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HFR.TO vs. PMNT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFR.TO vs. PMNT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.TO) and PIMCO Global Short Maturity Fund (Canada) (PMNT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with HFR.TO having a 1.72% return and PMNT.TO slightly lower at 1.69%.


HFR.TO

1D
0.15%
1M
0.15%
6M
1.22%
YTD
1.72%
1Y
3.22%
3Y*
5.45%
5Y*
3.94%
10Y*
3.27%
ALL TIME*
2.88%

PMNT.TO

1D
0.05%
1M
0.15%
6M
1.46%
YTD
1.69%
1Y
3.01%
3Y*
4.13%
5Y*
2.97%
10Y*
ALL TIME*
2.53%
*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$431.61KCA$415.88KCA$491.02K
CA$78.37KCA$50.53KCA$54.61K

HFR.TO vs. PMNT.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HFR.TO
Global X Active Ultra-Short Term Investment Grade Bond ETF
1.72%4.04%6.89%7.86%-0.77%0.68%3.52%3.55%
PMNT.TO
PIMCO Global Short Maturity Fund (Canada)
1.69%3.11%5.26%5.42%-0.37%0.35%1.21%2.41%

Correlation

The correlation between HFR.TO and PMNT.TO is -0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.00

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2019

0.03

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Return for Risk

HFR.TO vs. PMNT.TO — Risk / Return Rank

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

HFR.TO
HFR.TO Risk / Return Rank: 9696
Overall Rank
HFR.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HFR.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
HFR.TO Omega Ratio Rank: 9696
Omega Ratio Rank
HFR.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
HFR.TO Martin Ratio Rank: 9797
Martin Ratio Rank

PMNT.TO
PMNT.TO Risk / Return Rank: 8383
Overall Rank
PMNT.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PMNT.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
PMNT.TO Omega Ratio Rank: 9090
Omega Ratio Rank
PMNT.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
PMNT.TO Martin Ratio Rank: 9191
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.

HFR.TO vs. PMNT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.TO) and PIMCO Global Short Maturity Fund (Canada) (PMNT.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.


HFR.TOPMNT.TODifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

1.62

1.45

+0.17

Calmar ratioReturn relative to maximum drawdown

8.07

4.80

+3.27

Martin ratioReturn relative to average drawdown

30.51

15.95

+14.56

HFR.TO vs. PMNT.TO - Sharpe Ratio Comparison

The current HFR.TO Sharpe Ratio is 2.62, which is higher than the PMNT.TO Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of HFR.TO and PMNT.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

HFR.TO vs. PMNT.TO - Drawdown Comparison

The maximum HFR.TO drawdown since its inception was -22.56%, which is greater than PMNT.TO's maximum drawdown of -6.81%. Use the drawdown chart below to compare losses from any high point for HFR.TO and PMNT.TO.


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Drawdown Indicators


HFR.TOPMNT.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-6.81%

-15.75%

Max Drawdown (1Y)

Largest decline over 1 year

-0.40%

-0.63%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-0.52%

-1.15%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-3.51%

-1.94%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.37%

-0.36%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

0.19%

-0.08%

Volatility

HFR.TO vs. PMNT.TO - Volatility Comparison

Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.TO) has a higher volatility of 0.32% compared to PIMCO Global Short Maturity Fund (Canada) (PMNT.TO) at 0.28%. This indicates that HFR.TO's price experiences larger fluctuations and is considered to be riskier than PMNT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFR.TOPMNT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.32%

0.28%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.89%

0.71%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

1.24%

1.70%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.78%

2.13%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.77%

3.18%

+2.59%

HFR.TO vs. PMNT.TO - Expense Ratio Comparison

HFR.TO has a 0.46% expense ratio, which is higher than PMNT.TO's 0.39% expense ratio.


Dividends

HFR.TO vs. PMNT.TO - Dividend Comparison

HFR.TO's dividend yield for the trailing twelve months is around 3.58%, less than PMNT.TO's 4.38% yield.


PositionTTM20252024202320222021202020192018201720162015
HFR.TO
Global X Active Ultra-Short Term Investment Grade Bond ETF
3.58%3.76%4.50%5.67%3.40%1.28%2.69%2.60%2.36%2.12%2.00%2.14%
PMNT.TO
PIMCO Global Short Maturity Fund (Canada)
4.38%4.65%5.48%4.92%2.60%1.17%2.68%2.09%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HFR.TO and PMNT.TO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PMNT.TO is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PMNT.TO is cheaper with a 0.39% expense ratio, compared with 0.46% for HFR.TO.

They also come from different issuers: Global X and PIMCO. Their fees differ too: 0.46% for HFR.TO and 0.39% for PMNT.TO.

Portfolio Optimizer

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