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XFLI.TO vs. ZJK.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFLI.TO vs. ZJK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Flexible Monthly Income ETF CAD (XFLI.TO) and BMO High Yield US Corporate Bond Index ETF (ZJK.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XFLI.TO achieves a 4.52% return, which is significantly lower than ZJK.TO's 5.63% return.


XFLI.TO

1D
0.05%
1M
2.66%
6M
4.52%
YTD
4.52%
1Y
8.64%
3Y*
5Y*
10Y*

ZJK.TO

1D
0.42%
1M
2.94%
6M
5.57%
YTD
5.63%
1Y
9.78%
3Y*
10.93%
5Y*
6.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFLI.TO vs. ZJK.TO - Yearly Performance Comparison


2026 (YTD)20252024
XFLI.TO
iShares Flexible Monthly Income ETF CAD
4.52%2.07%6.23%
ZJK.TO
BMO High Yield US Corporate Bond Index ETF
5.63%3.22%6.72%

Correlation

The correlation between XFLI.TO and ZJK.TO is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2024

0.61

The correlation between XFLI.TO and ZJK.TO has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

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Return for Risk

XFLI.TO vs. ZJK.TO — Risk / Return Rank

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

XFLI.TO
XFLI.TO Risk / Return Rank: 5252
Overall Rank
XFLI.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XFLI.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
XFLI.TO Omega Ratio Rank: 6464
Omega Ratio Rank
XFLI.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XFLI.TO Martin Ratio Rank: 3535
Martin Ratio Rank

ZJK.TO
ZJK.TO Risk / Return Rank: 6262
Overall Rank
ZJK.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ZJK.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
ZJK.TO Omega Ratio Rank: 6464
Omega Ratio Rank
ZJK.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
ZJK.TO Martin Ratio Rank: 5454
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.

XFLI.TO vs. ZJK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Flexible Monthly Income ETF CAD (XFLI.TO) and BMO High Yield US Corporate Bond Index ETF (ZJK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XFLI.TOZJK.TODifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.32

1.32

0.00

Calmar ratioReturn relative to maximum drawdown

2.09

2.66

-0.57

Martin ratioReturn relative to average drawdown

4.51

7.71

-3.20

XFLI.TO vs. ZJK.TO - Sharpe Ratio Comparison

The current XFLI.TO Sharpe Ratio is 1.56, which is comparable to the ZJK.TO Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of XFLI.TO and ZJK.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XFLI.TO vs. ZJK.TO - Drawdown Comparison

The maximum XFLI.TO drawdown since its inception was -6.92%, smaller than the maximum ZJK.TO drawdown of -19.40%. Use the drawdown chart below to compare losses from any high point for XFLI.TO and ZJK.TO.


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Drawdown Indicators


XFLI.TOZJK.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.92%

-19.40%

+12.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-3.69%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-7.69%

Max Drawdown (5Y)

Largest decline over 5 years

-14.93%

Current Drawdown

Current decline from peak

-0.82%

-0.25%

-0.57%

Average Drawdown

Average peak-to-trough decline

-2.06%

-2.65%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.27%

+0.65%

Volatility

XFLI.TO vs. ZJK.TO - Volatility Comparison

iShares Flexible Monthly Income ETF CAD (XFLI.TO) has a higher volatility of 2.22% compared to BMO High Yield US Corporate Bond Index ETF (ZJK.TO) at 1.79%. This indicates that XFLI.TO's price experiences larger fluctuations and is considered to be riskier than ZJK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFLI.TOZJK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

1.79%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

4.54%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

5.92%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.36%

7.82%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.36%

10.09%

-3.73%

Dividends

XFLI.TO vs. ZJK.TO - Dividend Comparison

XFLI.TO's dividend yield for the trailing twelve months is around 5.38%, less than ZJK.TO's 6.16% yield.


PositionTTM202520242023202220212020201920182017
XFLI.TO
iShares Flexible Monthly Income ETF CAD
5.38%5.69%2.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZJK.TO
BMO High Yield US Corporate Bond Index ETF
6.16%5.97%5.59%6.15%6.37%5.60%5.94%6.32%5.45%0.88%

Frequently Asked Questions


XFLI.TO and ZJK.TO have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and BMO.

Portfolio Optimizer

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