ESGF.TO vs. FLCI.TO
ESGF.TO (BMO ESG US Corporate Bond Hedged to CAD Index ETF) and FLCI.TO (Franklin Canadian Corporate Bond Fund ETF) are both Corporate Bonds funds. Over the past 5 years, ESGF.TO returned -1.70%/yr vs 2.58%/yr for FLCI.TO. At a 0.22 correlation, their price movements are largely independent.
Performance
ESGF.TO vs. FLCI.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ESGF.TO achieves a -0.04% return, which is significantly lower than FLCI.TO's 2.41% return.
ESGF.TO
- 1D
- -1.34%
- 1M
- 0.25%
- YTD
- -0.04%
- 6M
- -0.33%
- 1Y
- 2.57%
- 3Y*
- 2.73%
- 5Y*
- -1.70%
- 10Y*
- —
FLCI.TO
- 1D
- 0.45%
- 1M
- 0.67%
- YTD
- 2.41%
- 6M
- 2.69%
- 1Y
- 4.98%
- 3Y*
- 7.10%
- 5Y*
- 2.58%
- 10Y*
- —
ESGF.TO vs. FLCI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESGF.TO BMO ESG US Corporate Bond Hedged to CAD Index ETF | -0.04% | 5.25% | -2.92% | 7.28% | -15.76% | -3.12% | 9.56% |
FLCI.TO Franklin Canadian Corporate Bond Fund ETF | 2.41% | 4.88% | 8.03% | 8.31% | -10.13% | -1.62% | 7.15% |
Correlation
The correlation between ESGF.TO and FLCI.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2020 | 0.22 |
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Return for Risk
ESGF.TO vs. FLCI.TO — Risk / Return Rank
ESGF.TO
FLCI.TO
ESGF.TO vs. FLCI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO ESG US Corporate Bond Hedged to CAD Index ETF (ESGF.TO) and Franklin Canadian Corporate Bond Fund ETF (FLCI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESGF.TO | FLCI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.23 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.20 | -1.32 |
| Martin ratioReturn relative to average drawdown | 2.00 | 6.20 | -4.21 |
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Drawdowns
ESGF.TO vs. FLCI.TO - Drawdown Comparison
The maximum ESGF.TO drawdown since its inception was -23.55%, which is greater than FLCI.TO's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for ESGF.TO and FLCI.TO.
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Drawdown Indicators
| ESGF.TO | FLCI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.55% | -17.51% | -6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.92% | -2.27% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -8.77% | -3.31% | -5.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.18% | -14.63% | -8.55% |
Current DrawdownCurrent decline from peak | -10.58% | 0.00% | -10.58% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -3.30% | -7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 0.82% | +0.47% |
Volatility
ESGF.TO vs. FLCI.TO - Volatility Comparison
BMO ESG US Corporate Bond Hedged to CAD Index ETF (ESGF.TO) has a higher volatility of 2.12% compared to Franklin Canadian Corporate Bond Fund ETF (FLCI.TO) at 1.31%. This indicates that ESGF.TO's price experiences larger fluctuations and is considered to be riskier than FLCI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGF.TO | FLCI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 1.31% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 3.76% | 2.99% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.06% | 3.97% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 5.64% | +9.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 6.47% | +9.26% |
Dividends
ESGF.TO vs. FLCI.TO - Dividend Comparison
ESGF.TO's dividend yield for the trailing twelve months is around 4.39%, which matches FLCI.TO's 4.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ESGF.TO BMO ESG US Corporate Bond Hedged to CAD Index ETF | 4.39% | 4.14% | 4.08% | 4.06% | 3.77% | 2.93% | 2.75% | 0.00% | 0.00% | 0.00% |
FLCI.TO Franklin Canadian Corporate Bond Fund ETF | 4.41% | 4.26% | 4.41% | 4.09% | 4.95% | 3.07% | 2.99% | 3.68% | 3.87% | 0.84% |
Frequently Asked Questions
ESGF.TO and FLCI.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: BMO and Franklin.
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