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Canadian Fixed Income
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2020, 2019, 2018
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|
NAVPS (11-20-2024) |
$13.74 |
|---|---|
| Change |
-$0.05
(-0.37%)
|
As at October 31, 2024
As at October 31, 2024
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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% | 1.10% | 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 | 383 / 660 | 353 / 653 | 232 / 636 | 371 / 629 | 364 / 627 | 371 / 603 | 238 / 582 | 299 / 550 | 272 / 526 | 212 / 489 | 186 / 446 | 181 / 418 | 158 / 371 | 123 / 329 |
| 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/ 316 | 56/ 346 | 226/ 380 | 155/ 425 | 113/ 451 | 173/ 498 | 249/ 528 | 287/ 559 | 274/ 588 | 266/ 604 |
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 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| N/A | ||
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 |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 0.09% |
|---|---|
| Management Fee | 0.08% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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