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PGLOX vs. ZFL.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGLOX vs. ZFL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Consumer Fund (PGLOX) and BMO Long Federal Bond (ZFL.TO). The values are adjusted to include any dividend payments, if applicable.

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PGLOX vs. ZFL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGLOX
T. Rowe Price Global Consumer Fund
0.16%6.68%12.94%19.53%-27.34%8.82%31.60%24.85%-7.60%19.98%
ZFL.TO
BMO Long Federal Bond
-1.50%-0.59%-9.93%9.75%-28.98%-6.79%14.93%14.16%-5.28%10.14%
Different Trading Currencies

PGLOX is traded in USD, while ZFL.TO is traded in CAD. To make them comparable, the ZFL.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PGLOX achieves a 0.16% return, which is significantly higher than ZFL.TO's -1.50% return.


PGLOX

1D
0.00%
1M
0.00%
YTD
0.16%
6M
1.56%
1Y
6.43%
3Y*
9.22%
5Y*
2.20%
10Y*

ZFL.TO

1D
-0.56%
1M
-5.10%
YTD
-1.50%
6M
-2.51%
1Y
-5.91%
3Y*
-2.79%
5Y*
-6.35%
10Y*
-2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGLOX vs. ZFL.TO - Expense Ratio Comparison

PGLOX has a 1.05% expense ratio, which is higher than ZFL.TO's 0.22% expense ratio.


Return for Risk

PGLOX vs. ZFL.TO — Risk / Return Rank

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

PGLOX
PGLOX Risk / Return Rank: 2222
Overall Rank
PGLOX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PGLOX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PGLOX Omega Ratio Rank: 2424
Omega Ratio Rank
PGLOX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PGLOX Martin Ratio Rank: 2929
Martin Ratio Rank

ZFL.TO
ZFL.TO Risk / Return Rank: 22
Overall Rank
ZFL.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ZFL.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
ZFL.TO Omega Ratio Rank: 22
Omega Ratio Rank
ZFL.TO Calmar Ratio Rank: 11
Calmar Ratio Rank
ZFL.TO Martin Ratio Rank: 33
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.

PGLOX vs. ZFL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Consumer Fund (PGLOX) and BMO Long Federal Bond (ZFL.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.


PGLOXZFL.TODifference

Sharpe ratio

Return per unit of total volatility

0.53

-0.52

+1.05

Sortino ratio

Return per unit of downside risk

0.90

-0.63

+1.53

Omega ratio

Gain probability vs. loss probability

1.15

0.93

+0.22

Calmar ratio

Return relative to maximum drawdown

0.75

-0.61

+1.36

Martin ratio

Return relative to average drawdown

3.58

-1.13

+4.71

PGLOX vs. ZFL.TO - Sharpe Ratio Comparison

The current PGLOX Sharpe Ratio is 0.53, which is higher than the ZFL.TO Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of PGLOX and ZFL.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.


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Sharpe Ratios by Period


PGLOXZFL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

-0.52

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.40

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.00

+0.49

Correlation

The correlation between PGLOX and ZFL.TO is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PGLOX vs. ZFL.TO - Dividend Comparison

PGLOX's dividend yield for the trailing twelve months is around 53.18%, more than ZFL.TO's 3.01% yield.


TTM20252024202320222021202020192018201720162015
PGLOX
T. Rowe Price Global Consumer Fund
53.18%53.27%0.18%0.28%0.05%6.77%1.31%0.33%2.03%1.34%0.00%0.00%
ZFL.TO
BMO Long Federal Bond
3.01%3.13%3.20%3.49%3.77%2.85%2.57%2.95%3.00%2.99%3.05%3.10%

Drawdowns

PGLOX vs. ZFL.TO - Drawdown Comparison

The maximum PGLOX drawdown since its inception was -35.54%, smaller than the maximum ZFL.TO drawdown of -41.75%. Use the drawdown chart below to compare losses from any high point for PGLOX and ZFL.TO.


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Drawdown Indicators


PGLOXZFL.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-40.32%

+4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-10.39%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-35.54%

-32.25%

-3.29%

Max Drawdown (10Y)

Largest decline over 10 years

-40.32%

Current Drawdown

Current decline from peak

-1.24%

-33.68%

+32.44%

Average Drawdown

Average peak-to-trough decline

-8.46%

-12.23%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

6.78%

-4.81%

Volatility

PGLOX vs. ZFL.TO - Volatility Comparison

The current volatility for T. Rowe Price Global Consumer Fund (PGLOX) is 0.00%, while BMO Long Federal Bond (ZFL.TO) has a volatility of 3.97%. This indicates that PGLOX experiences smaller price fluctuations and is considered to be less risky than ZFL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGLOXZFL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.97%

-3.97%

Volatility (6M)

Calculated over the trailing 6-month period

4.87%

6.90%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.15%

11.53%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

16.12%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

13.81%

+2.90%