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

Performance

ZMI.TO vs. ZCM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Monthly Income ETF (ZMI.TO) and BMO Mid Corporate Bond Index ETF (ZCM.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, ZMI.TO achieves a 9.27% return, which is significantly higher than ZCM.TO's 2.02% return. Over the past 10 years, ZMI.TO has outperformed ZCM.TO with an annualized return of 6.85%, while ZCM.TO has yielded a comparatively lower 3.02% annualized return.


ZMI.TO

1D
0.35%
1M
2.97%
YTD
9.27%
6M
6.28%
1Y
15.52%
3Y*
12.55%
5Y*
7.84%
10Y*
6.85%

ZCM.TO

1D
0.06%
1M
1.72%
YTD
2.02%
6M
2.64%
1Y
5.41%
3Y*
7.38%
5Y*
2.32%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ZMI.TO
BMO Monthly Income ETF
9.27%8.04%13.60%9.17%-5.76%11.38%2.54%13.52%-2.39%4.98%
ZCM.TO
BMO Mid Corporate Bond Index ETF
2.02%5.06%8.07%7.97%-10.18%-2.08%10.35%8.60%0.58%2.29%

Correlation

The correlation between ZMI.TO and ZCM.TO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.46

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

0.39

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

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2011

0.17

Over the past year, ZMI.TO and ZCM.TO have become more correlated (0.44) than their long-term average of 0.17, meaning their price movements have been converging.

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Return for Risk

ZMI.TO vs. ZCM.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: 7575
Overall Rank
ZMI.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ZMI.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
ZMI.TO Omega Ratio Rank: 8484
Omega Ratio Rank
ZMI.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
ZMI.TO Martin Ratio Rank: 6666
Martin Ratio Rank

ZCM.TO
ZCM.TO Risk / Return Rank: 3838
Overall Rank
ZCM.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ZCM.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
ZCM.TO Omega Ratio Rank: 3838
Omega Ratio Rank
ZCM.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
ZCM.TO Martin Ratio Rank: 3737
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. ZCM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Monthly Income ETF (ZMI.TO) and BMO Mid Corporate Bond Index ETF (ZCM.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.


ZMI.TOZCM.TODifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.44

1.23

+0.22

Calmar ratioReturn relative to maximum drawdown

3.28

1.76

+1.52

Martin ratioReturn relative to average drawdown

10.68

5.07

+5.61

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

The current ZMI.TO Sharpe Ratio is 2.15, which is higher than the ZCM.TO Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of ZMI.TO and ZCM.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

ZMI.TO vs. ZCM.TO - Drawdown Comparison

The maximum ZMI.TO drawdown since its inception was -26.64%, roughly equal to the maximum ZCM.TO drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for ZMI.TO and ZCM.TO.


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Drawdown Indicators


ZMI.TOZCM.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.64%

-26.06%

-0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-3.08%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-8.80%

-4.02%

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-12.68%

-15.81%

+3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-26.64%

-26.06%

-0.58%

Current Drawdown

Current decline from peak

-0.10%

-0.31%

+0.21%

Average Drawdown

Average peak-to-trough decline

-2.09%

-2.60%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

1.07%

+0.39%

Volatility

ZMI.TO vs. ZCM.TO - Volatility Comparison

BMO Monthly Income ETF (ZMI.TO) has a higher volatility of 2.63% compared to BMO Mid Corporate Bond Index ETF (ZCM.TO) at 1.71%. This indicates that ZMI.TO's price experiences larger fluctuations and is considered to be riskier than ZCM.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.TOZCM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

1.71%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

3.53%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

7.24%

4.52%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.45%

6.10%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.87%

8.76%

+0.11%

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

ZMI.TO has a 0.18% expense ratio, which is lower than ZCM.TO's 0.33% expense ratio.


Dividends

ZMI.TO vs. ZCM.TO - Dividend Comparison

ZMI.TO's dividend yield for the trailing twelve months is around 3.99%, less than ZCM.TO's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
ZCM.TO
BMO Mid Corporate Bond Index ETF
4.25%4.03%3.85%3.94%3.81%3.30%3.13%3.34%3.23%3.04%3.18%3.43%
ZMI.TO
BMO Monthly Income ETF
3.99%4.67%4.82%5.09%4.63%3.82%4.34%4.37%4.72%4.18%4.01%4.01%

Frequently Asked Questions


ZMI.TO and ZCM.TO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZMI.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZMI.TO is cheaper with a 0.18% expense ratio, compared with 0.33% for ZCM.TO.

ZMI.TO is categorized as Diversified Portfolio, while ZCM.TO is Corporate Bonds. Their fees differ too: 0.18% for ZMI.TO and 0.33% for ZCM.TO.

Portfolio Optimizer

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