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ZGRO.TO vs. TBAL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZGRO.TO vs. TBAL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Growth ETF (ZGRO.TO) and TD Balanced ETF Portfolio (TBAL.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, ZGRO.TO achieves a 10.93% return, which is significantly higher than TBAL.TO's 7.59% return.


ZGRO.TO

1D
0.00%
1M
0.16%
YTD
10.93%
6M
10.40%
1Y
25.31%
3Y*
23.01%
5Y*
15.61%
10Y*

TBAL.TO

1D
-0.18%
1M
-0.09%
YTD
7.59%
6M
7.11%
1Y
17.70%
3Y*
14.49%
5Y*
8.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZGRO.TO vs. TBAL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ZGRO.TO
BMO Growth ETF
10.93%18.65%25.70%20.36%-5.92%20.50%9.35%
TBAL.TO
TD Balanced ETF Portfolio
7.59%13.83%15.32%15.85%-12.63%13.07%5.05%

Correlation

The correlation between ZGRO.TO and TBAL.TO is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.86

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

0.77

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2020

0.75

The correlation between ZGRO.TO and TBAL.TO shifts across timeframes, from 0.75 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ZGRO.TO vs. TBAL.TO — Risk / Return Rank

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

ZGRO.TO
ZGRO.TO Risk / Return Rank: 7878
Overall Rank
ZGRO.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ZGRO.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
ZGRO.TO Omega Ratio Rank: 7676
Omega Ratio Rank
ZGRO.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
ZGRO.TO Martin Ratio Rank: 8181
Martin Ratio Rank

TBAL.TO
TBAL.TO Risk / Return Rank: 7575
Overall Rank
TBAL.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TBAL.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
TBAL.TO Omega Ratio Rank: 7777
Omega Ratio Rank
TBAL.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
TBAL.TO Martin Ratio Rank: 7575
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.

ZGRO.TO vs. TBAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Growth ETF (ZGRO.TO) and TD Balanced ETF Portfolio (TBAL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZGRO.TOTBAL.TODifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

3.70

2.97

+0.73

Martin ratioReturn relative to average drawdown

14.49

12.61

+1.88

ZGRO.TO vs. TBAL.TO - Sharpe Ratio Comparison

The current ZGRO.TO Sharpe Ratio is 2.15, which is comparable to the TBAL.TO Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of ZGRO.TO and TBAL.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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Drawdowns

ZGRO.TO vs. TBAL.TO - Drawdown Comparison

The maximum ZGRO.TO drawdown since its inception was -24.67%, which is greater than TBAL.TO's maximum drawdown of -17.34%. Use the drawdown chart below to compare losses from any high point for ZGRO.TO and TBAL.TO.


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Drawdown Indicators


ZGRO.TOTBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.67%

-17.34%

-7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-5.98%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-11.60%

-9.07%

-2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-17.34%

+1.13%

Current Drawdown

Current decline from peak

-2.43%

-0.80%

-1.63%

Average Drawdown

Average peak-to-trough decline

-2.49%

-3.52%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.41%

+0.34%

Volatility

ZGRO.TO vs. TBAL.TO - Volatility Comparison

BMO Growth ETF (ZGRO.TO) has a higher volatility of 5.05% compared to TD Balanced ETF Portfolio (TBAL.TO) at 2.68%. This indicates that ZGRO.TO's price experiences larger fluctuations and is considered to be riskier than TBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZGRO.TOTBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

2.68%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

6.77%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.83%

8.11%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.18%

9.15%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.19%

8.99%

+4.20%

ZGRO.TO vs. TBAL.TO - Expense Ratio Comparison

ZGRO.TO has a 0.18% expense ratio, which is higher than TBAL.TO's 0.15% 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

ZGRO.TO vs. TBAL.TO - Dividend Comparison

ZGRO.TO's dividend yield for the trailing twelve months is around 2.24%, less than TBAL.TO's 2.29% yield.


PositionTTM2025202420232022202120202019
TBAL.TO
TD Balanced ETF Portfolio
2.29%2.56%2.55%2.65%2.65%1.75%0.88%0.00%
ZGRO.TO
BMO Growth ETF
2.24%3.38%5.76%6.81%7.63%6.65%7.47%6.95%

Frequently Asked Questions


ZGRO.TO and TBAL.TO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TBAL.TO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TBAL.TO is cheaper with a 0.15% expense ratio, compared with 0.18% for ZGRO.TO.

They also come from different issuers: BMO and TD. Their fees differ too: 0.18% for ZGRO.TO and 0.15% for TBAL.TO.

Portfolio Optimizer

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