BGIE.TO vs. PAYG.TO

Last updated Jun 5, 2026

BGIE.TO (Brompton Global Infrastructure ETF) and PAYG.TO (Brompton Global Equity HighPay ETF) are both exchange-traded funds - BGIE.TO is a Global Equities fund actively managed by Brompton, while PAYG.TO is a Global Equity Income fund actively managed by Brompton. Both are actively managed. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

BGIE.TO vs. PAYG.TO - Performance Comparison

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

Returns By Period

BGIE.TO

• 1D: -0.23%
• 1M: -0.63%
• YTD: 14.42%
• 6M: 12.72%
• 1Y: 26.54%
• 3Y*: 23.10%
• 5Y*: 14.47%
• 10Y*: —

PAYG.TO

• 1D: 0.53%
• 1M: 3.76%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)
BGIE.TO Brompton Global Infrastructure ETF	5.58%
PAYG.TO Brompton Global Equity HighPay ETF	18.66%

Correlation

The correlation between BGIE.TO and PAYG.TO is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 1, 2026	0.56

Return for Risk

BGIE.TO vs. PAYG.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: 58
BGIE.TO Sharpe Ratio Rank: 54
BGIE.TO Sortino Ratio Rank: 54
BGIE.TO Omega Ratio Rank: 53
BGIE.TO Calmar Ratio Rank: 66
BGIE.TO Martin Ratio Rank: 62

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. PAYG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Infrastructure ETF (BGIE.TO) and Brompton Global Equity HighPay ETF (PAYG.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	PAYG.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.82	—	—
Sortino ratio: Return per unit of downside risk	2.54	—	—
Omega ratio: Gain probability vs. loss probability	1.32	—	—
Calmar ratio: Return relative to maximum drawdown	3.21	—	—
Martin ratio: Return relative to average drawdown	11.04	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BGIE.TO	PAYG.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	—	—
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	7.04	-6.06

Drawdowns

BGIE.TO vs. PAYG.TO - Drawdown Comparison

The maximum BGIE.TO drawdown since its inception was -18.24%, which is greater than PAYG.TO's maximum drawdown of -3.03%. Use the drawdown chart below to compare losses from any high point for BGIE.TO and PAYG.TO.

Drawdown Indicators

	BGIE.TO	PAYG.TO	Difference
Max Drawdown Largest peak-to-trough decline	-18.24%	-3.03%	-15.21%
Max Drawdown (1Y) Largest decline over 1 year	-8.35%	—	—
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%	-1.81%	-0.69%
Average Drawdown Average peak-to-trough decline	-4.45%	-0.95%	-3.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	—	—

Volatility

Volatility by Period

	BGIE.TO	PAYG.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.54%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.73%	23.89%	-9.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.86%	23.89%	-8.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.27%	23.89%	-8.62%

Dividends

BGIE.TO vs. PAYG.TO - Dividend Comparison

BGIE.TO's dividend yield for the trailing twelve months is around 4.86%, more than PAYG.TO's 2.89% 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%
PAYG.TO Brompton Global Equity HighPay ETF	2.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BGIE.TO and PAYG.TO in my portfolio?

BGIE.TO and PAYG.TO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

What is the main difference between BGIE.TO and PAYG.TO?

BGIE.TO is categorized as Global Equities, while PAYG.TO is Global Equity Income.