PLDI.TO's Sortino Ratio of 0.88 indicates that for each unit of downside volatility, it generates 0.88 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 25, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
PLDI.TO Sortino Ratio Rank
PLDI.TO ranks above 23.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
PLDI.TO Sortino Ratio Market Positioning
The chart shows PLDI.TO's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.95 or lower
- Yellow zone (middle 50%): 0.95 to 2.44
- Green zone (top 25%): 2.44 or higher
- Top 1%: 13.97+
- Median: 1.78 — half of all investments score higher
How it compares to other similar ETFs
The table compares PIMCO Low Duration Monthly Income Fund (Canada)'s Sortino Ratio with other ETFs in the Short-Term Bond, Global Bonds, Multisector Bonds, Actively Managed category across multiple time periods, showing how PLDI.TO's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CBNK.TO | Mulvihill Canadian Bank Enhanced Yield ETF | 6.57 | |||
| PDF.TO | Purpose Core Dividend Fund | 5.81 | |||
| RPDH.TO | RBC Quant European Dividend Leaders CAD Hedged ETF | 4.19 | |||
| PRA.TO | Purpose Diversified Real Asset Fund | 4.13 | |||
| CROP.TO | Purpose Credit Opportunities Fund | 4.10 | |||
| RIRA.TO | Russell Investments Real Assets | 4.03 | |||
| DIVS.TO | Evolve Active Canadian Preferred Share Fund | 3.43 | |||
| CNCC.TO | Global X Canadian S&P/TSX 60 Covered Call ETF | 3.43 | |||
| ONEQ.TO | CI Global Core Plus Equity ETF | 3.35 | |||
| PR.TO | Lysander-Slater Preferred Share ActivETF | 3.31 | |||
| PLDI.TO | PIMCO Low Duration Monthly Income Fund (Canada) | 0.88 |
Historical Sortino Ratio
The chart shows PLDI.TO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when PLDI.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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