BGIE.TO vs. EVO.TO
BGIE.TO (Brompton Global Infrastructure ETF) and EVO.TO (Evovest Global Equity ETF) are both Global Equities funds. Both are actively managed. Over the past year, BGIE.TO returned 26.54% vs 10.39% for EVO.TO. At a 0.45 correlation, their price movements are largely independent. BGIE.TO charges 0.75%/yr vs 1.15%/yr for EVO.TO.
Performance
BGIE.TO vs. EVO.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BGIE.TO achieves a 14.42% return, which is significantly higher than EVO.TO's 9.29% return.
BGIE.TO
- 1D
- -0.23%
- 1M
- -0.63%
- YTD
- 14.42%
- 6M
- 12.72%
- 1Y
- 26.54%
- 3Y*
- 23.10%
- 5Y*
- 14.47%
- 10Y*
- —
EVO.TO
- 1D
- 0.50%
- 1M
- 3.01%
- YTD
- 9.29%
- 6M
- -0.12%
- 1Y
- 10.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BGIE.TO vs. EVO.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BGIE.TO Brompton Global Infrastructure ETF | 14.42% | 21.56% | 14.23% |
EVO.TO Evovest Global Equity ETF | 9.29% | 14.20% | 6.29% |
Correlation
The correlation between BGIE.TO and EVO.TO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2024 | 0.45 |
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Return for Risk
BGIE.TO vs. EVO.TO — Risk / Return Rank
BGIE.TO
EVO.TO
BGIE.TO vs. EVO.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Global Infrastructure ETF (BGIE.TO) and Evovest Global Equity ETF (EVO.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.
| BGIE.TO | EVO.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.15 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 0.89 | +2.32 |
| Martin ratioReturn relative to average drawdown | 11.04 | 2.56 | +8.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BGIE.TO | EVO.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.68 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.83 | +0.15 |
Drawdowns
BGIE.TO vs. EVO.TO - Drawdown Comparison
The maximum BGIE.TO drawdown since its inception was -18.24%, which is greater than EVO.TO's maximum drawdown of -12.72%. Use the drawdown chart below to compare losses from any high point for BGIE.TO and EVO.TO.
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Drawdown Indicators
| BGIE.TO | EVO.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.24% | -12.72% | -5.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -11.77% | +3.42% |
Max Drawdown (3Y)Largest decline over 3 years | -17.02% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.24% | — | — |
Current DrawdownCurrent decline from peak | -2.50% | -1.02% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -2.42% | -2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 4.06% | -1.64% |
Volatility
BGIE.TO vs. EVO.TO - Volatility Comparison
Brompton Global Infrastructure ETF (BGIE.TO) has a higher volatility of 4.62% compared to Evovest Global Equity ETF (EVO.TO) at 3.29%. This indicates that BGIE.TO's price experiences larger fluctuations and is considered to be riskier than EVO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGIE.TO | EVO.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 3.29% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 13.42% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 15.44% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 16.68% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.27% | 16.68% | -1.41% |
BGIE.TO vs. EVO.TO - Expense Ratio Comparison
BGIE.TO has a 0.75% expense ratio, which is lower than EVO.TO's 1.15% expense ratio.
Dividends
BGIE.TO vs. EVO.TO - Dividend Comparison
BGIE.TO's dividend yield for the trailing twelve months is around 4.86%, more than EVO.TO's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BGIE.TO Brompton Global Infrastructure ETF | 4.86% | 4.95% | 4.89% | 5.19% | 4.79% | 4.10% | 3.07% |
EVO.TO Evovest Global Equity ETF | 0.56% | 0.61% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BGIE.TO and EVO.TO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BGIE.TO is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BGIE.TO is cheaper with a 0.75% expense ratio, compared with 1.15% for EVO.TO.
They also come from different issuers: Brompton and National Bank Investments. Their fees differ too: 0.75% for BGIE.TO and 1.15% for EVO.TO.
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