PortfoliosLab logoPortfoliosLab logo
TCON.TO vs. ZMI.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCON.TO vs. ZMI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Conservative ETF Portfolio (TCON.TO) and BMO Monthly Income ETF (ZMI.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TCON.TO vs. ZMI.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TCON.TO
TD Conservative ETF Portfolio
0.57%10.47%9.68%11.95%-12.34%5.71%2.79%
ZMI.TO
BMO Monthly Income ETF
2.98%7.88%13.43%9.00%-5.89%11.25%4.93%

Returns By Period

In the year-to-date period, TCON.TO achieves a 0.57% return, which is significantly lower than ZMI.TO's 2.98% return.


TCON.TO

1D
1.59%
1M
-2.82%
YTD
0.57%
6M
1.96%
1Y
9.20%
3Y*
9.03%
5Y*
5.01%
10Y*

ZMI.TO

1D
1.29%
1M
-2.24%
YTD
2.98%
6M
2.10%
1Y
8.46%
3Y*
10.12%
5Y*
6.90%
10Y*
6.17%
*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.


TCON.TO vs. ZMI.TO - Expense Ratio Comparison


Return for Risk

TCON.TO vs. ZMI.TO — Risk / Return Rank

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

TCON.TO
TCON.TO Risk / Return Rank: 6969
Overall Rank
TCON.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TCON.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
TCON.TO Omega Ratio Rank: 6666
Omega Ratio Rank
TCON.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
TCON.TO Martin Ratio Rank: 6868
Martin Ratio Rank

ZMI.TO
ZMI.TO Risk / Return Rank: 5050
Overall Rank
ZMI.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ZMI.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
ZMI.TO Omega Ratio Rank: 5555
Omega Ratio Rank
ZMI.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
ZMI.TO Martin Ratio Rank: 4848
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.

TCON.TO vs. ZMI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Conservative ETF Portfolio (TCON.TO) and BMO Monthly Income ETF (ZMI.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.


TCON.TOZMI.TODifference

Sharpe ratio

Return per unit of total volatility

1.26

0.94

+0.33

Sortino ratio

Return per unit of downside risk

1.74

1.25

+0.49

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.89

1.19

+0.70

Martin ratio

Return relative to average drawdown

7.10

4.53

+2.56

TCON.TO vs. ZMI.TO - Sharpe Ratio Comparison

The current TCON.TO Sharpe Ratio is 1.26, which is higher than the ZMI.TO Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of TCON.TO and ZMI.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


TCON.TOZMI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.94

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.94

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.72

-0.09

Correlation

The correlation between TCON.TO and ZMI.TO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TCON.TO vs. ZMI.TO - Dividend Comparison

TCON.TO's dividend yield for the trailing twelve months is around 2.80%, less than ZMI.TO's 4.30% yield.


TTM20252024202320222021202020192018201720162015
TCON.TO
TD Conservative ETF Portfolio
2.80%2.88%3.48%3.27%2.69%1.87%1.03%0.00%0.00%0.00%0.00%0.00%
ZMI.TO
BMO Monthly Income ETF
4.30%4.54%4.68%4.94%4.49%3.71%4.21%4.24%4.58%4.06%3.89%3.89%

Drawdowns

TCON.TO vs. ZMI.TO - Drawdown Comparison

The maximum TCON.TO drawdown since its inception was -16.43%, smaller than the maximum ZMI.TO drawdown of -26.65%. Use the drawdown chart below to compare losses from any high point for TCON.TO and ZMI.TO.


Loading graphics...

Drawdown Indicators


TCON.TOZMI.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.43%

-26.65%

+10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-5.23%

-7.66%

+2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.43%

-12.65%

-3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-26.65%

Current Drawdown

Current decline from peak

-2.99%

-2.24%

-0.75%

Average Drawdown

Average peak-to-trough decline

-3.83%

-2.14%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

2.03%

-0.64%

Volatility

TCON.TO vs. ZMI.TO - Volatility Comparison

TD Conservative ETF Portfolio (TCON.TO) has a higher volatility of 3.57% compared to BMO Monthly Income ETF (ZMI.TO) at 3.14%. This indicates that TCON.TO's price experiences larger fluctuations and is considered to be riskier than ZMI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TCON.TOZMI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

3.14%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

5.05%

5.97%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

7.34%

9.09%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.74%

7.39%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

8.83%

-1.26%