMY (Brookstone Yield ETF) and BMAX.TO (Brompton Enhanced Multi-Asset Income ETF) are both Diversified Portfolio funds. Over the past year, BAMY returned 10.68% vs 20.62% for BMAX.TO. A 0.67 correlation means they provide meaningful diversification when combined. BAMY charges 1.48%/yr vs 2.62%/yr for BMAX.TO.

Performance

BAMY vs. BMAX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Yield ETF (BAMY) and Brompton Enhanced Multi-Asset Income ETF (BMAX.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BAMY is traded in USD, while BMAX.TO is traded in CAD. To make them comparable, the BMAX.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BAMY achieves a 1.16% return, which is significantly lower than BMAX.TO's 7.92% return.

BAMY

1D
-0.21%
1M
0.31%
YTD
1.16%
6M
1.80%
1Y
10.68%
3Y*
—
5Y*
—
10Y*
—

BMAX.TO

1D
-0.43%
1M
2.56%
YTD
7.92%
6M
10.22%
1Y
20.62%
3Y*
17.29%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAMY vs. BMAX.TO - Yearly Performance Comparison

2026 (YTD)202520242023
BAMY
Brookstone Yield ETF		1.16%12.93%10.60%5.20%
BMAX.TO
Brompton Enhanced Multi-Asset Income ETF		7.92%23.53%9.98%10.81%

Correlation

The correlation between BAMY and BMAX.TO is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2023

0.67

The correlation between BAMY and BMAX.TO has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

BAMY vs. BMAX.TO - Sectors Allocation Comparison

Sectors
BAMY
BMAX.TO

Technology

40.4%
18.8%

Communication Services

13.0%
4.3%

Consumer Cyclical

12.6%
2.6%

Healthcare

8.7%
17.0%

Financial Services

6.8%
24.1%

Industrials

6.6%
13.0%

Consumer Defensive

5.3%
4.9%

Utilities

2.5%
4.4%

Basic Materials

1.5%
2.6%

Energy

1.5%
7.0%

Real Estate

1.3%
1.3%

Technology

BAMY
40.4%
BMAX.TO
18.8%

Communication Services

BAMY
13.0%
BMAX.TO
4.3%

Consumer Cyclical

BAMY
12.6%
BMAX.TO
2.6%

Healthcare

BAMY
8.7%
BMAX.TO
17.0%

Financial Services

BAMY
6.8%
BMAX.TO
24.1%

Industrials

BAMY
6.6%
BMAX.TO
13.0%

Consumer Defensive

BAMY
5.3%
BMAX.TO
4.9%

Utilities

BAMY
2.5%
BMAX.TO
4.4%

Basic Materials

BAMY
1.5%
BMAX.TO
2.6%

Energy

BAMY
1.5%
BMAX.TO
7.0%

Real Estate

BAMY
1.3%
BMAX.TO
1.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Brookstone Yield ETF

Brompton Enhanced Multi-Asset Income ETF

Often compared with BAMY:
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BMAX.TO vs. HDIV.TOBMAX.TO vs. UTES.TOBMAX.TO vs. ZWQT.TOBMAX.TO vs. CLSA.TOBMAX.TO vs. BANK.TOBMAX.TO vs. HUTE.TOBMAX.TO vs. SPLT.TO

Return for Risk

BAMY vs. BMAX.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BAMY
BAMY Risk / Return Rank: 7979
Overall Rank
BAMY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BAMY Sortino Ratio Rank: 7575
Sortino Ratio Rank
BAMY Omega Ratio Rank: 8181
Omega Ratio Rank
BAMY Calmar Ratio Rank: 8282
Calmar Ratio Rank
BAMY Martin Ratio Rank: 8888
Martin Ratio Rank
BMAX.TO
BMAX.TO Risk / Return Rank: 5959
Overall Rank
BMAX.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BMAX.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
BMAX.TO Omega Ratio Rank: 6262
Omega Ratio Rank
BMAX.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
BMAX.TO Martin Ratio Rank: 5959
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.

BAMY vs. BMAX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Yield ETF (BAMY) and Brompton Enhanced Multi-Asset Income ETF (BMAX.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.

BAMYBMAX.TODifference
Sharpe ratioReturn per unit of total volatility
2.33
1.65

+0.67

Sortino ratioReturn per unit of downside risk
3.39
2.39

+1.00

Omega ratioGain probability vs. loss probability

1.49

1.29

+0.20

Calmar ratioReturn relative to maximum drawdown

4.32

1.89

+2.43

Martin ratioReturn relative to average drawdown

19.33

8.50

+10.83

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BAMY vs. BMAX.TO - Sharpe Ratio Comparison

The current BAMY Sharpe Ratio is 2.33, which is higher than the BMAX.TO Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of BAMY and BMAX.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

BAMYBMAX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

1.65

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

1.87

1.11

+0.76

Drawdowns

BAMY vs. BMAX.TO - Drawdown Comparison

The maximum BAMY drawdown since its inception was -6.03%, smaller than the maximum BMAX.TO drawdown of -15.63%. Use the drawdown chart below to compare losses from any high point for BAMY and BMAX.TO.

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Drawdown Indicators

BAMYBMAX.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.03%

-15.63%

+9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

-10.93%

+8.45%

Max Drawdown (3Y)

Largest decline over 3 years

—

-15.63%

—

Current Drawdown

Current decline from peak

-0.24%

-1.61%

+1.37%

Average Drawdown

Average peak-to-trough decline

-0.53%

-2.56%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

2.43%

-1.88%

Volatility

BAMY vs. BMAX.TO - Volatility Comparison

The current volatility for Brookstone Yield ETF (BAMY) is 1.09%, while Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) has a volatility of 3.51%. This indicates that BAMY experiences smaller price fluctuations and is considered to be less risky than BMAX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BAMYBMAX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

3.51%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

10.28%

-7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.62%

12.52%

-7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

16.04%

-10.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

16.04%

-10.01%

BAMY vs. BMAX.TO - Expense Ratio Comparison

BAMY has a 1.48% expense ratio, which is lower than BMAX.TO's 2.62% expense ratio.

Dividends

BAMY vs. BMAX.TO - Dividend Comparison

BAMY's dividend yield for the trailing twelve months is around 7.59%, less than BMAX.TO's 9.59% yield.

PositionTTM2025202420232022
BAMY
Brookstone Yield ETF		7.59%7.16%8.20%1.96%0.00%
BMAX.TO
Brompton Enhanced Multi-Asset Income ETF		9.59%9.70%9.64%9.55%2.41%

Frequently Asked Questions

BAMY and BMAX.TO have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BAMY is cheaper at 1.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BAMY is cheaper with a 1.48% expense ratio, compared with 2.62% for BMAX.TO.

They also come from different issuers: Brookstone and Brompton Funds. Their fees differ too: 1.48% for BAMY and 2.62% for BMAX.TO.

Portfolio Optimizer

Find the right allocation for BAMY and BMAX.TO

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