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ESGF.TO vs. MFT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGF.TO vs. MFT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO ESG US Corporate Bond Hedged to CAD Index ETF (ESGF.TO) and Mackenzie Floating Rate Income ETF (MFT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGF.TO achieves a -0.85% return, which is significantly lower than MFT.TO's 2.72% return.


ESGF.TO

1D
0.00%
1M
-0.68%
6M
-1.38%
YTD
-0.85%
1Y
2.64%
3Y*
2.01%
5Y*
-1.73%
10Y*

MFT.TO

1D
0.19%
1M
0.67%
6M
2.46%
YTD
2.72%
1Y
2.87%
3Y*
5.42%
5Y*
3.75%
10Y*
4.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGF.TO vs. MFT.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESGF.TO
BMO ESG US Corporate Bond Hedged to CAD Index ETF
-0.85%5.25%-2.92%7.28%-15.76%-3.12%9.56%
MFT.TO
Mackenzie Floating Rate Income ETF
2.72%0.81%8.84%11.99%-6.31%5.56%-0.89%

Correlation

The correlation between ESGF.TO and MFT.TO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2020

0.05

The correlation between ESGF.TO and MFT.TO shifts across timeframes, from -0.12 (1 year) to 0.06 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ESGF.TO vs. MFT.TO — Risk / Return Rank

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

ESGF.TO
ESGF.TO Risk / Return Rank: 2020
Overall Rank
ESGF.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ESGF.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
ESGF.TO Omega Ratio Rank: 1818
Omega Ratio Rank
ESGF.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
ESGF.TO Martin Ratio Rank: 2121
Martin Ratio Rank

MFT.TO
MFT.TO Risk / Return Rank: 4141
Overall Rank
MFT.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MFT.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
MFT.TO Omega Ratio Rank: 3535
Omega Ratio Rank
MFT.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
MFT.TO Martin Ratio Rank: 4040
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.

ESGF.TO vs. MFT.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 Mackenzie Floating Rate Income ETF (MFT.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.TOMFT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.10

1.20

-0.10

Calmar ratioReturn relative to maximum drawdown

0.91

2.17

-1.27

Martin ratioReturn relative to average drawdown

1.96

5.19

-3.24

ESGF.TO vs. MFT.TO - Sharpe Ratio Comparison

The current ESGF.TO Sharpe Ratio is 0.53, which is lower than the MFT.TO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ESGF.TO and MFT.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESGF.TO vs. MFT.TO - Drawdown Comparison

The maximum ESGF.TO drawdown since its inception was -23.55%, which is greater than MFT.TO's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for ESGF.TO and MFT.TO.


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Drawdown Indicators


ESGF.TOMFT.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.55%

-20.87%

-2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-1.33%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-8.77%

-3.40%

-5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-23.18%

-7.45%

-15.73%

Max Drawdown (10Y)

Largest decline over 10 years

-20.87%

Current Drawdown

Current decline from peak

-11.30%

0.00%

-11.30%

Average Drawdown

Average peak-to-trough decline

-10.59%

-1.38%

-9.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

0.55%

+0.80%

Volatility

ESGF.TO vs. MFT.TO - Volatility Comparison

BMO ESG US Corporate Bond Hedged to CAD Index ETF (ESGF.TO) has a higher volatility of 2.12% compared to Mackenzie Floating Rate Income ETF (MFT.TO) at 0.79%. This indicates that ESGF.TO's price experiences larger fluctuations and is considered to be riskier than MFT.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.TOMFT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

0.79%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.83%

1.80%

+2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

2.58%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

3.71%

+11.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

5.10%

+10.58%

Dividends

ESGF.TO vs. MFT.TO - Dividend Comparison

ESGF.TO's dividend yield for the trailing twelve months is around 4.42%, less than MFT.TO's 8.28% yield.


PositionTTM2025202420232022202120202019201820172016
ESGF.TO
BMO ESG US Corporate Bond Hedged to CAD Index ETF
4.42%4.14%4.08%4.06%3.77%2.93%2.75%0.00%0.00%0.00%0.00%
MFT.TO
Mackenzie Floating Rate Income ETF
8.28%8.57%9.44%10.40%6.26%3.89%6.18%6.97%6.14%4.84%3.94%

Frequently Asked Questions


ESGF.TO and MFT.TO have a correlation of -0.12, 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 Mackenzie.

Portfolio Optimizer

Find the right allocation for ESGF.TO and MFT.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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