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CAPM.TO vs. PLDI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAPM.TO vs. PLDI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) and PIMCO Low Duration Monthly Income Fund (Canada) (PLDI.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, CAPM.TO achieves a -0.07% return, which is significantly higher than PLDI.TO's -0.28% return.


CAPM.TO

1D
-0.14%
1M
-1.01%
6M
-0.27%
YTD
-0.07%
1Y
2.41%
3Y*
5Y*
10Y*
ALL TIME*
3.71%

PLDI.TO

1D
-0.22%
1M
-0.96%
6M
-0.02%
YTD
-0.28%
1Y
2.24%
3Y*
4.85%
5Y*
2.99%
10Y*
ALL TIME*
3.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$350.96KCA$289.20KCA$368.04K
CA$156.19KCA$158.40KCA$132.63K

CAPM.TO vs. PLDI.TO - Yearly Performance Comparison


Correlation

The correlation between CAPM.TO and PLDI.TO is 0.19, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2024

0.22

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Return for Risk

CAPM.TO vs. PLDI.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CAPM.TO
CAPM.TO Risk / Return Rank: 3232
Overall Rank
CAPM.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CAPM.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
CAPM.TO Omega Ratio Rank: 3232
Omega Ratio Rank
CAPM.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
CAPM.TO Martin Ratio Rank: 3636
Martin Ratio Rank

PLDI.TO
PLDI.TO Risk / Return Rank: 3030
Overall Rank
PLDI.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
PLDI.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
PLDI.TO Omega Ratio Rank: 2525
Omega Ratio Rank
PLDI.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
PLDI.TO Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CAPM.TO vs. PLDI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) and PIMCO Low Duration Monthly Income Fund (Canada) (PLDI.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.


CAPM.TOPLDI.TODifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.16

1.12

+0.04

Calmar ratioReturn relative to maximum drawdown

1.00

1.43

-0.43

Martin ratioReturn relative to average drawdown

3.79

4.16

-0.36

CAPM.TO vs. PLDI.TO - Sharpe Ratio Comparison

The current CAPM.TO Sharpe Ratio is 0.86, which is higher than the PLDI.TO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CAPM.TO and PLDI.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

CAPM.TO vs. PLDI.TO - Drawdown Comparison

The maximum CAPM.TO drawdown since its inception was -4.18%, smaller than the maximum PLDI.TO drawdown of -6.86%. Use the drawdown chart below to compare losses from any high point for CAPM.TO and PLDI.TO.


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Drawdown Indicators


CAPM.TOPLDI.TODifference

Max Drawdown

Largest peak-to-trough decline

-4.18%

-6.86%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-2.03%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-5.56%

Current Drawdown

Current decline from peak

-1.24%

-1.07%

-0.17%

Average Drawdown

Average peak-to-trough decline

-0.60%

-1.05%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.70%

-0.04%

Volatility

CAPM.TO vs. PLDI.TO - Volatility Comparison

The current volatility for Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) is 0.58%, while PIMCO Low Duration Monthly Income Fund (Canada) (PLDI.TO) has a volatility of 1.14%. This indicates that CAPM.TO experiences smaller price fluctuations and is considered to be less risky than PLDI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAPM.TOPLDI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

1.14%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.15%

3.52%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

4.60%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

4.18%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.33%

4.24%

-0.91%

CAPM.TO vs. PLDI.TO - Expense Ratio Comparison

CAPM.TO has a 0.42% expense ratio, which is lower than PLDI.TO's 0.87% expense ratio.


Dividends

CAPM.TO vs. PLDI.TO - Dividend Comparison

CAPM.TO's dividend yield for the trailing twelve months is around 5.73%, more than PLDI.TO's 3.55% yield.


PositionTTM2025202420232022202120202019
CAPM.TO
Capital Group Multi-Sector Income Select ETF (Canada)
5.73%5.35%1.04%0.00%0.00%0.00%0.00%0.00%
PLDI.TO
PIMCO Low Duration Monthly Income Fund (Canada)
3.55%4.36%7.04%5.80%3.29%2.04%4.78%2.50%

Frequently Asked Questions


CAPM.TO and PLDI.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CAPM.TO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CAPM.TO is cheaper with a 0.42% expense ratio, compared with 0.87% for PLDI.TO.

CAPM.TO is categorized as Multisector Bonds, while PLDI.TO is Short-Term Bond. They also come from different issuers: Capital Group and PIMCO. Their fees differ too: 0.42% for CAPM.TO and 0.87% for PLDI.TO.

Portfolio Optimizer

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