VRIF.TO vs. ZESG.TO
Compare and contrast key facts about Vanguard Retirement Income ETF Portfolio (VRIF.TO) and BMO Balanced ESG ETF (ZESG.TO).
VRIF.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. VRIF.TO is an actively managed fund by Vanguard. It was launched on Sep 9, 2020. ZESG.TO is an actively managed fund by BMO. It was launched on Jan 15, 2020.
Performance
VRIF.TO vs. ZESG.TO - Performance Comparison
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VRIF.TO vs. ZESG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VRIF.TO Vanguard Retirement Income ETF Portfolio | 0.63% | 10.58% | 8.44% | 8.97% | -11.50% | 7.44% | 5.55% |
ZESG.TO BMO Balanced ESG ETF | -1.73% | 12.26% | 16.70% | 15.27% | -13.70% | 13.20% | 4.59% |
Returns By Period
In the year-to-date period, VRIF.TO achieves a 0.63% return, which is significantly higher than ZESG.TO's -1.73% return.
VRIF.TO
- 1D
- 1.19%
- 1M
- -2.84%
- YTD
- 0.63%
- 6M
- 1.95%
- 1Y
- 9.14%
- 3Y*
- 8.19%
- 5Y*
- 4.12%
- 10Y*
- —
ZESG.TO
- 1D
- 1.70%
- 1M
- -3.57%
- YTD
- -1.73%
- 6M
- -0.25%
- 1Y
- 11.23%
- 3Y*
- 11.96%
- 5Y*
- 7.37%
- 10Y*
- —
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VRIF.TO vs. ZESG.TO - Expense Ratio Comparison
VRIF.TO has a 0.29% expense ratio, which is higher than ZESG.TO's 0.18% expense ratio.
Return for Risk
VRIF.TO vs. ZESG.TO — Risk / Return Rank
VRIF.TO
ZESG.TO
VRIF.TO vs. ZESG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Retirement Income ETF Portfolio (VRIF.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.
| VRIF.TO | ZESG.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.24 | +0.28 |
Sortino ratioReturn per unit of downside risk | 2.13 | 1.72 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.05 | 1.41 | +0.64 |
Martin ratioReturn relative to average drawdown | 7.91 | 5.61 | +2.30 |
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
| VRIF.TO | ZESG.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.24 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.84 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | -1.93 | +2.76 |
Correlation
The correlation between VRIF.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
VRIF.TO vs. ZESG.TO - Dividend Comparison
VRIF.TO's dividend yield for the trailing twelve months is around 3.80%, more than ZESG.TO's 1.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VRIF.TO Vanguard Retirement Income ETF Portfolio | 3.80% | 3.77% | 3.96% | 4.33% | 4.72% | 3.86% | 1.27% |
ZESG.TO BMO Balanced ESG ETF | 1.78% | 1.71% | 1.89% | 2.22% | 2.53% | 2.05% | 2.27% |
Drawdowns
VRIF.TO vs. ZESG.TO - Drawdown Comparison
The maximum VRIF.TO drawdown since its inception was -16.19%, smaller than the maximum ZESG.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for VRIF.TO and ZESG.TO.
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Drawdown Indicators
| VRIF.TO | ZESG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.19% | -100.00% | +83.81% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -7.18% | +2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -16.19% | -18.81% | +2.62% |
Current DrawdownCurrent decline from peak | -2.90% | -100.00% | +97.10% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -99.93% | +95.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 1.81% | -0.63% |
Volatility
VRIF.TO vs. ZESG.TO - Volatility Comparison
The current volatility for Vanguard Retirement Income ETF Portfolio (VRIF.TO) is 3.04%, while BMO Balanced ESG ETF (ZESG.TO) has a volatility of 3.65%. This indicates that VRIF.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
| VRIF.TO | ZESG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 3.65% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | 6.28% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.03% | 9.13% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 8.85% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.23% | 41.49% | -35.26% |