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ZFC.TO vs. ZMMK.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZFC.TO vs. ZMMK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO SIA Focused Canadian Equity Fund (ZFC.TO) and BMO Money Market Fund ETF Series (ZMMK.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, ZFC.TO achieves a 17.68% return, which is significantly higher than ZMMK.TO's 1.36% return.


ZFC.TO

1D
1.04%
1M
-1.02%
6M
14.33%
YTD
17.68%
1Y
29.30%
3Y*
15.16%
5Y*
10.74%
10Y*
ALL TIME*
10.54%

ZMMK.TO

1D
0.02%
1M
0.19%
6M
1.14%
YTD
1.36%
1Y
2.46%
3Y*
3.73%
5Y*
10Y*
ALL TIME*
3.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$17.49KCA$19.26KCA$37.47K
CA$11.59MCA$10.74MCA$11.95M

ZFC.TO vs. ZMMK.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZFC.TO
BMO SIA Focused Canadian Equity Fund
17.68%13.10%15.48%6.00%-3.79%3.11%
ZMMK.TO
BMO Money Market Fund ETF Series
1.36%2.77%4.94%4.86%1.99%0.04%

Correlation

The correlation between ZFC.TO and ZMMK.TO is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.02

Correlation (3Y)
Balances recent behavior with more history.

-0.02

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2021

0.02

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Return for Risk

ZFC.TO vs. ZMMK.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ZFC.TO
ZFC.TO Risk / Return Rank: 6262
Overall Rank
ZFC.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ZFC.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
ZFC.TO Omega Ratio Rank: 5858
Omega Ratio Rank
ZFC.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
ZFC.TO Martin Ratio Rank: 7676
Martin Ratio Rank

ZMMK.TO
ZMMK.TO Risk / Return Rank: 9999
Overall Rank
ZMMK.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ZMMK.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
ZMMK.TO Omega Ratio Rank: 9999
Omega Ratio Rank
ZMMK.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
ZMMK.TO Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ZFC.TO vs. ZMMK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO SIA Focused Canadian Equity Fund (ZFC.TO) and BMO Money Market Fund ETF Series (ZMMK.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.


ZFC.TOZMMK.TODifference
Sharpe ratioReturn per unit of total volatility

-7.77

Sortino ratioReturn per unit of downside risk

-20.45

Omega ratioGain probability vs. loss probability

1.28

5.33

-4.06

Calmar ratioReturn relative to maximum drawdown

3.49

61.66

-58.17

Martin ratioReturn relative to average drawdown

10.59

350.85

-340.26

ZFC.TO vs. ZMMK.TO - Sharpe Ratio Comparison

The current ZFC.TO Sharpe Ratio is 1.29, which is lower than the ZMMK.TO Sharpe Ratio of 9.06. The chart below compares the historical Sharpe Ratios of ZFC.TO and ZMMK.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

ZFC.TO vs. ZMMK.TO - Drawdown Comparison

The maximum ZFC.TO drawdown since its inception was -27.50%, which is greater than ZMMK.TO's maximum drawdown of -0.16%. Use the drawdown chart below to compare losses from any high point for ZFC.TO and ZMMK.TO.


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Drawdown Indicators


ZFC.TOZMMK.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.50%

-0.16%

-27.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-0.04%

-8.08%

Max Drawdown (3Y)

Largest decline over 3 years

-14.98%

-0.08%

-14.90%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

Current Drawdown

Current decline from peak

-3.90%

0.00%

-3.90%

Average Drawdown

Average peak-to-trough decline

-5.52%

0.00%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

0.01%

+2.66%

Volatility

ZFC.TO vs. ZMMK.TO - Volatility Comparison

BMO SIA Focused Canadian Equity Fund (ZFC.TO) has a higher volatility of 4.24% compared to BMO Money Market Fund ETF Series (ZMMK.TO) at 0.05%. This indicates that ZFC.TO's price experiences larger fluctuations and is considered to be riskier than ZMMK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZFC.TOZMMK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

0.05%

+4.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

0.17%

+11.78%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

0.27%

+21.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.07%

0.34%

+14.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

0.34%

+15.79%

ZFC.TO vs. ZMMK.TO - Expense Ratio Comparison

ZFC.TO has a 0.84% expense ratio, which is higher than ZMMK.TO's 0.13% expense ratio.


Dividends

ZFC.TO vs. ZMMK.TO - Dividend Comparison

ZFC.TO's dividend yield for the trailing twelve months is around 0.13%, less than ZMMK.TO's 2.45% yield.


PositionTTM20252024202320222021202020192018
ZFC.TO
BMO SIA Focused Canadian Equity Fund
0.13%0.15%0.04%0.54%2.54%0.94%1.81%0.51%0.03%
ZMMK.TO
BMO Money Market Fund ETF Series
2.45%3.02%4.66%4.98%1.95%0.04%0.00%0.00%0.00%

Frequently Asked Questions


ZFC.TO and ZMMK.TO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZMMK.TO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZMMK.TO is cheaper with a 0.13% expense ratio, compared with 0.84% for ZFC.TO.

ZFC.TO is categorized as Canada Equities, while ZMMK.TO is Money Market. Their fees differ too: 0.84% for ZFC.TO and 0.13% for ZMMK.TO.

Portfolio Optimizer

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