PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
BMAX.TO vs. EIT-UN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

BMAX.TO vs. EIT-UN.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and Canoe EIT Income Fund (EIT-UN.TO).

BMAX.TO is managed by Brompton Funds. EIT-UN.TO is an actively managed fund by Canoe. It was launched on Aug 6, 1997.

Performance

BMAX.TO vs. EIT-UN.TO - 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 Canoe EIT Income Fund (EIT-UN.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BMAX.TO vs. EIT-UN.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022
BMAX.TO
Brompton Enhanced Multi-Asset Income ETF		-2.51%17.88%19.42%11.56%6.10%
EIT-UN.TO
Canoe EIT Income Fund		8.56%11.81%27.99%5.94%7.69%

Returns By Period

In the year-to-date period, BMAX.TO achieves a -2.51% return, which is significantly lower than EIT-UN.TO's 8.56% return.

BMAX.TO

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

EIT-UN.TO

1D
2.51%
1M
-1.96%
YTD
8.56%
6M
12.25%
1Y
20.06%
3Y*
19.39%
5Y*
131.17%
10Y*
117.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Brompton Enhanced Multi-Asset Income ETF

Canoe EIT Income Fund

Often compared with BMAX.TO:
BMAX.TO vs. HDIV.TOBMAX.TO vs. UTES.TOBMAX.TO vs. CLSA.TOBMAX.TO vs. XAW.TOBMAX.TO vs. HUTE.TOBMAX.TO vs. BANK.TOBMAX.TO vs. DFN.TO
Often compared with EIT-UN.TO:
EIT-UN.TO vs. HDIV.TOEIT-UN.TO vs. XEQT.TOEIT-UN.TO vs. DFN.TOEIT-UN.TO vs. MNS.TOEIT-UN.TO vs. ZEB.TOEIT-UN.TO vs. HYLD.TOEIT-UN.TO vs. CLSA.TO

BMAX.TO vs. EIT-UN.TO - Expense Ratio Comparison

BMAX.TO has a 2.62% expense ratio, which is higher than EIT-UN.TO's 1.10% expense ratio.

BMAX.TO
Brompton Enhanced Multi-Asset Income ETF
EIT-UN.TO
Canoe EIT Income Fund

Return for Risk

BMAX.TO vs. EIT-UN.TO — 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: 5151
Overall Rank
BMAX.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BMAX.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
BMAX.TO Omega Ratio Rank: 5656
Omega Ratio Rank
BMAX.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
BMAX.TO Martin Ratio Rank: 5555
Martin Ratio Rank
EIT-UN.TO
EIT-UN.TO Risk / Return Rank: 8888
Overall Rank
EIT-UN.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EIT-UN.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
EIT-UN.TO Omega Ratio Rank: 8686
Omega Ratio Rank
EIT-UN.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
EIT-UN.TO Martin Ratio Rank: 9393
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.

BMAX.TO vs. EIT-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and Canoe EIT Income Fund (EIT-UN.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.

BMAX.TOEIT-UN.TODifference

Sharpe ratio

Return per unit of total volatility

0.89

1.59

-0.70

Sortino ratio

Return per unit of downside risk

1.29

2.34

-1.05

Omega ratio

Gain probability vs. loss probability

1.21

1.36

-0.15

Calmar ratio

Return relative to maximum drawdown

1.24

2.37

-1.13

Martin ratio

Return relative to average drawdown

5.41

11.62

-6.21

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. EIT-UN.TO - Sharpe Ratio Comparison

The current BMAX.TO Sharpe Ratio is 0.89, which is lower than the EIT-UN.TO Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of BMAX.TO and EIT-UN.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

BMAX.TOEIT-UN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.59

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.11

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.12

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

—

—

Correlation

The correlation between BMAX.TO and EIT-UN.TO is 0.50, 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. EIT-UN.TO - Dividend Comparison

BMAX.TO's dividend yield for the trailing twelve months is around 9.43%, more than EIT-UN.TO's 7.16% yield.

TTM20252024202320222021202020192018201720162015
BMAX.TO
Brompton Enhanced Multi-Asset Income ETF		9.43%9.70%9.64%9.55%2.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EIT-UN.TO
Canoe EIT Income Fund		7.16%7.64%7.90%9.29%8.97%104.98%108.64%11.53%11.62%11.01%10.06%10.71%

Drawdowns

BMAX.TO vs. EIT-UN.TO - Drawdown Comparison

The maximum BMAX.TO drawdown since its inception was -15.42%, smaller than the maximum EIT-UN.TO drawdown of -100.11%. Use the drawdown chart below to compare losses from any high point for BMAX.TO and EIT-UN.TO.

Loading graphics...

Drawdown Indicators

BMAX.TOEIT-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.42%

-100.11%

+84.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-8.68%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

—

-15.57%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-50.36%

—

Current Drawdown

Current decline from peak

-7.89%

-100.00%

+92.11%

Average Drawdown

Average peak-to-trough decline

-1.92%

-99.24%

+97.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.77%

+0.82%

Volatility

BMAX.TO vs. EIT-UN.TO - Volatility Comparison

Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and Canoe EIT Income Fund (EIT-UN.TO) have volatilities of 4.71% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

BMAX.TOEIT-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

4.90%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.22%

7.16%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

12.64%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

1,193.82%

-1,180.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

1,020.18%

-1,007.04%