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BGIE.TO vs. EVO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGIE.TO vs. EVO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Global Infrastructure ETF (BGIE.TO) and Evovest Global Equity ETF (EVO.TO). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGIE.TO vs. EVO.TO - Yearly Performance Comparison


2026 (YTD)20252024
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGIE.TO
BGIE.TO Risk / Return Rank: 5858
Overall Rank
BGIE.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BGIE.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
BGIE.TO Omega Ratio Rank: 5353
Omega Ratio Rank
BGIE.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
BGIE.TO Martin Ratio Rank: 6262
Martin Ratio Rank

EVO.TO
EVO.TO Risk / Return Rank: 2121
Overall Rank
EVO.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EVO.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
EVO.TO Omega Ratio Rank: 2323
Omega Ratio Rank
EVO.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
EVO.TO Martin Ratio Rank: 2121
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.

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.TOEVO.TODifference
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

BGIE.TO vs. EVO.TO - Sharpe Ratio Comparison

The current BGIE.TO Sharpe Ratio is 1.82, which is higher than the EVO.TO Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of BGIE.TO and EVO.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


BGIE.TOEVO.TODifference

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.TOEVO.TODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.50%

-1.02%

-1.48%

Average Drawdown

Average peak-to-trough decline

-4.45%

-2.42%

-2.03%

Ulcer Index

Depth 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.TOEVO.TODifference

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.


PositionTTM202520242023202220212020
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.

Portfolio Optimizer

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