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HCON.TO vs. ZGRO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HCON.TO vs. ZGRO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Conservative Asset Allocation ETF (HCON.TO) and BMO Growth ETF (ZGRO.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, HCON.TO achieves a 5.55% return, which is significantly lower than ZGRO.TO's 10.93% return.


HCON.TO

1D
0.00%
1M
1.21%
YTD
5.55%
6M
5.87%
1Y
13.30%
3Y*
11.00%
5Y*
4.95%
10Y*

ZGRO.TO

1D
0.00%
1M
0.16%
YTD
10.93%
6M
10.40%
1Y
25.31%
3Y*
23.01%
5Y*
15.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HCON.TO vs. ZGRO.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HCON.TO
Global X Conservative Asset Allocation ETF
5.55%10.11%12.67%11.86%-16.79%9.57%14.04%11.37%
ZGRO.TO
BMO Growth ETF
10.93%18.65%25.70%20.36%-5.92%20.50%17.11%16.29%

Correlation

The correlation between HCON.TO and ZGRO.TO is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.43

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

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2019

0.53

The correlation between HCON.TO and ZGRO.TO shifts across timeframes, from 0.43 (3 years) to 0.53 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HCON.TO vs. ZGRO.TO — Risk / Return Rank

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

HCON.TO
HCON.TO Risk / Return Rank: 7070
Overall Rank
HCON.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HCON.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
HCON.TO Omega Ratio Rank: 7777
Omega Ratio Rank
HCON.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
HCON.TO Martin Ratio Rank: 6868
Martin Ratio Rank

ZGRO.TO
ZGRO.TO Risk / Return Rank: 7878
Overall Rank
ZGRO.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ZGRO.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
ZGRO.TO Omega Ratio Rank: 7676
Omega Ratio Rank
ZGRO.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
ZGRO.TO Martin Ratio Rank: 8181
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.

HCON.TO vs. ZGRO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Conservative Asset Allocation ETF (HCON.TO) and BMO Growth ETF (ZGRO.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.


HCON.TOZGRO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.39

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

2.83

3.70

-0.87

Martin ratioReturn relative to average drawdown

10.78

14.49

-3.72

HCON.TO vs. ZGRO.TO - Sharpe Ratio Comparison

The current HCON.TO Sharpe Ratio is 1.92, which is comparable to the ZGRO.TO Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of HCON.TO and ZGRO.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

HCON.TO vs. ZGRO.TO - Drawdown Comparison

The maximum HCON.TO drawdown since its inception was -22.98%, smaller than the maximum ZGRO.TO drawdown of -24.67%. Use the drawdown chart below to compare losses from any high point for HCON.TO and ZGRO.TO.


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Drawdown Indicators


HCON.TOZGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.98%

-24.67%

+1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-4.71%

-6.87%

+2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-6.10%

-11.60%

+5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-20.12%

-16.21%

-3.91%

Current Drawdown

Current decline from peak

-0.39%

-2.43%

+2.04%

Average Drawdown

Average peak-to-trough decline

-4.29%

-2.49%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

1.75%

-0.51%

Volatility

HCON.TO vs. ZGRO.TO - Volatility Comparison

The current volatility for Global X Conservative Asset Allocation ETF (HCON.TO) is 2.41%, while BMO Growth ETF (ZGRO.TO) has a volatility of 5.05%. This indicates that HCON.TO experiences smaller price fluctuations and is considered to be less risky than ZGRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HCON.TOZGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

5.05%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

5.72%

9.91%

-4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.97%

11.83%

-4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.84%

11.18%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.64%

13.19%

-1.55%

HCON.TO vs. ZGRO.TO - Expense Ratio Comparison

HCON.TO has a 0.22% expense ratio, which is higher than ZGRO.TO's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HCON.TO vs. ZGRO.TO - Dividend Comparison

HCON.TO's dividend yield for the trailing twelve months is around 2.72%, more than ZGRO.TO's 2.24% yield.


PositionTTM2025202420232022202120202019
HCON.TO
Global X Conservative Asset Allocation ETF
2.72%2.83%2.60%1.19%0.02%0.09%0.78%0.03%
ZGRO.TO
BMO Growth ETF
2.24%3.38%5.76%6.81%7.63%6.65%7.47%6.95%

Frequently Asked Questions


HCON.TO and ZGRO.TO have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZGRO.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZGRO.TO is cheaper with a 0.18% expense ratio, compared with 0.22% for HCON.TO.

They also come from different issuers: Global X and BMO. Their fees differ too: 0.22% for HCON.TO and 0.18% for ZGRO.TO.

Portfolio Optimizer

Find the right allocation for HCON.TO and ZGRO.TO

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