ZDB.TO vs. GPC
Compare and contrast key facts about BMO Discount Bond (ZDB.TO) and Genuine Parts Company (GPC).
ZDB.TO is a passively managed fund by BMO that tracks the performance of the FTSE Canada Universe Discount Bond Index. It was launched on Feb 10, 2014.
Performance
ZDB.TO vs. GPC - Performance Comparison
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ZDB.TO vs. GPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZDB.TO BMO Discount Bond | 0.17% | 2.03% | 4.26% | 6.69% | -11.99% | -2.77% | 9.50% | 6.74% | 1.33% | 2.00% |
GPC Genuine Parts Company | -12.04% | 3.71% | -5.77% | -19.93% | 35.86% | 42.09% | -3.85% | 8.44% | 12.94% | -4.07% |
Different Trading Currencies
ZDB.TO is traded in CAD, while GPC is traded in USD. To make them comparable, the GPC values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZDB.TO achieves a 0.17% return, which is significantly higher than GPC's -12.04% return. Over the past 10 years, ZDB.TO has underperformed GPC with an annualized return of 1.58%, while GPC has yielded a comparatively higher 4.24% annualized return.
ZDB.TO
- 1D
- 0.33%
- 1M
- -1.94%
- YTD
- 0.17%
- 6M
- -0.46%
- 1Y
- 0.41%
- 3Y*
- 3.25%
- 5Y*
- 0.50%
- 10Y*
- 1.58%
GPC
- 1D
- 0.00%
- 1M
- -8.44%
- YTD
- -12.04%
- 6M
- -22.30%
- 1Y
- -10.31%
- 3Y*
- -10.74%
- 5Y*
- 2.92%
- 10Y*
- 4.24%
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Return for Risk
ZDB.TO vs. GPC — Risk / Return Rank
ZDB.TO
GPC
ZDB.TO vs. GPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Discount Bond (ZDB.TO) and Genuine Parts Company (GPC). 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.
| ZDB.TO | GPC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | -0.35 | +0.44 |
Sortino ratioReturn per unit of downside risk | 0.15 | -0.30 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.96 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.23 | -0.33 | +0.57 |
Martin ratioReturn relative to average drawdown | 0.47 | -1.05 | +1.52 |
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
| ZDB.TO | GPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | -0.35 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.11 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.16 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.46 | -0.09 |
Correlation
The correlation between ZDB.TO and GPC is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
ZDB.TO vs. GPC - Dividend Comparison
ZDB.TO's dividend yield for the trailing twelve months is around 2.13%, less than GPC's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZDB.TO BMO Discount Bond | 2.13% | 2.28% | 2.38% | 2.42% | 2.52% | 2.16% | 2.06% | 2.20% | 2.07% | 2.06% | 1.95% | 1.99% |
GPC Genuine Parts Company | 3.95% | 3.35% | 3.43% | 2.74% | 2.06% | 2.33% | 3.15% | 2.87% | 3.00% | 2.84% | 2.75% | 2.86% |
Drawdowns
ZDB.TO vs. GPC - Drawdown Comparison
The maximum ZDB.TO drawdown since its inception was -18.09%, smaller than the maximum GPC drawdown of -51.15%. Use the drawdown chart below to compare losses from any high point for ZDB.TO and GPC.
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Drawdown Indicators
| ZDB.TO | GPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.09% | -54.89% | +36.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -34.84% | +31.97% |
Max Drawdown (5Y)Largest decline over 5 years | -16.25% | -43.40% | +27.15% |
Max Drawdown (10Y)Largest decline over 10 years | -18.09% | -54.89% | +36.80% |
Current DrawdownCurrent decline from peak | -2.76% | -38.24% | +35.48% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -10.17% | +5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 10.92% | -9.49% |
Volatility
ZDB.TO vs. GPC - Volatility Comparison
The current volatility for BMO Discount Bond (ZDB.TO) is 1.95%, while Genuine Parts Company (GPC) has a volatility of 8.95%. This indicates that ZDB.TO experiences smaller price fluctuations and is considered to be less risky than GPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZDB.TO | GPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 8.95% | -7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 3.06% | 23.32% | -20.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.64% | 29.49% | -24.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.50% | 25.71% | -19.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.39% | 26.89% | -20.50% |