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ZMI.TO vs. PYF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZMI.TO vs. PYF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Monthly Income ETF (ZMI.TO) and Purpose Premium Yield Fund Series ETF (PYF.TO). The values are adjusted to include any dividend payments, if applicable.

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ZMI.TO vs. PYF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZMI.TO
BMO Monthly Income ETF
2.98%7.88%13.43%9.00%-5.89%11.25%2.40%13.37%-2.52%4.84%
PYF.TO
Purpose Premium Yield Fund Series ETF
-0.23%5.45%7.42%8.40%5.25%4.95%-1.59%7.28%2.01%3.61%

Returns By Period

In the year-to-date period, ZMI.TO achieves a 2.98% return, which is significantly higher than PYF.TO's -0.23% return. Over the past 10 years, ZMI.TO has outperformed PYF.TO with an annualized return of 6.17%, while PYF.TO has yielded a comparatively lower 4.48% annualized return.


ZMI.TO

1D
1.29%
1M
-2.24%
YTD
2.98%
6M
2.10%
1Y
8.46%
3Y*
10.12%
5Y*
6.90%
10Y*
6.17%

PYF.TO

1D
0.30%
1M
0.30%
YTD
-0.23%
6M
-0.41%
1Y
2.80%
3Y*
6.23%
5Y*
5.87%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZMI.TO vs. PYF.TO - Expense Ratio Comparison


Return for Risk

ZMI.TO vs. PYF.TO — Risk / Return Rank

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

ZMI.TO
ZMI.TO Risk / Return Rank: 5050
Overall Rank
ZMI.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ZMI.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
ZMI.TO Omega Ratio Rank: 5555
Omega Ratio Rank
ZMI.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
ZMI.TO Martin Ratio Rank: 4848
Martin Ratio Rank

PYF.TO
PYF.TO Risk / Return Rank: 2525
Overall Rank
PYF.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PYF.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
PYF.TO Omega Ratio Rank: 3131
Omega Ratio Rank
PYF.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
PYF.TO Martin Ratio Rank: 2727
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.

ZMI.TO vs. PYF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Monthly Income ETF (ZMI.TO) and Purpose Premium Yield Fund Series ETF (PYF.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.


ZMI.TOPYF.TODifference

Sharpe ratio

Return per unit of total volatility

0.94

0.45

+0.49

Sortino ratio

Return per unit of downside risk

1.25

0.75

+0.51

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.19

0.41

+0.78

Martin ratio

Return relative to average drawdown

4.53

2.26

+2.27

ZMI.TO vs. PYF.TO - Sharpe Ratio Comparison

The current ZMI.TO Sharpe Ratio is 0.94, which is higher than the PYF.TO Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of ZMI.TO and PYF.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


ZMI.TOPYF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.45

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

1.14

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.68

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.69

+0.03

Correlation

The correlation between ZMI.TO and PYF.TO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ZMI.TO vs. PYF.TO - Dividend Comparison

ZMI.TO's dividend yield for the trailing twelve months is around 4.30%, less than PYF.TO's 7.62% yield.


TTM20252024202320222021202020192018201720162015
ZMI.TO
BMO Monthly Income ETF
4.30%4.54%4.68%4.94%4.49%3.71%4.21%4.24%4.58%4.06%3.89%3.89%
PYF.TO
Purpose Premium Yield Fund Series ETF
7.62%7.84%7.66%7.47%5.78%5.74%5.69%5.29%5.38%5.83%6.59%0.00%

Drawdowns

ZMI.TO vs. PYF.TO - Drawdown Comparison

The maximum ZMI.TO drawdown since its inception was -26.65%, which is greater than PYF.TO's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for ZMI.TO and PYF.TO.


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Drawdown Indicators


ZMI.TOPYF.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.65%

-20.53%

-6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.66%

-5.13%

-2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-12.65%

-5.57%

-7.08%

Max Drawdown (10Y)

Largest decline over 10 years

-26.65%

-20.53%

-6.12%

Current Drawdown

Current decline from peak

-2.24%

-0.98%

-1.26%

Average Drawdown

Average peak-to-trough decline

-2.14%

-0.99%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

0.93%

+1.10%

Volatility

ZMI.TO vs. PYF.TO - Volatility Comparison

BMO Monthly Income ETF (ZMI.TO) has a higher volatility of 3.14% compared to Purpose Premium Yield Fund Series ETF (PYF.TO) at 0.88%. This indicates that ZMI.TO's price experiences larger fluctuations and is considered to be riskier than PYF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZMI.TOPYF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

0.88%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

5.97%

2.20%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

9.09%

6.35%

+2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

5.17%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

6.66%

+2.17%