Join Fund Library now and get free access to personalized features to help you manage your investments.
Canadian Fixed Income
Click for more information on Fundata’s FundGrade
Click for more information on Fundata’s FundGrade.
2020, 2019, 2018
Click for more information on Fundata’s FundGrade
|
Close (12-03-2024) |
$13.99 |
|---|---|
| Change |
-$0.04
(-0.28%)
|
| Open | $14.04 |
|---|---|
| Day Range | $13.99 - $14.04 |
| Volume | 266,024 |
As at October 31, 2024
As at October 31, 2024
Loading...
Loading...
Inception Return (January 20, 2010): 2.80%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | -1.03% | 1.21% | 6.64% | 3.18% | 11.33% | 5.50% | -0.15% | -1.05% | 0.37% | 1.93% | 1.54% | 1.27% | 1.72% | 1.96% |
| Benchmark | -1.07% | 1.25% | 6.50% | 3.09% | 11.09% | 5.28% | -0.23% | -1.11% | 0.36% | 1.97% | 1.60% | 1.33% | 1.81% | 2.06% |
| Category Average | -1.07% | 6.21% | 6.21% | 2.91% | 11.20% | 5.33% | -0.72% | -1.26% | 0.06% | 1.43% | 0.98% | 0.80% | 1.19% | 1.26% |
| Category Rank | 384 / 660 | 353 / 652 | 233 / 635 | 371 / 627 | 364 / 625 | 369 / 601 | 238 / 581 | 299 / 549 | 272 / 525 | 212 / 488 | 186 / 445 | 181 / 417 | 158 / 370 | 123 / 328 |
| Quartile Ranking | 3 | 3 | 2 | 3 | 3 | 3 | 2 | 3 | 3 | 2 | 2 | 2 | 2 | 2 |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 4.32% | 3.43% | -1.40% | -0.32% | 0.49% | -2.04% | 1.80% | 1.14% | 2.35% | 0.34% | 1.92% | -1.03% |
| Benchmark | 4.21% | 3.42% | -1.36% | -0.40% | 0.48% | -1.95% | 0.00% | 2.98% | 2.14% | 0.52% | 1.82% | -1.07% |
4.58% (January 2015)
-3.50% (April 2022)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 8.43% | 3.24% | 1.54% | 2.30% | 1.24% | 6.78% | 8.56% | -2.63% | -11.79% | 6.65% |
| Benchmark | 9.10% | 3.57% | 1.54% | 2.70% | 1.29% | 6.97% | 8.61% | -2.71% | -11.46% | 6.38% |
| Category Average | 7.06% | 1.07% | 1.60% | 1.96% | -0.34% | 6.21% | 8.18% | -2.79% | -12.16% | 6.16% |
| Quartile Ranking | 1 | 1 | 3 | 2 | 2 | 2 | 2 | 3 | 2 | 2 |
| Category Rank | 63/ 315 | 56/ 345 | 226/ 379 | 155/ 424 | 113/ 450 | 173/ 497 | 249/ 527 | 287/ 558 | 274/ 587 | 264/ 602 |
8.56% (2020)
-11.79% (2022)
| Name | Percent |
|---|---|
| Canadian Government Bonds | 74.49 |
| Canadian Corporate Bonds | 24.49 |
| Cash and Equivalents | 0.55 |
| Foreign Government Bonds | 0.29 |
| Mortgages | 0.12 |
| Other | 0.06 |
| Name | Percent |
|---|---|
| Fixed Income | 99.42 |
| Cash and Cash Equivalent | 0.56 |
| Financial Services | 0.02 |
| Name | Percent |
|---|---|
| North America | 99.98 |
| Asia | 0.02 |
| Name | Percent |
|---|---|
| Canada Government 3.00% 01-Jun-2034 | 1.44 |
| Canada Government 3.50% 01-Sep-2029 | 1.29 |
| Canada Government 1.50% 01-Jun-2031 | 1.29 |
| Canada Government 4.00% 01-Mar-2029 | 1.21 |
| Canada Government 2.00% 01-Dec-2051 | 1.13 |
| Canada Government 4.00% 01-May-2026 | 1.12 |
| Canada Government 1.50% 01-Dec-2031 | 1.12 |
| Canada Government 4.50% 01-Feb-2026 | 1.10 |
| Canada Government 2.75% 01-Dec-2055 | 1.08 |
| Canada Government 1.25% 01-Jun-2030 | 1.06 |
BMO Aggregate Bond Index ETF
Median
Other - Canadian Fixed Income
| Standard Deviation | 7.37% | 6.55% | 5.40% |
|---|---|---|---|
| Beta | 1.02% | 1.00% | 0.99% |
| Alpha | 0.00% | 0.00% | 0.00% |
| Rsquared | 0.95% | 0.95% | 0.96% |
| Sharpe | -0.45% | -0.26% | 0.09% |
| Sortino | -0.53% | -0.50% | -0.24% |
| Treynor | -0.03% | -0.02% | 0.01% |
| Tax Efficiency | - | - | 37.47% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 6.75% | 7.37% | 6.55% | 5.40% |
| Beta | 0.90% | 1.02% | 1.00% | 0.99% |
| Alpha | 0.01% | 0.00% | 0.00% | 0.00% |
| Rsquared | 0.85% | 0.95% | 0.95% | 0.96% |
| Sharpe | 0.94% | -0.45% | -0.26% | 0.09% |
| Sortino | 2.54% | -0.53% | -0.50% | -0.24% |
| Treynor | 0.07% | -0.03% | -0.02% | 0.01% |
| Tax Efficiency | 86.92% | - | - | 37.47% |
| Start Date | January 20, 2010 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Monthly |
| Assets ($mil) | $10,416 |
| 52 Week High | $14.14 |
| 52 Week Low | $13.19 |
| Annual Dividend | $0.48 |
| Annual Yield | - |
| Index | FTSE TMX Canada UniverseXM Bond Index |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
BMO Aggregate Bond Index ETF has been designed to replicate, to the extent possible, the performance of the FTSE Canada Universe Bond Index™, net of expenses. The Fund invests in a variety of debt securities primarily with a term to maturity greater than one year. Securities held in the Index are a broad measure of the Canadian investment-grade fixed income market consisting of Federal, Provincial and Corporate bonds.
ZAG generally invests in a variety of debt securities primarily with a term to maturity greater than one year and a credit rating of BBB or higher. These securities represent the Canadian bond market across federal, provincial and corporate issuers in Canada.
| Name | Start Date |
|---|---|
| BMO Asset Management Inc. | 01-19-2010 |
| Fund Manager | BMO Asset Management Inc. |
|---|---|
| Advisor | BMO Asset Management Inc. |
| Custodian | State Street Trust Company Canada |
| Registrar | State Street Trust Company Canada |
| Distributor | - |
| Auditor | PriceWaterhouseCoopers LLP |
| MER | 0.09% |
|---|---|
| Management Fee | 0.08% |
Join Fund Library now and get free access to personalized features to help you manage your investments.
Fund Library
