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CMR.TO vs. PFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMR.TO vs. PFL - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Premium Money Market ETF (CMR.TO) and PIMCO Income Strategy Fund (PFL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CMR.TO is traded in CAD, while PFL is traded in USD. To make them comparable, the PFL values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CMR.TO achieves a 0.97% return, which is significantly higher than PFL's -3.06% return. Over the past 10 years, CMR.TO has underperformed PFL with an annualized return of 1.89%, while PFL has yielded a comparatively higher 8.65% annualized return.


CMR.TO

1D
0.00%
1M
0.19%
YTD
0.97%
6M
1.05%
1Y
2.37%
3Y*
3.73%
5Y*
2.94%
10Y*
1.89%

PFL

1D
-0.88%
1M
-1.58%
YTD
-3.06%
6M
-4.41%
1Y
4.46%
3Y*
11.71%
5Y*
3.72%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMR.TO vs. PFL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMR.TO
iShares Premium Money Market ETF
0.97%2.68%4.70%4.70%1.71%0.00%0.47%1.63%1.29%0.63%
PFL
PIMCO Income Strategy Fund
-3.06%7.84%21.09%14.71%-12.07%3.67%5.30%13.77%10.71%13.54%

Correlation

The correlation between CMR.TO and PFL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.06

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

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

-0.02

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Return for Risk

CMR.TO vs. PFL — Risk / Return Rank

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

CMR.TO
CMR.TO Risk / Return Rank: 9999
Overall Rank
CMR.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 9999
Martin Ratio Rank

PFL
PFL Risk / Return Rank: 55
Overall Rank
PFL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PFL Sortino Ratio Rank: 44
Sortino Ratio Rank
PFL Omega Ratio Rank: 55
Omega Ratio Rank
PFL Calmar Ratio Rank: 55
Calmar Ratio Rank
PFL Martin Ratio Rank: 66
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.

CMR.TO vs. PFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Premium Money Market ETF (CMR.TO) and PIMCO Income Strategy Fund (PFL). 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.


CMR.TOPFLDifference
Sharpe ratioReturn per unit of total volatility

+10.14

Sortino ratioReturn per unit of downside risk

+20.40

Omega ratioGain probability vs. loss probability

9.57

1.10

+8.47

Calmar ratioReturn relative to maximum drawdown

25.44

0.60

+24.83

Martin ratioReturn relative to average drawdown

187.33

1.93

+185.39

CMR.TO vs. PFL - Sharpe Ratio Comparison

The current CMR.TO Sharpe Ratio is 10.61, which is higher than the PFL Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of CMR.TO and PFL, 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


CMR.TOPFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.61

0.46

+10.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

10.67

0.28

+10.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

7.02

0.49

+6.53

Sharpe Ratio (All Time)

Calculated using the full available price history

3.84

0.69

+3.15

Drawdowns

CMR.TO vs. PFL - Drawdown Comparison

The maximum CMR.TO drawdown since its inception was -0.52%, smaller than the maximum PFL drawdown of -43.44%. Use the drawdown chart below to compare losses from any high point for CMR.TO and PFL.


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Drawdown Indicators


CMR.TOPFLDifference

Max Drawdown

Largest peak-to-trough decline

-0.52%

-43.44%

+42.92%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

-7.43%

+7.34%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-11.64%

+11.55%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-31.19%

+31.10%

Max Drawdown (10Y)

Largest decline over 10 years

-0.14%

-43.44%

+43.30%

Current Drawdown

Current decline from peak

-0.02%

-5.09%

+5.07%

Average Drawdown

Average peak-to-trough decline

-0.01%

-6.73%

+6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.31%

-2.30%

Volatility

CMR.TO vs. PFL - Volatility Comparison

The current volatility for iShares Premium Money Market ETF (CMR.TO) is 0.05%, while PIMCO Income Strategy Fund (PFL) has a volatility of 2.62%. This indicates that CMR.TO experiences smaller price fluctuations and is considered to be less risky than PFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMR.TOPFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

2.62%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

8.13%

-7.95%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

9.66%

-9.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.28%

13.44%

-13.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.27%

17.66%

-17.39%

Dividends

CMR.TO vs. PFL - Dividend Comparison

CMR.TO's dividend yield for the trailing twelve months is around 2.48%, less than PFL's 12.72% yield.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.48%2.81%4.56%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%
PFL
PIMCO Income Strategy Fund
12.72%11.59%11.66%11.57%12.04%9.53%9.44%9.11%9.94%9.25%10.22%11.09%

Frequently Asked Questions


CMR.TO and PFL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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