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

Performance

ZFL.TO vs. ZMMK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Long Federal Bond (ZFL.TO) and BMO Money Market Fund ETF Series (ZMMK.TO). The values are adjusted to include any dividend payments, if applicable.

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ZFL.TO vs. ZMMK.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZFL.TO
BMO Long Federal Bond
0.34%-5.14%-2.20%7.30%-23.89%2.16%
ZMMK.TO
BMO Money Market Fund ETF Series
0.57%2.77%4.94%4.86%1.99%0.04%

Returns By Period

In the year-to-date period, ZFL.TO achieves a 0.34% return, which is significantly lower than ZMMK.TO's 0.57% return.


ZFL.TO

1D
0.08%
1M
-4.10%
YTD
0.34%
6M
-2.68%
1Y
-7.31%
3Y*
-1.69%
5Y*
-4.29%
10Y*
-1.28%

ZMMK.TO

1D
0.02%
1M
0.20%
YTD
0.57%
6M
1.20%
1Y
2.62%
3Y*
4.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZFL.TO vs. ZMMK.TO - Expense Ratio Comparison

ZFL.TO has a 0.22% expense ratio, which is higher than ZMMK.TO's 0.13% 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%.


Return for Risk

ZFL.TO vs. ZMMK.TO — 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: 33
Overall Rank
ZFL.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ZFL.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
ZFL.TO Omega Ratio Rank: 22
Omega Ratio Rank
ZFL.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
ZFL.TO Martin Ratio Rank: 44
Martin Ratio Rank

ZMMK.TO
ZMMK.TO Risk / Return Rank: 100100
Overall Rank
ZMMK.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ZMMK.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
ZMMK.TO Omega Ratio Rank: 100100
Omega Ratio Rank
ZMMK.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
ZMMK.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.

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

This table presents a comparison of risk-adjusted performance metrics for BMO Long Federal Bond (ZFL.TO) and BMO Money Market Fund ETF Series (ZMMK.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.


ZFL.TOZMMK.TODifference

Sharpe ratio

Return per unit of total volatility

-0.69

10.17

-10.86

Sortino ratio

Return per unit of downside risk

-0.85

25.94

-26.80

Omega ratio

Gain probability vs. loss probability

0.90

6.05

-5.15

Calmar ratio

Return relative to maximum drawdown

-0.63

86.98

-87.61

Martin ratio

Return relative to average drawdown

-0.97

406.21

-407.18

ZFL.TO vs. ZMMK.TO - Sharpe Ratio Comparison

The current ZFL.TO Sharpe Ratio is -0.69, which is lower than the ZMMK.TO Sharpe Ratio of 10.17. The chart below compares the historical Sharpe Ratios of ZFL.TO and ZMMK.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZFL.TOZMMK.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

10.17

-10.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

10.37

-10.22

Correlation

The correlation between ZFL.TO and ZMMK.TO is 0.01, 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. ZMMK.TO - Dividend Comparison

ZFL.TO's dividend yield for the trailing twelve months is around 2.99%, more than ZMMK.TO's 2.68% yield.


TTM20252024202320222021202020192018201720162015
ZFL.TO
BMO Long Federal Bond
2.99%3.13%3.20%3.49%3.77%2.85%2.57%2.95%3.00%2.99%3.05%3.10%
ZMMK.TO
BMO Money Market Fund ETF Series
2.68%3.02%4.66%4.98%1.95%0.04%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ZFL.TO vs. ZMMK.TO - Drawdown Comparison

The maximum ZFL.TO drawdown since its inception was -40.32%, which is greater than ZMMK.TO's maximum drawdown of -0.16%. Use the drawdown chart below to compare losses from any high point for ZFL.TO and ZMMK.TO.


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Drawdown Indicators


ZFL.TOZMMK.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.32%

-0.16%

-40.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-0.03%

-10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-32.25%

Max Drawdown (10Y)

Largest decline over 10 years

-40.32%

Current Drawdown

Current decline from peak

-33.24%

0.00%

-33.24%

Average Drawdown

Average peak-to-trough decline

-12.23%

0.00%

-12.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.76%

0.01%

+6.75%

Volatility

ZFL.TO vs. ZMMK.TO - Volatility Comparison

BMO Long Federal Bond (ZFL.TO) has a higher volatility of 3.88% compared to BMO Money Market Fund ETF Series (ZMMK.TO) at 0.08%. This indicates that ZFL.TO's price experiences larger fluctuations and is considered to be riskier than ZMMK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZFL.TOZMMK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

0.08%

+3.80%

Volatility (6M)

Calculated over the trailing 6-month period

6.66%

0.20%

+6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

0.26%

+10.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

0.34%

+14.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.52%

0.34%

+12.18%