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PMIF-U.TO vs. ICVT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMIF-U.TO vs. ICVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Monthly Income Fund (Canada) (PMIF-U.TO) and iShares Convertible Bond ETF (ICVT). The values are adjusted to include any dividend payments, if applicable.

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PMIF-U.TO vs. ICVT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PMIF-U.TO
PIMCO Monthly Income Fund (Canada)
-0.58%9.02%3.83%7.22%-6.89%0.89%3.42%7.02%0.69%
ICVT
iShares Convertible Bond ETF
3.58%18.10%10.61%15.35%-20.66%-0.66%61.01%21.76%-8.38%

Returns By Period

In the year-to-date period, PMIF-U.TO achieves a -0.58% return, which is significantly lower than ICVT's 3.58% return.


PMIF-U.TO

1D
0.51%
1M
-2.17%
YTD
-0.58%
6M
1.61%
1Y
5.70%
3Y*
5.93%
5Y*
2.59%
10Y*

ICVT

1D
2.66%
1M
-2.73%
YTD
3.58%
6M
2.56%
1Y
23.90%
3Y*
14.18%
5Y*
3.55%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMIF-U.TO vs. ICVT - Expense Ratio Comparison

PMIF-U.TO has a 0.84% expense ratio, which is higher than ICVT's 0.20% expense ratio.


Return for Risk

PMIF-U.TO vs. ICVT — Risk / Return Rank

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

PMIF-U.TO
PMIF-U.TO Risk / Return Rank: 7272
Overall Rank
PMIF-U.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PMIF-U.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
PMIF-U.TO Omega Ratio Rank: 7373
Omega Ratio Rank
PMIF-U.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
PMIF-U.TO Martin Ratio Rank: 6363
Martin Ratio Rank

ICVT
ICVT Risk / Return Rank: 8787
Overall Rank
ICVT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 8787
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8383
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8989
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.

PMIF-U.TO vs. ICVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Monthly Income Fund (Canada) (PMIF-U.TO) and iShares Convertible Bond ETF (ICVT). 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.


PMIF-U.TOICVTDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.71

-0.26

Sortino ratio

Return per unit of downside risk

2.07

2.33

-0.26

Omega ratio

Gain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratio

Return relative to maximum drawdown

1.75

3.10

-1.34

Martin ratio

Return relative to average drawdown

6.48

10.57

-4.10

PMIF-U.TO vs. ICVT - Sharpe Ratio Comparison

The current PMIF-U.TO Sharpe Ratio is 1.45, which is comparable to the ICVT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PMIF-U.TO and ICVT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PMIF-U.TOICVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.71

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.27

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.67

-0.09

Correlation

The correlation between PMIF-U.TO and ICVT is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PMIF-U.TO vs. ICVT - Dividend Comparison

PMIF-U.TO's dividend yield for the trailing twelve months is around 3.97%, more than ICVT's 1.62% yield.


TTM20252024202320222021202020192018201720162015
PMIF-U.TO
PIMCO Monthly Income Fund (Canada)
3.97%3.96%4.91%4.53%2.82%2.40%2.68%2.38%0.59%0.00%0.00%0.00%
ICVT
iShares Convertible Bond ETF
1.48%1.73%2.19%1.85%1.93%7.70%3.98%1.86%4.82%2.56%3.06%1.57%

Drawdowns

PMIF-U.TO vs. ICVT - Drawdown Comparison

The maximum PMIF-U.TO drawdown since its inception was -17.24%, smaller than the maximum ICVT drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for PMIF-U.TO and ICVT.


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Drawdown Indicators


PMIF-U.TOICVTDifference

Max Drawdown

Largest peak-to-trough decline

-17.24%

-33.25%

+16.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-7.55%

+4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-11.03%

-29.95%

+18.92%

Max Drawdown (10Y)

Largest decline over 10 years

-33.25%

Current Drawdown

Current decline from peak

-2.17%

-3.67%

+1.50%

Average Drawdown

Average peak-to-trough decline

-2.35%

-9.64%

+7.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

2.21%

-1.34%

Volatility

PMIF-U.TO vs. ICVT - Volatility Comparison

The current volatility for PIMCO Monthly Income Fund (Canada) (PMIF-U.TO) is 1.55%, while iShares Convertible Bond ETF (ICVT) has a volatility of 6.74%. This indicates that PMIF-U.TO experiences smaller price fluctuations and is considered to be less risky than ICVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMIF-U.TOICVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

6.74%

-5.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

11.65%

-9.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

14.02%

-10.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

13.20%

-8.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.77%

15.54%

-8.77%