ZFH.TO vs. THY
Compare and contrast key facts about BMO Floating Rate High Yield ETF (ZFH.TO) and Agility Shares Dynamic Tactical Income ETF (THY).
ZFH.TO and THY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZFH.TO is an actively managed fund by BMO. It was launched on Feb 10, 2014. THY is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020.
Performance
ZFH.TO vs. THY - Performance Comparison
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ZFH.TO vs. THY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZFH.TO BMO Floating Rate High Yield ETF | -1.23% | 5.53% | 11.55% | 13.55% | -0.94% | 4.73% | 8.58% |
THY Agility Shares Dynamic Tactical Income ETF | 1.46% | -0.35% | 14.44% | 2.66% | 1.10% | -1.36% | -2.68% |
Different Trading Currencies
ZFH.TO is traded in CAD, while THY is traded in USD. To make them comparable, the THY 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 -1.23% return, which is significantly lower than THY's 1.46% return.
ZFH.TO
- 1D
- 0.61%
- 1M
- -0.84%
- YTD
- -1.23%
- 6M
- -1.13%
- 1Y
- 5.13%
- 3Y*
- 8.82%
- 5Y*
- 6.20%
- 10Y*
- 5.30%
THY
- 1D
- -0.21%
- 1M
- 1.13%
- YTD
- 1.46%
- 6M
- -0.88%
- 1Y
- 2.74%
- 3Y*
- 5.74%
- 5Y*
- 3.87%
- 10Y*
- —
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ZFH.TO vs. THY - Expense Ratio Comparison
ZFH.TO has a 0.40% expense ratio, which is lower than THY's 1.36% expense ratio.
Return for Risk
ZFH.TO vs. THY — Risk / Return Rank
ZFH.TO
THY
ZFH.TO vs. THY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Floating Rate High Yield ETF (ZFH.TO) and Agility Shares Dynamic Tactical Income ETF (THY). 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.TO | THY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.47 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.21 | 0.66 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.09 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.53 | +0.66 |
Martin ratioReturn relative to average drawdown | 4.63 | 1.05 | +3.58 |
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
| ZFH.TO | THY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.47 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.59 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.39 | +0.22 |
Correlation
The correlation between ZFH.TO and THY is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
ZFH.TO vs. THY - Dividend Comparison
ZFH.TO's dividend yield for the trailing twelve months is around 5.42%, less than THY's 5.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZFH.TO BMO Floating Rate High Yield ETF | 5.42% | 5.52% | 7.72% | 6.98% | 4.75% | 4.48% | 4.51% | 4.27% | 4.45% | 4.58% | 4.64% | 4.94% |
THY Agility Shares Dynamic Tactical Income ETF | 5.48% | 6.00% | 5.09% | 4.59% | 2.56% | 3.46% | 2.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ZFH.TO vs. THY - Drawdown Comparison
The maximum ZFH.TO drawdown since its inception was -20.98%, which is greater than THY's maximum drawdown of -9.00%. Use the drawdown chart below to compare losses from any high point for ZFH.TO and THY.
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Drawdown Indicators
| ZFH.TO | THY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -8.56% | -12.42% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -1.60% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -9.53% | -8.56% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -20.98% | — | — |
Current DrawdownCurrent decline from peak | -2.61% | -0.90% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -1.82% | -2.68% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.62% | +0.47% |
Volatility
ZFH.TO vs. THY - Volatility Comparison
BMO Floating Rate High Yield ETF (ZFH.TO) and Agility Shares Dynamic Tactical Income ETF (THY) have volatilities of 1.61% and 1.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZFH.TO | THY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.59% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 3.74% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.79% | 5.96% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.46% | 6.56% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.38% | 6.45% | +1.93% |