VCNS.TO vs. ZESG.TO
Compare and contrast key facts about Vanguard Conservative ETF Portfolio (VCNS.TO) and BMO Balanced ESG ETF (ZESG.TO).
VCNS.TO and ZESG.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VCNS.TO is an actively managed fund by Vanguard. It was launched on Jan 25, 2018. ZESG.TO is an actively managed fund by BMO. It was launched on Jan 15, 2020.
Performance
VCNS.TO vs. ZESG.TO - Performance Comparison
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VCNS.TO vs. ZESG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VCNS.TO Vanguard Conservative ETF Portfolio | -0.16% | 8.13% | 9.74% | 10.32% | -11.72% | 5.79% | 7.57% |
ZESG.TO BMO Balanced ESG ETF | -1.23% | 12.26% | 16.70% | 15.27% | -13.70% | 13.20% | -100.00% |
Returns By Period
In the year-to-date period, VCNS.TO achieves a -0.16% return, which is significantly higher than ZESG.TO's -1.23% return.
VCNS.TO
- 1D
- -0.38%
- 1M
- -3.12%
- YTD
- -0.16%
- 6M
- -0.78%
- 1Y
- 7.06%
- 3Y*
- 7.82%
- 5Y*
- 4.07%
- 10Y*
- —
ZESG.TO
- 1D
- 0.51%
- 1M
- -2.95%
- YTD
- -1.23%
- 6M
- -0.17%
- 1Y
- 11.61%
- 3Y*
- 12.14%
- 5Y*
- 7.47%
- 10Y*
- —
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VCNS.TO vs. ZESG.TO - Expense Ratio Comparison
VCNS.TO has a 0.25% expense ratio, which is higher than ZESG.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%.
Return for Risk
VCNS.TO vs. ZESG.TO — Risk / Return Rank
VCNS.TO
ZESG.TO
VCNS.TO vs. ZESG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Conservative ETF Portfolio (VCNS.TO) and BMO Balanced ESG ETF (ZESG.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.
| VCNS.TO | ZESG.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.28 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.78 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.64 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.86 | 6.48 | -1.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VCNS.TO | ZESG.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.28 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.85 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | -1.93 | +2.18 |
Correlation
The correlation between VCNS.TO and ZESG.TO is 0.52, 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
VCNS.TO vs. ZESG.TO - Dividend Comparison
VCNS.TO's dividend yield for the trailing twelve months is around 1.92%, more than ZESG.TO's 1.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VCNS.TO Vanguard Conservative ETF Portfolio | 1.92% | 2.54% | 2.58% | 2.57% | 2.28% | 2.09% | 1.88% | 2.28% | 75.90% |
ZESG.TO BMO Balanced ESG ETF | 1.77% | 1.71% | 1.89% | 2.22% | 2.53% | 2.05% | 2.27% | 0.00% | 0.00% |
Drawdowns
VCNS.TO vs. ZESG.TO - Drawdown Comparison
The maximum VCNS.TO drawdown since its inception was -18.04%, smaller than the maximum ZESG.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for VCNS.TO and ZESG.TO.
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Drawdown Indicators
| VCNS.TO | ZESG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.04% | -100.00% | +81.96% |
Max Drawdown (1Y)Largest decline over 1 year | -5.38% | -7.18% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -15.73% | -18.81% | +3.08% |
Current DrawdownCurrent decline from peak | -3.57% | -100.00% | +96.43% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -99.93% | +96.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.82% | -0.33% |
Volatility
VCNS.TO vs. ZESG.TO - Volatility Comparison
The current volatility for Vanguard Conservative ETF Portfolio (VCNS.TO) is 3.19%, while BMO Balanced ESG ETF (ZESG.TO) has a volatility of 3.58%. This indicates that VCNS.TO experiences smaller price fluctuations and is considered to be less risky than ZESG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCNS.TO | ZESG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 3.58% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 4.92% | 6.29% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.42% | 9.08% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.73% | 8.85% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.43% | 41.48% | +50.95% |