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

Performance

IGCF.TO vs. PMNT.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 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

In the year-to-date period, IGCF.TO achieves a -1.65% return, which is significantly lower than PMNT.TO's 1.64% 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%

PMNT.TO

1D
0.10%
1M
0.15%
6M
1.35%
YTD
1.64%
1Y
2.52%
3Y*
4.19%
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$11.18KCA$11.38KCA$15.05K
CA$53.98KCA$50.33KCA$54.94K

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


2026 (YTD)2025202420232022202120202019
IGCF.TO
PIMCO Investment Grade Credit Fund (Canada)
-1.65%7.04%1.51%6.04%-16.84%-0.40%6.51%10.71%
PMNT.TO
PIMCO Global Short Maturity Fund (Canada)
1.64%3.11%5.26%5.42%-0.37%0.35%1.21%2.41%

Correlation

The correlation between IGCF.TO and PMNT.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.04

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

0.12

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

0.08

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Return for Risk

IGCF.TO vs. PMNT.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

PMNT.TO
PMNT.TO Risk / Return Rank: 7777
Overall Rank
PMNT.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PMNT.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
PMNT.TO Omega Ratio Rank: 8383
Omega Ratio Rank
PMNT.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
PMNT.TO Martin Ratio Rank: 8888
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. PMNT.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 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.


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

-1.17

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.05

1.36

-0.31

Calmar ratioReturn relative to maximum drawdown

0.41

4.02

-3.61

Martin ratioReturn relative to average drawdown

1.00

13.37

-12.37

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

The current IGCF.TO Sharpe Ratio is 0.27, which is lower than the PMNT.TO Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of IGCF.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

IGCF.TO vs. PMNT.TO - Drawdown Comparison

The maximum IGCF.TO drawdown since its inception was -22.91%, 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 IGCF.TO and PMNT.TO.


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Drawdown Indicators


IGCF.TOPMNT.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-6.81%

-16.10%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-0.63%

-3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-6.40%

-1.15%

-5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-22.50%

-1.94%

-20.56%

Current Drawdown

Current decline from peak

-7.44%

0.00%

-7.44%

Average Drawdown

Average peak-to-trough decline

-7.45%

-0.36%

-7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

0.20%

+1.33%

Volatility

IGCF.TO vs. PMNT.TO - Volatility Comparison

PIMCO Investment Grade Credit Fund (Canada) (IGCF.TO) has a higher volatility of 0.87% compared to PIMCO Global Short Maturity Fund (Canada) (PMNT.TO) at 0.23%. This indicates that IGCF.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


IGCF.TOPMNT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.23%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

0.70%

+3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

1.77%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.04%

2.13%

+7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.13%

3.18%

+6.95%

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

IGCF.TO has a 0.83% expense ratio, which is higher than PMNT.TO's 0.39% expense ratio.


Dividends

IGCF.TO vs. PMNT.TO - Dividend Comparison

IGCF.TO's dividend yield for the trailing twelve months is around 3.07%, less than PMNT.TO's 4.38% 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%
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%

Frequently Asked Questions


IGCF.TO and PMNT.TO have a correlation of 0.11, 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 0.83% for IGCF.TO.

IGCF.TO is categorized as Global Corporate Bonds, while PMNT.TO is Ultrashort Bond. Their fees differ too: 0.83% for IGCF.TO and 0.39% for PMNT.TO.

Portfolio Optimizer

Find the right allocation for IGCF.TO and PMNT.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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