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CIE.NEO vs. PMIF-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIE.NEO vs. PMIF-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares International Fundamental Common Class (CIE.NEO) and PIMCO Monthly Income Fund (Canada) (PMIF-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CIE.NEO is traded in CAD, while PMIF-U.TO is traded in USD. To make them comparable, the PMIF-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CIE.NEO achieves a 18.32% return, which is significantly higher than PMIF-U.TO's 1.93% return.


CIE.NEO

1D
0.42%
1M
6.88%
YTD
18.32%
6M
20.08%
1Y
40.12%
3Y*
24.89%
5Y*
15.60%
10Y*
11.97%

PMIF-U.TO

1D
0.20%
1M
2.60%
YTD
1.93%
6M
0.37%
1Y
8.51%
3Y*
7.36%
5Y*
5.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIE.NEO vs. PMIF-U.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CIE.NEO
iShares International Fundamental Common Class
18.32%34.92%12.83%15.59%-2.83%14.42%1.33%11.29%-7.26%
PMIF-U.TO
PIMCO Monthly Income Fund (Canada)
1.93%4.02%12.75%4.86%-1.40%1.14%1.68%1.76%6.82%

Correlation

The correlation between CIE.NEO and PMIF-U.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.05

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2018

-0.09

The correlation between CIE.NEO and PMIF-U.TO shifts across timeframes, from -0.09 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CIE.NEO vs. PMIF-U.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIE.NEO
CIE.NEO Risk / Return Rank: 8383
Overall Rank
CIE.NEO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CIE.NEO Sortino Ratio Rank: 8888
Sortino Ratio Rank
CIE.NEO Omega Ratio Rank: 8989
Omega Ratio Rank
CIE.NEO Calmar Ratio Rank: 7474
Calmar Ratio Rank
CIE.NEO Martin Ratio Rank: 7979
Martin Ratio Rank

PMIF-U.TO
PMIF-U.TO Risk / Return Rank: 5656
Overall Rank
PMIF-U.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PMIF-U.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
PMIF-U.TO Omega Ratio Rank: 6262
Omega Ratio Rank
PMIF-U.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
PMIF-U.TO Martin Ratio Rank: 4949
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.

CIE.NEO vs. PMIF-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Fundamental Common Class (CIE.NEO) and PIMCO Monthly Income Fund (Canada) (PMIF-U.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.


CIE.NEOPMIF-U.TODifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.55

1.30

+0.25

Calmar ratioReturn relative to maximum drawdown

3.63

2.39

+1.24

Martin ratioReturn relative to average drawdown

15.02

5.49

+9.53

CIE.NEO vs. PMIF-U.TO - Sharpe Ratio Comparison

The current CIE.NEO Sharpe Ratio is 2.89, which is higher than the PMIF-U.TO Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of CIE.NEO and PMIF-U.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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Sharpe Ratios by Period


CIE.NEOPMIF-U.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

1.66

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.83

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.59

-0.15

Drawdowns

CIE.NEO vs. PMIF-U.TO - Drawdown Comparison

The maximum CIE.NEO drawdown since its inception was -40.08%, which is greater than PMIF-U.TO's maximum drawdown of -12.80%. Use the drawdown chart below to compare losses from any high point for CIE.NEO and PMIF-U.TO.


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Drawdown Indicators


CIE.NEOPMIF-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.08%

-12.80%

-27.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-3.57%

-7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-15.44%

-6.47%

-8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

-8.75%

-11.80%

Max Drawdown (10Y)

Largest decline over 10 years

-40.08%

Current Drawdown

Current decline from peak

0.00%

-0.58%

+0.58%

Average Drawdown

Average peak-to-trough decline

-7.13%

-2.69%

-4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.55%

+1.13%

Volatility

CIE.NEO vs. PMIF-U.TO - Volatility Comparison

iShares International Fundamental Common Class (CIE.NEO) has a higher volatility of 4.82% compared to PIMCO Monthly Income Fund (Canada) (PMIF-U.TO) at 1.29%. This indicates that CIE.NEO's price experiences larger fluctuations and is considered to be riskier than PMIF-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIE.NEOPMIF-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

1.29%

+3.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

3.79%

+7.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

5.14%

+8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.85%

7.65%

+6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

8.92%

+9.26%

CIE.NEO vs. PMIF-U.TO - Expense Ratio Comparison

CIE.NEO has a 0.73% expense ratio, which is lower than PMIF-U.TO's 0.84% expense ratio.


Dividends

CIE.NEO vs. PMIF-U.TO - Dividend Comparison

CIE.NEO's dividend yield for the trailing twelve months is around 2.11%, less than PMIF-U.TO's 3.93% yield.


PositionTTM20252024202320222021202020192018201720162015
CIE.NEO
iShares International Fundamental Common Class
2.11%2.53%2.82%3.08%3.32%2.89%2.15%3.63%3.12%2.67%2.80%2.44%
PMIF-U.TO
PIMCO Monthly Income Fund (Canada)
3.93%3.96%4.91%4.53%2.82%2.40%2.68%2.38%0.59%0.00%0.00%0.00%

Frequently Asked Questions


CIE.NEO and PMIF-U.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CIE.NEO is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CIE.NEO is cheaper with a 0.73% expense ratio, compared with 0.84% for PMIF-U.TO.

CIE.NEO is categorized as Global Equities, while PMIF-U.TO is Multisector Bonds. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.73% for CIE.NEO and 0.84% for PMIF-U.TO.

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