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PLDI.TO vs. DCS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLDI.TO vs. DCS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in PIMCO Low Duration Monthly Income Fund (Canada) (PLDI.TO) and Desjardins Canadian Short Term Bond Index ETF (DCS.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, PLDI.TO achieves a -0.39% return, which is significantly lower than DCS.TO's 1.05% return.


PLDI.TO

1D
-0.27%
1M
-1.07%
6M
-0.28%
YTD
-0.39%
1Y
2.68%
3Y*
4.89%
5Y*
2.95%
10Y*
ALL TIME*
3.24%

DCS.TO

1D
-0.06%
1M
-0.11%
6M
0.75%
YTD
1.05%
1Y
2.51%
3Y*
4.75%
5Y*
2.02%
10Y*
ALL TIME*
2.00%
*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$26.67KCA$19.35KCA$22.70K
CA$140.89KCA$154.04KCA$132.61K

PLDI.TO vs. DCS.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PLDI.TO
PIMCO Low Duration Monthly Income Fund (Canada)
-0.39%6.61%5.93%5.62%-2.88%2.21%3.11%4.33%
DCS.TO
Desjardins Canadian Short Term Bond Index ETF
1.05%3.51%5.74%4.72%-4.00%-0.81%4.93%2.17%

Correlation

The correlation between PLDI.TO and DCS.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.18

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

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2019

0.17

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Return for Risk

PLDI.TO vs. DCS.TO — Risk / Return Rank

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

PLDI.TO
PLDI.TO Risk / Return Rank: 3030
Overall Rank
PLDI.TO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PLDI.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
PLDI.TO Omega Ratio Rank: 2424
Omega Ratio Rank
PLDI.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
PLDI.TO Martin Ratio Rank: 3838
Martin Ratio Rank

DCS.TO
DCS.TO Risk / Return Rank: 5858
Overall Rank
DCS.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DCS.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
DCS.TO Omega Ratio Rank: 6666
Omega Ratio Rank
DCS.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
DCS.TO Martin Ratio Rank: 5555
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.

PLDI.TO vs. DCS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Monthly Income Fund (Canada) (PLDI.TO) and Desjardins Canadian Short Term Bond Index ETF (DCS.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.


PLDI.TODCS.TODifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.11

1.28

-0.17

Calmar ratioReturn relative to maximum drawdown

1.32

2.00

-0.68

Martin ratioReturn relative to average drawdown

3.91

6.51

-2.60

PLDI.TO vs. DCS.TO - Sharpe Ratio Comparison

The current PLDI.TO Sharpe Ratio is 0.59, which is lower than the DCS.TO Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of PLDI.TO and DCS.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

PLDI.TO vs. DCS.TO - Drawdown Comparison

The maximum PLDI.TO drawdown since its inception was -6.86%, roughly equal to the maximum DCS.TO drawdown of -7.05%. Use the drawdown chart below to compare losses from any high point for PLDI.TO and DCS.TO.


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Drawdown Indicators


PLDI.TODCS.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.86%

-7.05%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.03%

-1.26%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-2.55%

-1.26%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-5.56%

-6.26%

+0.70%

Current Drawdown

Current decline from peak

-1.18%

-0.32%

-0.86%

Average Drawdown

Average peak-to-trough decline

-1.05%

-1.43%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.39%

+0.30%

Volatility

PLDI.TO vs. DCS.TO - Volatility Comparison

PIMCO Low Duration Monthly Income Fund (Canada) (PLDI.TO) has a higher volatility of 1.11% compared to Desjardins Canadian Short Term Bond Index ETF (DCS.TO) at 0.48%. This indicates that PLDI.TO's price experiences larger fluctuations and is considered to be riskier than DCS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLDI.TODCS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

0.48%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

3.51%

1.43%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

1.89%

+2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.18%

2.49%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.24%

2.64%

+1.60%

Dividends

PLDI.TO vs. DCS.TO - Dividend Comparison

PLDI.TO's dividend yield for the trailing twelve months is around 3.56%, more than DCS.TO's 2.87% yield.


PositionTTM202520242023202220212020201920182017
DCS.TO
Desjardins Canadian Short Term Bond Index ETF
2.87%2.77%2.59%2.49%2.66%2.49%2.41%2.47%2.55%1.69%
PLDI.TO
PIMCO Low Duration Monthly Income Fund (Canada)
3.56%4.36%7.04%5.80%3.29%2.04%4.78%2.50%0.00%0.00%

Frequently Asked Questions


PLDI.TO and DCS.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: PIMCO Canada Corp. and Desjardins.

Portfolio Optimizer

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