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

Performance

ZFH.TO vs. MNY.TO - 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 Purpose Cash Management Fund (MNY.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, ZFH.TO achieves a 2.17% return, which is significantly higher than MNY.TO's 0.95% return.


ZFH.TO

1D
0.00%
1M
0.62%
YTD
2.17%
6M
1.34%
1Y
5.99%
3Y*
9.48%
5Y*
6.72%
10Y*
5.61%

MNY.TO

1D
0.00%
1M
0.19%
YTD
0.95%
6M
1.22%
1Y
2.59%
3Y*
3.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZFH.TO vs. MNY.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
ZFH.TO
BMO Floating Rate High Yield ETF
2.17%5.53%11.55%13.55%4.83%
MNY.TO
Purpose Cash Management Fund
0.95%3.03%4.69%5.03%1.54%

Correlation

The correlation between ZFH.TO and MNY.TO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.00

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2022

-0.02

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Return for Risk

ZFH.TO vs. MNY.TO — 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: 4343
Overall Rank
ZFH.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ZFH.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
ZFH.TO Omega Ratio Rank: 4747
Omega Ratio Rank
ZFH.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
ZFH.TO Martin Ratio Rank: 4040
Martin Ratio Rank

MNY.TO
MNY.TO Risk / Return Rank: 100100
Overall Rank
MNY.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MNY.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
MNY.TO Omega Ratio Rank: 100100
Omega Ratio Rank
MNY.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
MNY.TO Martin Ratio Rank: 100100
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. MNY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Floating Rate High Yield ETF (ZFH.TO) and Purpose Cash Management Fund (MNY.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.


ZFH.TOMNY.TODifference
Sharpe ratioReturn per unit of total volatility

-14.54

Sortino ratioReturn per unit of downside risk

-50.09

Omega ratioGain probability vs. loss probability

1.29

22.32

-21.02

Calmar ratioReturn relative to maximum drawdown

1.84

65.02

-63.18

Martin ratioReturn relative to average drawdown

6.33

605.87

-599.54

ZFH.TO vs. MNY.TO - Sharpe Ratio Comparison

The current ZFH.TO Sharpe Ratio is 1.54, which is lower than the MNY.TO Sharpe Ratio of 16.08. The chart below compares the historical Sharpe Ratios of ZFH.TO and MNY.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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Sharpe Ratios by Period


ZFH.TOMNY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

16.08

-14.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

11.02

-10.38

Drawdowns

ZFH.TO vs. MNY.TO - Drawdown Comparison

The maximum ZFH.TO drawdown since its inception was -20.98%, which is greater than MNY.TO's maximum drawdown of -0.24%. Use the drawdown chart below to compare losses from any high point for ZFH.TO and MNY.TO.


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Drawdown Indicators


ZFH.TOMNY.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-0.24%

-20.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.27%

-0.04%

-3.23%

Max Drawdown (3Y)

Largest decline over 3 years

-6.40%

-0.10%

-6.30%

Max Drawdown (5Y)

Largest decline over 5 years

-9.53%

Max Drawdown (10Y)

Largest decline over 10 years

-20.98%

Current Drawdown

Current decline from peak

-0.20%

0.00%

-0.20%

Average Drawdown

Average peak-to-trough decline

-1.80%

-0.00%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.00%

+0.95%

Volatility

ZFH.TO vs. MNY.TO - Volatility Comparison

BMO Floating Rate High Yield ETF (ZFH.TO) has a higher volatility of 0.96% compared to Purpose Cash Management Fund (MNY.TO) at 0.03%. This indicates that ZFH.TO's price experiences larger fluctuations and is considered to be riskier than MNY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZFH.TOMNY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.03%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

0.12%

+2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

0.16%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

0.37%

+6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

0.37%

+7.96%

ZFH.TO vs. MNY.TO - Expense Ratio Comparison

ZFH.TO has a 0.40% expense ratio, which is higher than MNY.TO's 0.22% expense ratio.


Dividends

ZFH.TO vs. MNY.TO - Dividend Comparison

ZFH.TO's dividend yield for the trailing twelve months is around 5.21%, more than MNY.TO's 2.56% yield.


PositionTTM20252024202320222021202020192018201720162015
MNY.TO
Purpose Cash Management Fund
2.56%2.93%4.71%4.85%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZFH.TO
BMO Floating Rate High Yield ETF
5.21%5.52%7.72%6.98%4.75%4.48%4.51%4.27%4.45%4.58%4.64%4.94%

Frequently Asked Questions


ZFH.TO and MNY.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MNY.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MNY.TO is cheaper with a 0.22% expense ratio, compared with 0.40% for ZFH.TO.

ZFH.TO is categorized as High Yield Bonds, while MNY.TO is Money Market. They also come from different issuers: BMO and Purpose Investments. Their fees differ too: 0.40% for ZFH.TO and 0.22% for MNY.TO.

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