ZESG.TO vs. VCIP.TO
Compare and contrast key facts about BMO Balanced ESG ETF (ZESG.TO) and Vanguard Conservative Income ETF Portfolio (VCIP.TO).
ZESG.TO and VCIP.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. VCIP.TO is an actively managed fund by Vanguard. It was launched on Jan 29, 2019.
Performance
ZESG.TO vs. VCIP.TO - Performance Comparison
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ZESG.TO vs. VCIP.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% |
VCIP.TO Vanguard Conservative Income ETF Portfolio | 0.07% | 5.91% | 6.91% | 8.32% | -12.18% | 1.42% | 7.01% |
Returns By Period
In the year-to-date period, ZESG.TO achieves a -1.73% return, which is significantly lower than VCIP.TO's 0.07% 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*
- —
VCIP.TO
- 1D
- 0.00%
- 1M
- -2.60%
- YTD
- 0.07%
- 6M
- 0.52%
- 1Y
- 5.06%
- 3Y*
- 5.74%
- 5Y*
- 2.22%
- 10Y*
- —
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ZESG.TO vs. VCIP.TO - Expense Ratio Comparison
ZESG.TO has a 0.18% expense ratio, which is lower than VCIP.TO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ZESG.TO vs. VCIP.TO — Risk / Return Rank
ZESG.TO
VCIP.TO
ZESG.TO vs. VCIP.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Balanced ESG ETF (ZESG.TO) and Vanguard Conservative Income ETF Portfolio (VCIP.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 | VCIP.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.93 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.26 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.18 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.33 | +0.08 |
Martin ratioReturn relative to average drawdown | 5.61 | 4.51 | +1.10 |
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
| ZESG.TO | VCIP.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.93 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.40 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.93 | 0.55 | -2.48 |
Correlation
The correlation between ZESG.TO and VCIP.TO is 0.43, 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
ZESG.TO vs. VCIP.TO - Dividend Comparison
ZESG.TO's dividend yield for the trailing twelve months is around 1.78%, less than VCIP.TO's 3.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZESG.TO BMO Balanced ESG ETF | 1.78% | 1.71% | 1.89% | 2.22% | 2.53% | 2.05% | 2.27% | 0.00% |
VCIP.TO Vanguard Conservative Income ETF Portfolio | 3.69% | 2.93% | 2.90% | 2.77% | 2.29% | 2.23% | 1.86% | 2.08% |
Drawdowns
ZESG.TO vs. VCIP.TO - Drawdown Comparison
The maximum ZESG.TO drawdown since its inception was -100.00%, which is greater than VCIP.TO's maximum drawdown of -15.87%. Use the drawdown chart below to compare losses from any high point for ZESG.TO and VCIP.TO.
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Drawdown Indicators
| ZESG.TO | VCIP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -15.87% | -84.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -3.80% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -18.81% | -15.87% | -2.94% |
Current DrawdownCurrent decline from peak | -100.00% | -2.60% | -97.40% |
Average DrawdownAverage peak-to-trough decline | -99.93% | -3.65% | -96.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.12% | +0.69% |
Volatility
ZESG.TO vs. VCIP.TO - Volatility Comparison
BMO Balanced ESG ETF (ZESG.TO) has a higher volatility of 3.65% compared to Vanguard Conservative Income ETF Portfolio (VCIP.TO) at 2.42%. This indicates that ZESG.TO's price experiences larger fluctuations and is considered to be riskier than VCIP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZESG.TO | VCIP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 2.42% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 6.28% | 3.45% | +2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.13% | 5.02% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.85% | 5.64% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.49% | 6.25% | +35.24% |