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ZFH.TO vs. FLRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZFH.TO vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Floating Rate High Yield ETF (ZFH.TO) and Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZFH.TO is traded in CAD, while FLRT is traded in USD. To make them comparable, the FLRT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZFH.TO achieves a 2.58% return, which is significantly lower than FLRT's 5.53% return. Over the past 10 years, ZFH.TO has underperformed FLRT with an annualized return of 5.48%, while FLRT has yielded a comparatively higher 5.76% annualized return.


ZFH.TO

1D
0.00%
1M
0.26%
6M
1.97%
YTD
2.58%
1Y
4.55%
3Y*
8.89%
5Y*
6.65%
10Y*
5.48%

FLRT

1D
-0.06%
1M
1.57%
6M
3.77%
YTD
5.53%
1Y
8.69%
3Y*
10.90%
5Y*
8.62%
10Y*
5.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZFH.TO vs. FLRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZFH.TO
BMO Floating Rate High Yield ETF
2.58%5.61%11.66%13.66%-0.89%4.79%-3.87%11.18%0.77%5.45%
FLRT
Pacific Global Senior Loan ETF
5.53%1.39%18.42%11.87%3.45%3.13%0.34%4.93%7.17%-5.17%

Correlation

The correlation between ZFH.TO and FLRT is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

-0.11

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (10Y)
Calculated over the trailing 10-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2015

-0.07

The correlation between ZFH.TO and FLRT shifts across timeframes, from -0.16 (1 year) to -0.05 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ZFH.TO vs. FLRT — Risk / Return Rank

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

ZFH.TO
ZFH.TO Risk / Return Rank: 4040
Overall Rank
ZFH.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ZFH.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
ZFH.TO Omega Ratio Rank: 4444
Omega Ratio Rank
ZFH.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
ZFH.TO Martin Ratio Rank: 3939
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 8787
Overall Rank
FLRT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 7272
Calmar Ratio Rank
FLRT Martin Ratio Rank: 7373
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.

ZFH.TO vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Floating Rate High Yield ETF (ZFH.TO) and Pacific Global Senior Loan ETF (FLRT). 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.


ZFH.TOFLRTDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratioReturn relative to maximum drawdown

1.40

2.22

-0.82

Martin ratioReturn relative to average drawdown

4.84

6.57

-1.72

ZFH.TO vs. FLRT - Sharpe Ratio Comparison

The current ZFH.TO Sharpe Ratio is 1.22, which is lower than the FLRT Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ZFH.TO and FLRT, 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

ZFH.TO vs. FLRT - Drawdown Comparison

The maximum ZFH.TO drawdown since its inception was -21.41%, which is greater than FLRT's maximum drawdown of -13.78%. Use the drawdown chart below to compare losses from any high point for ZFH.TO and FLRT.


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Drawdown Indicators


ZFH.TOFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-21.41%

-13.78%

-7.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.27%

-3.94%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-6.39%

-7.56%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-9.75%

-7.56%

-2.19%

Max Drawdown (10Y)

Largest decline over 10 years

-21.41%

-13.78%

-7.63%

Current Drawdown

Current decline from peak

-0.26%

-0.38%

+0.12%

Average Drawdown

Average peak-to-trough decline

-2.05%

-2.66%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.33%

-0.39%

Volatility

ZFH.TO vs. FLRT - Volatility Comparison

The current volatility for BMO Floating Rate High Yield ETF (ZFH.TO) is 0.57%, while Pacific Global Senior Loan ETF (FLRT) has a volatility of 1.19%. This indicates that ZFH.TO experiences smaller price fluctuations and is considered to be less risky than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZFH.TOFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

1.19%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

3.69%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

4.74%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.11%

6.54%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.43%

8.64%

+0.79%

ZFH.TO vs. FLRT - Expense Ratio Comparison

ZFH.TO has a 0.40% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Dividends

ZFH.TO vs. FLRT - Dividend Comparison

ZFH.TO's dividend yield for the trailing twelve months is around 5.17%, less than FLRT's 6.75% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRT
Pacific Global Senior Loan ETF
6.75%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
ZFH.TO
BMO Floating Rate High Yield ETF
5.17%5.58%7.82%7.07%4.81%4.54%4.57%4.32%4.51%4.64%4.70%5.01%

Frequently Asked Questions


ZFH.TO and FLRT have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZFH.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZFH.TO is cheaper with a 0.40% expense ratio, compared with 0.69% for FLRT.

They also come from different issuers: BMO and Pacific Life. Their fees differ too: 0.40% for ZFH.TO and 0.69% for FLRT.

Portfolio Optimizer

Find the right allocation for ZFH.TO and FLRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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