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IGCF.TO vs. PMIF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGCF.TO vs. PMIF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in PIMCO Investment Grade Credit Fund (Canada) (IGCF.TO) and PIMCO Monthly Income Fund (Canada) (PMIF.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, IGCF.TO achieves a -1.65% return, which is significantly lower than PMIF.TO's -0.75% return.


IGCF.TO

1D
-0.12%
1M
-1.47%
6M
-1.83%
YTD
-1.65%
1Y
2.21%
3Y*
3.39%
5Y*
-1.32%
10Y*
ALL TIME*
1.03%

PMIF.TO

1D
0.05%
1M
-1.50%
6M
-1.08%
YTD
-0.75%
1Y
4.12%
3Y*
5.64%
5Y*
2.83%
10Y*
ALL TIME*
3.16%
*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$11.18KCA$11.38KCA$15.05K
CA$3.15MCA$3.16MCA$3.32M

IGCF.TO vs. PMIF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGCF.TO
PIMCO Investment Grade Credit Fund (Canada)
-1.65%7.04%1.51%6.04%-16.84%-0.40%6.51%12.86%-3.71%0.74%
PMIF.TO
PIMCO Monthly Income Fund (Canada)
-0.75%9.04%5.20%7.55%-6.32%1.90%3.93%7.09%0.59%0.49%

Correlation

The correlation between IGCF.TO and PMIF.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.25

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

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2017

0.24

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Return for Risk

IGCF.TO vs. PMIF.TO — Risk / Return Rank

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

IGCF.TO
IGCF.TO Risk / Return Rank: 1717
Overall Rank
IGCF.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IGCF.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
IGCF.TO Omega Ratio Rank: 1515
Omega Ratio Rank
IGCF.TO Calmar Ratio Rank: 1919
Calmar Ratio Rank
IGCF.TO Martin Ratio Rank: 1919
Martin Ratio Rank

PMIF.TO
PMIF.TO Risk / Return Rank: 4343
Overall Rank
PMIF.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PMIF.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
PMIF.TO Omega Ratio Rank: 4444
Omega Ratio Rank
PMIF.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
PMIF.TO Martin Ratio Rank: 4141
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.

IGCF.TO vs. PMIF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Credit Fund (Canada) (IGCF.TO) and PIMCO Monthly Income Fund (Canada) (PMIF.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.


IGCF.TOPMIF.TODifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.05

1.20

-0.15

Calmar ratioReturn relative to maximum drawdown

0.41

1.29

-0.88

Martin ratioReturn relative to average drawdown

1.00

4.44

-3.44

IGCF.TO vs. PMIF.TO - Sharpe Ratio Comparison

The current IGCF.TO Sharpe Ratio is 0.27, which is lower than the PMIF.TO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of IGCF.TO and PMIF.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

IGCF.TO vs. PMIF.TO - Drawdown Comparison

The maximum IGCF.TO drawdown since its inception was -22.91%, which is greater than PMIF.TO's maximum drawdown of -18.30%. Use the drawdown chart below to compare losses from any high point for IGCF.TO and PMIF.TO.


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Drawdown Indicators


IGCF.TOPMIF.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-18.30%

-4.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-3.22%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-6.40%

-3.98%

-2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-22.50%

-10.25%

-12.25%

Current Drawdown

Current decline from peak

-7.44%

-2.05%

-5.39%

Average Drawdown

Average peak-to-trough decline

-7.45%

-1.86%

-5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

0.93%

+0.60%

Volatility

IGCF.TO vs. PMIF.TO - Volatility Comparison

The current volatility for PIMCO Investment Grade Credit Fund (Canada) (IGCF.TO) is 0.87%, while PIMCO Monthly Income Fund (Canada) (PMIF.TO) has a volatility of 1.12%. This indicates that IGCF.TO experiences smaller price fluctuations and is considered to be less risky than PMIF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGCF.TOPMIF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

1.12%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

3.12%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

3.70%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.04%

4.83%

+5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.13%

5.80%

+4.33%

IGCF.TO vs. PMIF.TO - Expense Ratio Comparison

IGCF.TO has a 0.83% expense ratio, which is lower than PMIF.TO's 0.86% expense ratio.


Dividends

IGCF.TO vs. PMIF.TO - Dividend Comparison

IGCF.TO's dividend yield for the trailing twelve months is around 3.07%, less than PMIF.TO's 5.72% yield.


PositionTTM202520242023202220212020201920182017
IGCF.TO
PIMCO Investment Grade Credit Fund (Canada)
3.07%3.81%4.51%3.82%4.31%2.50%2.41%3.22%4.22%0.54%
PMIF.TO
PIMCO Monthly Income Fund (Canada)
5.72%5.50%6.96%6.06%3.73%3.22%3.58%3.80%3.51%0.59%

Frequently Asked Questions


IGCF.TO and PMIF.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGCF.TO is cheaper at 0.83% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGCF.TO is cheaper with a 0.83% expense ratio, compared with 0.86% for PMIF.TO.

IGCF.TO is categorized as Global Corporate Bonds, while PMIF.TO is Multisector Bonds. Their fees differ too: 0.83% for IGCF.TO and 0.86% for PMIF.TO.

Portfolio Optimizer

Find the right allocation for IGCF.TO and PMIF.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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