BMAX.TO vs. EAOM
Compare and contrast key facts about Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and iShares ESG Aware Moderate Allocation ETF (EAOM).
BMAX.TO and EAOM 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. EAOM is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Moderate Allocation Index. It was launched on Jun 12, 2020.
Performance
BMAX.TO vs. EAOM - Performance Comparison
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BMAX.TO vs. EAOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BMAX.TO Brompton Enhanced Multi-Asset Income ETF | -2.51% | 17.88% | 19.42% | 11.56% | 6.10% |
EAOM iShares ESG Aware Moderate Allocation ETF | 0.36% | 7.72% | 16.50% | 9.37% | 4.05% |
Different Trading Currencies
BMAX.TO is traded in CAD, while EAOM is traded in USD. To make them comparable, the EAOM 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 EAOM's 0.36% return.
BMAX.TO
- 1D
- 1.60%
- 1M
- -6.63%
- YTD
- -2.51%
- 6M
- 0.67%
- 1Y
- 13.77%
- 3Y*
- 14.86%
- 5Y*
- —
- 10Y*
- —
EAOM
- 1D
- 1.27%
- 1M
- -1.65%
- YTD
- 0.36%
- 6M
- 0.77%
- 1Y
- 7.17%
- 3Y*
- 9.60%
- 5Y*
- 5.75%
- 10Y*
- —
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BMAX.TO vs. EAOM - Expense Ratio Comparison
BMAX.TO has a 2.62% expense ratio, which is higher than EAOM's 0.18% expense ratio.
Return for Risk
BMAX.TO vs. EAOM — Risk / Return Rank
BMAX.TO
EAOM
BMAX.TO vs. EAOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and iShares ESG Aware Moderate Allocation ETF (EAOM). 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 | EAOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.85 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.18 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.14 | +0.10 |
Martin ratioReturn relative to average drawdown | 5.41 | 3.93 | +1.48 |
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
| BMAX.TO | EAOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.85 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.78 | +0.38 |
Correlation
The correlation between BMAX.TO and EAOM is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BMAX.TO vs. EAOM - Dividend Comparison
BMAX.TO's dividend yield for the trailing twelve months is around 9.43%, more than EAOM's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BMAX.TO Brompton Enhanced Multi-Asset Income ETF | 9.43% | 9.70% | 9.64% | 9.55% | 2.41% | 0.00% | 0.00% |
EAOM iShares ESG Aware Moderate Allocation ETF | 2.92% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% |
Drawdowns
BMAX.TO vs. EAOM - Drawdown Comparison
The maximum BMAX.TO drawdown since its inception was -15.42%, roughly equal to the maximum EAOM drawdown of -15.45%. Use the drawdown chart below to compare losses from any high point for BMAX.TO and EAOM.
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Drawdown Indicators
| BMAX.TO | EAOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.42% | -20.73% | +5.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -5.67% | -5.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.73% | — |
Current DrawdownCurrent decline from peak | -7.89% | -3.67% | -4.22% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -5.09% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 1.34% | +1.25% |
Volatility
BMAX.TO vs. EAOM - Volatility Comparison
Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) has a higher volatility of 4.71% compared to iShares ESG Aware Moderate Allocation ETF (EAOM) at 3.37%. This indicates that BMAX.TO's price experiences larger fluctuations and is considered to be riskier than EAOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMAX.TO | EAOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.37% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 5.38% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 8.46% | +7.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 7.14% | +6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.14% | 7.04% | +6.10% |