PortfoliosLab logoPortfoliosLab logo
MINT vs. QTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MINT vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Enhanced Short Maturity Active ETF (MINT) and Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MINT achieves a 1.94% return, which is significantly lower than QTUM's 47.39% return.


MINT

1D
0.04%
1M
0.39%
YTD
1.94%
6M
2.19%
1Y
4.72%
3Y*
5.40%
5Y*
3.49%
10Y*
2.72%

QTUM

1D
1.22%
1M
9.88%
YTD
47.39%
6M
45.72%
1Y
82.93%
3Y*
48.15%
5Y*
28.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MINT vs. QTUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MINT
PIMCO Enhanced Short Maturity Active ETF
1.94%4.74%5.94%6.26%-1.01%-0.03%1.62%3.34%0.38%
QTUM
Defiance Quantum ETF
47.39%36.65%50.54%39.86%-28.80%35.18%42.05%47.99%-19.44%

Correlation

The correlation between MINT and QTUM is 0.03, 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

0.03

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

0.08

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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2018

0.10

The correlation between MINT and QTUM shifts across timeframes, from 0.03 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MINT vs. QTUM — Risk / Return Rank

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

MINT
MINT Risk / Return Rank: 100100
Overall Rank
MINT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MINT Sortino Ratio Rank: 100100
Sortino Ratio Rank
MINT Omega Ratio Rank: 100100
Omega Ratio Rank
MINT Calmar Ratio Rank: 100100
Calmar Ratio Rank
MINT Martin Ratio Rank: 100100
Martin Ratio Rank

QTUM
QTUM Risk / Return Rank: 9090
Overall Rank
QTUM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 8787
Sortino Ratio Rank
QTUM Omega Ratio Rank: 8787
Omega Ratio Rank
QTUM Calmar Ratio Rank: 9292
Calmar Ratio Rank
QTUM Martin Ratio Rank: 9292
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.

MINT vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Short Maturity Active ETF (MINT) and Defiance Quantum ETF (QTUM). 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.


MINTQTUMDifference
Sharpe ratioReturn per unit of total volatility

+14.57

Sortino ratioReturn per unit of downside risk

+63.49

Omega ratioGain probability vs. loss probability

21.62

1.46

+20.16

Calmar ratioReturn relative to maximum drawdown

95.35

5.46

+89.88

Martin ratioReturn relative to average drawdown

965.15

19.77

+945.39

MINT vs. QTUM - Sharpe Ratio Comparison

The current MINT Sharpe Ratio is 17.51, which is higher than the QTUM Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of MINT and QTUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MINT vs. QTUM - Drawdown Comparison

The maximum MINT drawdown since its inception was -4.62%, smaller than the maximum QTUM drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for MINT and QTUM.


Loading charts...

Drawdown Indicators


MINTQTUMDifference

Max Drawdown

Largest peak-to-trough decline

-4.62%

-38.45%

+33.83%

Max Drawdown (1Y)

Largest decline over 1 year

-0.05%

-15.26%

+15.21%

Max Drawdown (3Y)

Largest decline over 3 years

-0.16%

-25.39%

+25.23%

Max Drawdown (5Y)

Largest decline over 5 years

-2.42%

-38.45%

+36.03%

Max Drawdown (10Y)

Largest decline over 10 years

-4.62%

Current Drawdown

Current decline from peak

0.00%

-4.42%

+4.42%

Average Drawdown

Average peak-to-trough decline

-0.17%

-8.24%

+8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.21%

-4.21%

Volatility

MINT vs. QTUM - Volatility Comparison

The current volatility for PIMCO Enhanced Short Maturity Active ETF (MINT) is 0.09%, while Defiance Quantum ETF (QTUM) has a volatility of 14.18%. This indicates that MINT experiences smaller price fluctuations and is considered to be less risky than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MINTQTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

14.18%

-14.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

23.17%

-22.97%

Volatility (1Y)

Calculated over the trailing 1-year period

0.27%

28.39%

-28.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

26.99%

-26.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.95%

27.40%

-26.45%

MINT vs. QTUM - Expense Ratio Comparison

MINT has a 0.36% expense ratio, which is lower than QTUM's 0.40% expense ratio.


Dividends

MINT vs. QTUM - Dividend Comparison

MINT's dividend yield for the trailing twelve months is around 4.28%, more than QTUM's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
MINT
PIMCO Enhanced Short Maturity Active ETF
4.28%4.63%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%
QTUM
Defiance Quantum ETF
0.73%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%0.00%0.00%0.00%

Frequently Asked Questions


MINT and QTUM have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTUM has higher volatility (14.18%) compared to MINT (0.09%). In terms of maximum drawdown, MINT dropped -4.62% vs QTUM's -38.45%.

On 5-year performance, QTUM leads with 28.09% vs 3.49% for MINT. On fees, MINT is cheaper at 0.36% per year. On volatility, MINT has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QTUM has performed better with a 28.09% return vs 3.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MINT is cheaper with a 0.36% expense ratio, compared with 0.40% for QTUM.

MINT has the higher dividend yield at 4.28%, compared with 0.73% for QTUM.

MINT is categorized as Ultrashort Bond, while QTUM is Technology Equities. They also come from different issuers: PIMCO and Defiance. Their fees differ too: 0.36% for MINT and 0.40% for QTUM.

MINT currently has the higher Sharpe Ratio (17.51 vs 2.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MINT and QTUM

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

Open Portfolio Optimizer