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ZFL.TO vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZFL.TO vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Long Federal Bond (ZFL.TO) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ZFL.TO achieves a 2.39% return, which is significantly higher than AGG's 1.53% return. Over the past 10 years, ZFL.TO has underperformed AGG with an annualized return of -1.37%, while AGG has yielded a comparatively higher 2.30% annualized return.


ZFL.TO

1D
-0.33%
1M
2.93%
YTD
2.39%
6M
-0.37%
1Y
-0.83%
3Y*
-0.42%
5Y*
-3.89%
10Y*
-1.37%

AGG

1D
0.20%
1M
2.25%
YTD
1.53%
6M
-0.30%
1Y
6.50%
3Y*
5.16%
5Y*
2.96%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZFL.TO vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZFL.TO
BMO Long Federal Bond
2.39%-5.14%-2.20%7.30%-23.89%-7.47%12.68%8.73%2.69%2.84%
AGG
iShares Core U.S. Aggregate Bond ETF
1.53%2.28%10.01%3.33%-6.82%-2.66%5.66%3.13%8.58%-3.04%

Correlation

The correlation between ZFL.TO and AGG is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.61

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

0.61

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

0.55

Correlation (All Time)
Calculated using the full available price history since May 27, 2010

0.51

The correlation between ZFL.TO and AGG shifts across timeframes, from 0.51 (all time) to 0.61 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ZFL.TO vs. AGG — Risk / Return Rank

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

ZFL.TO
ZFL.TO Risk / Return Rank: 77
Overall Rank
ZFL.TO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ZFL.TO Sortino Ratio Rank: 77
Sortino Ratio Rank
ZFL.TO Omega Ratio Rank: 77
Omega Ratio Rank
ZFL.TO Calmar Ratio Rank: 77
Calmar Ratio Rank
ZFL.TO Martin Ratio Rank: 88
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3636
Overall Rank
AGG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3535
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3636
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.

ZFL.TO vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Long Federal Bond (ZFL.TO) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.


ZFL.TOAGGDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

0.99

1.21

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.12

1.51

-1.64

Martin ratioReturn relative to average drawdown

-0.22

3.48

-3.70

ZFL.TO vs. AGG - Sharpe Ratio Comparison

The current ZFL.TO Sharpe Ratio is -0.09, which is lower than the AGG Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of ZFL.TO and AGG, 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


ZFL.TOAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.20

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.38

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

0.29

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.43

-0.27

Drawdowns

ZFL.TO vs. AGG - Drawdown Comparison

The maximum ZFL.TO drawdown since its inception was -40.32%, which is greater than AGG's maximum drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for ZFL.TO and AGG.


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Drawdown Indicators


ZFL.TOAGGDifference

Max Drawdown

Largest peak-to-trough decline

-40.32%

-19.83%

-20.49%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

-4.31%

-2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-14.51%

-6.71%

-7.80%

Max Drawdown (5Y)

Largest decline over 5 years

-32.25%

-12.72%

-19.53%

Max Drawdown (10Y)

Largest decline over 10 years

-40.32%

-19.83%

-20.49%

Current Drawdown

Current decline from peak

-31.87%

-1.53%

-30.34%

Average Drawdown

Average peak-to-trough decline

-12.45%

-6.47%

-5.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

1.87%

+1.95%

Volatility

ZFL.TO vs. AGG - Volatility Comparison

BMO Long Federal Bond (ZFL.TO) has a higher volatility of 3.14% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.37%. This indicates that ZFL.TO's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZFL.TOAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

1.37%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

7.05%

4.24%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

5.44%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

7.78%

+6.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.54%

7.86%

+4.68%

ZFL.TO vs. AGG - Expense Ratio Comparison

ZFL.TO has a 0.22% expense ratio, which is higher than AGG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ZFL.TO vs. AGG - Dividend Comparison

ZFL.TO's dividend yield for the trailing twelve months is around 2.84%, less than AGG's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.99%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
ZFL.TO
BMO Long Federal Bond
2.84%3.13%3.20%3.49%3.77%2.85%2.57%2.95%3.00%2.99%3.05%3.10%

Frequently Asked Questions


ZFL.TO and AGG have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGG is cheaper with a 0.03% expense ratio, compared with 0.22% for ZFL.TO.

ZFL.TO is categorized as Canadian Government Bonds, while AGG is Total Bond Market. ZFL.TO tracks FTSE TMX Canada Long Term Federal Bond Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: BMO and iShares. Their fees differ too: 0.22% for ZFL.TO and 0.03% for AGG.

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