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CORE.TO vs. CLG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORE.TO vs. CLG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in PIMCO Canadian Core Bond Fund (CORE.TO) and iShares 1-10 Year Laddered Government Bond Index ETF (CLG.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, CORE.TO achieves a 2.24% return, which is significantly higher than CLG.TO's 1.12% return.


CORE.TO

1D
0.00%
1M
1.93%
YTD
2.24%
6M
1.42%
1Y
4.48%
3Y*
5Y*
10Y*

CLG.TO

1D
-0.06%
1M
1.14%
YTD
1.12%
6M
0.59%
1Y
2.87%
3Y*
4.04%
5Y*
1.34%
10Y*
1.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORE.TO vs. CLG.TO - Yearly Performance Comparison


2026 (YTD)20252024
CORE.TO
PIMCO Canadian Core Bond Fund
2.24%4.02%0.77%
CLG.TO
iShares 1-10 Year Laddered Government Bond Index ETF
1.12%3.35%1.31%

Correlation

The correlation between CORE.TO and CLG.TO is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2024

0.83

The correlation between CORE.TO and CLG.TO has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.

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Return for Risk

CORE.TO vs. CLG.TO — Risk / Return Rank

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

CORE.TO
CORE.TO Risk / Return Rank: 2929
Overall Rank
CORE.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CORE.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
CORE.TO Omega Ratio Rank: 2929
Omega Ratio Rank
CORE.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
CORE.TO Martin Ratio Rank: 2727
Martin Ratio Rank

CLG.TO
CLG.TO Risk / Return Rank: 2727
Overall Rank
CLG.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CLG.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
CLG.TO Omega Ratio Rank: 2626
Omega Ratio Rank
CLG.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
CLG.TO Martin Ratio Rank: 2727
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.

CORE.TO vs. CLG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Canadian Core Bond Fund (CORE.TO) and iShares 1-10 Year Laddered Government Bond Index ETF (CLG.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.


CORE.TOCLG.TODifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.19

1.18

+0.02

Calmar ratioReturn relative to maximum drawdown

1.50

1.49

+0.01

Martin ratioReturn relative to average drawdown

3.71

3.71

0.00

CORE.TO vs. CLG.TO - Sharpe Ratio Comparison

The current CORE.TO Sharpe Ratio is 1.09, which is comparable to the CLG.TO Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of CORE.TO and CLG.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


CORE.TOCLG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.96

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.54

+0.26

Drawdowns

CORE.TO vs. CLG.TO - Drawdown Comparison

The maximum CORE.TO drawdown since its inception was -3.48%, smaller than the maximum CLG.TO drawdown of -10.74%. Use the drawdown chart below to compare losses from any high point for CORE.TO and CLG.TO.


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Drawdown Indicators


CORE.TOCLG.TODifference

Max Drawdown

Largest peak-to-trough decline

-3.48%

-10.74%

+7.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-1.93%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-9.96%

Max Drawdown (10Y)

Largest decline over 10 years

-10.74%

Current Drawdown

Current decline from peak

-0.27%

-0.56%

+0.29%

Average Drawdown

Average peak-to-trough decline

-1.36%

-2.00%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

0.77%

+0.44%

Volatility

CORE.TO vs. CLG.TO - Volatility Comparison

PIMCO Canadian Core Bond Fund (CORE.TO) has a higher volatility of 1.46% compared to iShares 1-10 Year Laddered Government Bond Index ETF (CLG.TO) at 1.13%. This indicates that CORE.TO's price experiences larger fluctuations and is considered to be riskier than CLG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORE.TOCLG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.13%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

2.34%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

3.00%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.01%

4.31%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.01%

4.34%

+0.67%

CORE.TO vs. CLG.TO - Expense Ratio Comparison

CORE.TO has a 0.32% expense ratio, which is higher than CLG.TO's 0.17% expense ratio.


Dividends

CORE.TO vs. CLG.TO - Dividend Comparison

CORE.TO's dividend yield for the trailing twelve months is around 3.36%, more than CLG.TO's 2.54% yield.


PositionTTM20252024202320222021202020192018201720162015
CLG.TO
iShares 1-10 Year Laddered Government Bond Index ETF
2.54%2.54%2.53%2.51%2.55%2.61%2.59%2.88%3.02%3.17%3.25%3.34%
CORE.TO
PIMCO Canadian Core Bond Fund
3.36%3.42%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CORE.TO and CLG.TO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CLG.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLG.TO is cheaper with a 0.17% expense ratio, compared with 0.32% for CORE.TO.

They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.32% for CORE.TO and 0.17% for CLG.TO.

Portfolio Optimizer

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