BMAX.TO vs. BAMY

Last updated Apr 1, 2026

Compare and contrast key facts about Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and Brookstone Yield ETF (BAMY).

BMAX.TO and BAMY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BMAX.TO is managed by Brompton Funds. BAMY is an actively managed fund by Brookstone. It was launched on Sep 27, 2023.

Performance

BMAX.TO vs. BAMY - Performance Comparison

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

BMAX.TO vs. BAMY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BMAX.TO Brompton Enhanced Multi-Asset Income ETF	-2.51%	17.88%	19.42%	8.86%
BAMY Brookstone Yield ETF	0.89%	7.75%	20.10%	3.30%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, BMAX.TO achieves a -2.51% return, which is significantly lower than BAMY's 0.89% return.

BMAX.TO

• 1D: 1.60%
• 1M: -6.63%
• YTD: -2.51%
• 6M: 0.67%
• 1Y: 13.77%
• 3Y*: 14.86%
• 5Y*: —
• 10Y*: —

BAMY

• 1D: 0.82%
• 1M: 0.91%
• YTD: 0.89%
• 6M: 2.61%
• 1Y: 8.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BMAX.TO vs. BAMY - Expense Ratio Comparison

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

BMAX.TO

Brompton Enhanced Multi-Asset Income ETF

BAMY

Brookstone Yield ETF

Return for Risk

BMAX.TO vs. BAMY — Risk / Return Rank

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

BMAX.TO

BMAX.TO Risk / Return Rank: 51
BMAX.TO Sharpe Ratio Rank: 49
BMAX.TO Sortino Ratio Rank: 49
BMAX.TO Omega Ratio Rank: 56
BMAX.TO Calmar Ratio Rank: 48
BMAX.TO Martin Ratio Rank: 55

BAMY

BAMY Risk / Return Rank: 91
BAMY Sharpe Ratio Rank: 88
BAMY Sortino Ratio Rank: 92
BAMY Omega Ratio Rank: 95
BAMY Calmar Ratio Rank: 87
BAMY Martin Ratio Rank: 95

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.

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

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

	BMAX.TO	BAMY	Difference
Sharpe ratio Return per unit of total volatility	0.89	1.10	-0.21
Sortino ratio Return per unit of downside risk	1.29	1.50	-0.21
Omega ratio Gain probability vs. loss probability	1.21	1.22	-0.02
Calmar ratio Return relative to maximum drawdown	1.24	1.51	-0.28
Martin ratio Return relative to average drawdown	5.41	5.24	+0.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BMAX.TO vs. BAMY - Sharpe Ratio Comparison

The current BMAX.TO Sharpe Ratio is 0.89, which is comparable to the BAMY Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of BMAX.TO and BAMY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BMAX.TO	BAMY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	1.10	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	1.16	1.80	-0.64

Correlation

The correlation between BMAX.TO and BAMY is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BMAX.TO vs. BAMY - Dividend Comparison

BMAX.TO's dividend yield for the trailing twelve months is around 9.43%, more than BAMY's 8.04% yield.

	TTM	2025	2024	2023	2022
BMAX.TO Brompton Enhanced Multi-Asset Income ETF	9.43%	9.70%	9.64%	9.55%	2.41%
BAMY Brookstone Yield ETF	8.04%	7.16%	8.20%	1.96%	0.00%

Drawdowns

BMAX.TO vs. BAMY - Drawdown Comparison

The maximum BMAX.TO drawdown since its inception was -15.42%, which is greater than BAMY's maximum drawdown of -8.34%. Use the drawdown chart below to compare losses from any high point for BMAX.TO and BAMY.

Drawdown Indicators

	BMAX.TO	BAMY	Difference
Max Drawdown Largest peak-to-trough decline	-15.42%	-6.03%	-9.39%
Max Drawdown (1Y) Largest decline over 1 year	-11.30%	-4.60%	-6.70%
Current Drawdown Current decline from peak	-7.89%	-1.42%	-6.47%
Average Drawdown Average peak-to-trough decline	-1.92%	-0.54%	-1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	0.84%	+1.75%

Volatility

BMAX.TO vs. BAMY - Volatility Comparison

Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) has a higher volatility of 4.71% compared to Brookstone Yield ETF (BAMY) at 2.04%. This indicates that BMAX.TO's price experiences larger fluctuations and is considered to be riskier than BAMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BMAX.TO	BAMY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	2.04%	+2.67%
Volatility (6M) Calculated over the trailing 6-month period	8.22%	4.64%	+3.58%
Volatility (1Y) Calculated over the trailing 1-year period	15.51%	8.05%	+7.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.14%	7.11%	+6.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.14%	7.11%	+6.03%