PortfoliosLab logoPortfoliosLab logo
HSAV.TO vs. ZMMK.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSAV.TO vs. ZMMK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Cash Maximizer Corporate Class ETF (HSAV.TO) and BMO Money Market Fund ETF Series (ZMMK.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HSAV.TO vs. ZMMK.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HSAV.TO
Global X Cash Maximizer Corporate Class ETF
1.13%2.58%4.24%5.04%2.79%0.06%
ZMMK.TO
BMO Money Market Fund ETF Series
0.57%2.77%4.94%4.86%1.99%0.04%

Returns By Period

In the year-to-date period, HSAV.TO achieves a 1.13% return, which is significantly higher than ZMMK.TO's 0.57% return.


HSAV.TO

1D
0.05%
1M
0.73%
YTD
1.13%
6M
1.77%
1Y
3.11%
3Y*
3.79%
5Y*
3.24%
10Y*

ZMMK.TO

1D
0.02%
1M
0.20%
YTD
0.57%
6M
1.20%
1Y
2.62%
3Y*
4.00%
5Y*
10Y*
*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.


HSAV.TO vs. ZMMK.TO - Expense Ratio Comparison

HSAV.TO has a 0.18% expense ratio, which is higher than ZMMK.TO's 0.13% 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%.


Return for Risk

HSAV.TO vs. ZMMK.TO — Risk / Return Rank

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

HSAV.TO
HSAV.TO Risk / Return Rank: 9696
Overall Rank
HSAV.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
HSAV.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
HSAV.TO Omega Ratio Rank: 9595
Omega Ratio Rank
HSAV.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
HSAV.TO Martin Ratio Rank: 9494
Martin Ratio Rank

ZMMK.TO
ZMMK.TO Risk / Return Rank: 100100
Overall Rank
ZMMK.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ZMMK.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
ZMMK.TO Omega Ratio Rank: 100100
Omega Ratio Rank
ZMMK.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
ZMMK.TO Martin Ratio Rank: 100100
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.

HSAV.TO vs. ZMMK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cash Maximizer Corporate Class ETF (HSAV.TO) and BMO Money Market Fund ETF Series (ZMMK.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.


HSAV.TOZMMK.TODifference

Sharpe ratio

Return per unit of total volatility

2.28

10.17

-7.89

Sortino ratio

Return per unit of downside risk

3.43

25.94

-22.52

Omega ratio

Gain probability vs. loss probability

1.44

6.05

-4.61

Calmar ratio

Return relative to maximum drawdown

5.23

86.98

-81.75

Martin ratio

Return relative to average drawdown

14.33

406.21

-391.89

HSAV.TO vs. ZMMK.TO - Sharpe Ratio Comparison

The current HSAV.TO Sharpe Ratio is 2.28, which is lower than the ZMMK.TO Sharpe Ratio of 10.17. The chart below compares the historical Sharpe Ratios of HSAV.TO and ZMMK.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


HSAV.TOZMMK.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

10.17

-7.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.77

10.37

-8.60

Correlation

The correlation between HSAV.TO and ZMMK.TO is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HSAV.TO vs. ZMMK.TO - Dividend Comparison

HSAV.TO has not paid dividends to shareholders, while ZMMK.TO's dividend yield for the trailing twelve months is around 2.68%.


TTM20252024202320222021
HSAV.TO
Global X Cash Maximizer Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%0.00%
ZMMK.TO
BMO Money Market Fund ETF Series
2.68%3.02%4.66%4.98%1.95%0.04%

Drawdowns

HSAV.TO vs. ZMMK.TO - Drawdown Comparison

The maximum HSAV.TO drawdown since its inception was -2.18%, which is greater than ZMMK.TO's maximum drawdown of -0.16%. Use the drawdown chart below to compare losses from any high point for HSAV.TO and ZMMK.TO.


Loading graphics...

Drawdown Indicators


HSAV.TOZMMK.TODifference

Max Drawdown

Largest peak-to-trough decline

-2.18%

-0.16%

-2.02%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

-0.03%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-2.18%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.19%

0.00%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.01%

+0.21%

Volatility

HSAV.TO vs. ZMMK.TO - Volatility Comparison

Global X Cash Maximizer Corporate Class ETF (HSAV.TO) has a higher volatility of 0.49% compared to BMO Money Market Fund ETF Series (ZMMK.TO) at 0.08%. This indicates that HSAV.TO's price experiences larger fluctuations and is considered to be riskier than ZMMK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HSAV.TOZMMK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

0.08%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

0.20%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

1.37%

0.26%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.75%

0.34%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

0.34%

+1.24%