ZESG.TO vs. PYF.TO
Compare and contrast key facts about BMO Balanced ESG ETF (ZESG.TO) and Purpose Premium Yield Fund Series ETF (PYF.TO).
ZESG.TO and PYF.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZESG.TO is an actively managed fund by BMO. It was launched on Jan 15, 2020. PYF.TO is an actively managed fund by Purpose Investments. It was launched on Nov 28, 2018.
Performance
ZESG.TO vs. PYF.TO - Performance Comparison
Loading graphics...
ZESG.TO vs. PYF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZESG.TO BMO Balanced ESG ETF | -1.73% | 12.26% | 16.70% | 15.27% | -13.70% | 13.20% | -100.00% |
PYF.TO Purpose Premium Yield Fund Series ETF | -0.23% | 5.45% | 7.42% | 8.40% | 5.25% | 4.95% | -1.80% |
Returns By Period
In the year-to-date period, ZESG.TO achieves a -1.73% return, which is significantly lower than PYF.TO's -0.23% return.
ZESG.TO
- 1D
- 1.70%
- 1M
- -3.57%
- YTD
- -1.73%
- 6M
- -0.25%
- 1Y
- 11.23%
- 3Y*
- 11.96%
- 5Y*
- 7.37%
- 10Y*
- —
PYF.TO
- 1D
- 0.30%
- 1M
- 0.30%
- YTD
- -0.23%
- 6M
- -0.41%
- 1Y
- 2.80%
- 3Y*
- 6.23%
- 5Y*
- 5.87%
- 10Y*
- 4.48%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ZESG.TO vs. PYF.TO - Expense Ratio Comparison
Return for Risk
ZESG.TO vs. PYF.TO — Risk / Return Rank
ZESG.TO
PYF.TO
ZESG.TO vs. PYF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Balanced ESG ETF (ZESG.TO) and Purpose Premium Yield Fund Series ETF (PYF.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.
| ZESG.TO | PYF.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.45 | +0.80 |
Sortino ratioReturn per unit of downside risk | 1.72 | 0.75 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.13 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.41 | +1.01 |
Martin ratioReturn relative to average drawdown | 5.61 | 2.26 | +3.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ZESG.TO | PYF.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.45 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.14 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.93 | 0.69 | -2.62 |
Correlation
The correlation between ZESG.TO and PYF.TO is 0.28, 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
ZESG.TO vs. PYF.TO - Dividend Comparison
ZESG.TO's dividend yield for the trailing twelve months is around 1.78%, less than PYF.TO's 7.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ZESG.TO BMO Balanced ESG ETF | 1.78% | 1.71% | 1.89% | 2.22% | 2.53% | 2.05% | 2.27% | 0.00% | 0.00% | 0.00% | 0.00% |
PYF.TO Purpose Premium Yield Fund Series ETF | 7.62% | 7.84% | 7.66% | 7.47% | 5.78% | 5.74% | 5.69% | 5.29% | 5.38% | 5.83% | 6.59% |
Drawdowns
ZESG.TO vs. PYF.TO - Drawdown Comparison
The maximum ZESG.TO drawdown since its inception was -100.00%, which is greater than PYF.TO's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for ZESG.TO and PYF.TO.
Loading graphics...
Drawdown Indicators
| ZESG.TO | PYF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -20.53% | -79.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -5.13% | -2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -18.81% | -5.57% | -13.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.53% | — |
Current DrawdownCurrent decline from peak | -100.00% | -0.98% | -99.02% |
Average DrawdownAverage peak-to-trough decline | -99.93% | -0.99% | -98.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 0.93% | +0.88% |
Volatility
ZESG.TO vs. PYF.TO - Volatility Comparison
BMO Balanced ESG ETF (ZESG.TO) has a higher volatility of 3.65% compared to Purpose Premium Yield Fund Series ETF (PYF.TO) at 0.88%. This indicates that ZESG.TO's price experiences larger fluctuations and is considered to be riskier than PYF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ZESG.TO | PYF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 0.88% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 6.28% | 2.20% | +4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.13% | 6.35% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.85% | 5.17% | +3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.49% | 6.66% | +34.83% |