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ZCM.TO vs. SYLD.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZCM.TO vs. SYLD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Mid Corporate Bond Index ETF (ZCM.TO) and Purpose Strategic Yield Fund (SYLD.TO). The values are adjusted to include any dividend payments, if applicable.

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ZCM.TO vs. SYLD.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ZCM.TO
BMO Mid Corporate Bond Index ETF
-0.13%4.84%8.07%7.96%-10.18%-2.09%10.34%8.59%1.25%
SYLD.TO
Purpose Strategic Yield Fund
0.15%10.15%13.23%6.84%-8.63%12.53%10.72%8.65%-3.45%

Returns By Period

In the year-to-date period, ZCM.TO achieves a -0.13% return, which is significantly lower than SYLD.TO's 0.15% return.


ZCM.TO

1D
0.00%
1M
-2.39%
YTD
-0.13%
6M
-0.43%
1Y
2.85%
3Y*
5.76%
5Y*
2.18%
10Y*
3.02%

SYLD.TO

1D
0.26%
1M
-0.57%
YTD
0.15%
6M
1.36%
1Y
9.69%
3Y*
9.54%
5Y*
4.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZCM.TO vs. SYLD.TO - Expense Ratio Comparison


Return for Risk

ZCM.TO vs. SYLD.TO — Risk / Return Rank

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

ZCM.TO
ZCM.TO Risk / Return Rank: 3434
Overall Rank
ZCM.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ZCM.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
ZCM.TO Omega Ratio Rank: 2828
Omega Ratio Rank
ZCM.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
ZCM.TO Martin Ratio Rank: 3636
Martin Ratio Rank

SYLD.TO
SYLD.TO Risk / Return Rank: 9494
Overall Rank
SYLD.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SYLD.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
SYLD.TO Omega Ratio Rank: 9393
Omega Ratio Rank
SYLD.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
SYLD.TO Martin Ratio Rank: 9595
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.

ZCM.TO vs. SYLD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Mid Corporate Bond Index ETF (ZCM.TO) and Purpose Strategic Yield Fund (SYLD.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.


ZCM.TOSYLD.TODifference

Sharpe ratio

Return per unit of total volatility

0.63

2.01

-1.38

Sortino ratio

Return per unit of downside risk

0.85

3.25

-2.39

Omega ratio

Gain probability vs. loss probability

1.11

1.42

-0.31

Calmar ratio

Return relative to maximum drawdown

1.03

3.77

-2.73

Martin ratio

Return relative to average drawdown

3.34

15.34

-11.99

ZCM.TO vs. SYLD.TO - Sharpe Ratio Comparison

The current ZCM.TO Sharpe Ratio is 0.63, which is lower than the SYLD.TO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of ZCM.TO and SYLD.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


ZCM.TOSYLD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

2.01

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

1.17

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.70

-0.15

Correlation

The correlation between ZCM.TO and SYLD.TO is 0.08, 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

ZCM.TO vs. SYLD.TO - Dividend Comparison

ZCM.TO's dividend yield for the trailing twelve months is around 4.22%, less than SYLD.TO's 5.92% yield.


TTM20252024202320222021202020192018201720162015
ZCM.TO
BMO Mid Corporate Bond Index ETF
4.22%4.03%3.84%3.93%3.80%3.29%3.12%3.33%3.22%3.04%3.18%3.42%
SYLD.TO
Purpose Strategic Yield Fund
5.92%5.85%6.07%6.45%6.46%5.56%5.91%6.13%4.70%0.00%0.00%0.00%

Drawdowns

ZCM.TO vs. SYLD.TO - Drawdown Comparison

The maximum ZCM.TO drawdown since its inception was -26.06%, smaller than the maximum SYLD.TO drawdown of -32.00%. Use the drawdown chart below to compare losses from any high point for ZCM.TO and SYLD.TO.


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Drawdown Indicators


ZCM.TOSYLD.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.06%

-32.00%

+5.94%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-2.57%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.82%

-9.48%

-6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-26.06%

Current Drawdown

Current decline from peak

-2.41%

-0.88%

-1.53%

Average Drawdown

Average peak-to-trough decline

-2.62%

-2.64%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.63%

+0.32%

Volatility

ZCM.TO vs. SYLD.TO - Volatility Comparison

BMO Mid Corporate Bond Index ETF (ZCM.TO) has a higher volatility of 2.29% compared to Purpose Strategic Yield Fund (SYLD.TO) at 0.99%. This indicates that ZCM.TO's price experiences larger fluctuations and is considered to be riskier than SYLD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZCM.TOSYLD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

0.99%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

2.37%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

4.85%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

4.74%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.75%

11.96%

-3.21%