ZFL.TO vs. PGLOX
Compare and contrast key facts about BMO Long Federal Bond (ZFL.TO) and T. Rowe Price Global Consumer Fund (PGLOX).
ZFL.TO is a passively managed fund by BMO that tracks the performance of the FTSE TMX Canada Long Term Federal Bond Index. It was launched on May 19, 2010. PGLOX is managed by T. Rowe Price. It was launched on Jun 26, 2016.
Performance
ZFL.TO vs. PGLOX - Performance Comparison
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ZFL.TO vs. PGLOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZFL.TO BMO Long Federal Bond | -0.33% | -5.14% | -2.20% | 7.30% | -23.89% | -7.47% | 12.68% | 8.73% | 2.69% | 3.25% |
PGLOX T. Rowe Price Global Consumer Fund | 1.58% | 1.79% | 22.64% | 16.90% | -22.17% | 7.84% | 29.37% | 18.71% | 0.24% | 12.41% |
Different Trading Currencies
ZFL.TO is traded in CAD, while PGLOX is traded in USD. To make them comparable, the PGLOX 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 -0.33% return, which is significantly lower than PGLOX's 1.58% return.
ZFL.TO
- 1D
- -0.67%
- 1M
- -3.66%
- YTD
- -0.33%
- 6M
- -2.87%
- 1Y
- -8.62%
- 3Y*
- -1.91%
- 5Y*
- -4.42%
- 10Y*
- -1.34%
PGLOX
- 1D
- -0.06%
- 1M
- 1.77%
- YTD
- 1.58%
- 6M
- 1.41%
- 1Y
- 3.55%
- 3Y*
- 10.29%
- 5Y*
- 4.34%
- 10Y*
- —
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ZFL.TO vs. PGLOX - Expense Ratio Comparison
ZFL.TO has a 0.22% expense ratio, which is lower than PGLOX's 1.05% expense ratio.
Return for Risk
ZFL.TO vs. PGLOX — Risk / Return Rank
ZFL.TO
PGLOX
ZFL.TO vs. PGLOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Long Federal Bond (ZFL.TO) and T. Rowe Price Global Consumer Fund (PGLOX). 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.TO | PGLOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.81 | 0.26 | -1.07 |
Sortino ratioReturn per unit of downside risk | -1.02 | 0.47 | -1.49 |
Omega ratioGain probability vs. loss probability | 0.88 | 1.07 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.76 | 0.44 | -1.21 |
Martin ratioReturn relative to average drawdown | -1.17 | 1.33 | -2.50 |
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
| ZFL.TO | PGLOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.81 | 0.26 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.29 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.58 | -0.43 |
Correlation
The correlation between ZFL.TO and PGLOX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ZFL.TO vs. PGLOX - Dividend Comparison
ZFL.TO's dividend yield for the trailing twelve months is around 3.01%, less than PGLOX's 53.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZFL.TO BMO Long Federal Bond | 3.01% | 3.13% | 3.20% | 3.49% | 3.77% | 2.85% | 2.57% | 2.95% | 3.00% | 2.99% | 3.05% | 3.10% |
PGLOX T. Rowe Price Global Consumer Fund | 53.18% | 53.27% | 0.18% | 0.28% | 0.05% | 6.77% | 1.31% | 0.33% | 2.03% | 1.34% | 0.00% | 0.00% |
Drawdowns
ZFL.TO vs. PGLOX - Drawdown Comparison
The maximum ZFL.TO drawdown since its inception was -40.32%, which is greater than PGLOX's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for ZFL.TO and PGLOX.
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Drawdown Indicators
| ZFL.TO | PGLOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.32% | -35.54% | -4.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.39% | -9.41% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -32.25% | -35.54% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -40.32% | — | — |
Current DrawdownCurrent decline from peak | -33.68% | -1.24% | -32.44% |
Average DrawdownAverage peak-to-trough decline | -12.23% | -8.46% | -3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.78% | 1.97% | +4.81% |
Volatility
ZFL.TO vs. PGLOX - Volatility Comparison
BMO Long Federal Bond (ZFL.TO) has a higher volatility of 3.91% compared to T. Rowe Price Global Consumer Fund (PGLOX) at 1.38%. This indicates that ZFL.TO's price experiences larger fluctuations and is considered to be riskier than PGLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZFL.TO | PGLOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 1.38% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 6.69% | 5.93% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.71% | 13.25% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 14.96% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.52% | 14.97% | -2.45% |