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

Performance

PMIF-U.TO vs. JPST - Performance Comparison

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

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Returns By Period

In the year-to-date period, PMIF-U.TO achieves a 1.93% return, which is significantly higher than JPST's 1.62% return.


PMIF-U.TO

1D
0.20%
1M
1.27%
YTD
1.93%
6M
2.02%
1Y
7.99%
3Y*
5Y*
10Y*

JPST

1D
0.04%
1M
0.31%
YTD
1.62%
6M
1.70%
1Y
4.21%
3Y*
5.17%
5Y*
3.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
PMIF-U.TO
PIMCO Monthly Income Fund (Canada)
1.93%10.75%5.77%0.26%
JPST
JPMorgan Ultra-Short Income ETF
1.62%4.99%5.58%0.05%

Correlation

The correlation between PMIF-U.TO and JPST is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2023

0.40

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Return for Risk

PMIF-U.TO vs. JPST — 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: 7676
Overall Rank
PMIF-U.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PMIF-U.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
PMIF-U.TO Omega Ratio Rank: 8585
Omega Ratio Rank
PMIF-U.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
PMIF-U.TO Martin Ratio Rank: 6565
Martin Ratio Rank

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
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. JPST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Monthly Income Fund (Canada) (PMIF-U.TO) and JPMorgan Ultra-Short Income ETF (JPST). 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.


PMIF-U.TOJPSTDifference
Sharpe ratioReturn per unit of total volatility

-5.38

Sortino ratioReturn per unit of downside risk

-12.91

Omega ratioGain probability vs. loss probability

1.45

3.69

-2.24

Calmar ratioReturn relative to maximum drawdown

2.58

28.46

-25.88

Martin ratioReturn relative to average drawdown

10.40

135.62

-125.22

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

The current PMIF-U.TO Sharpe Ratio is 2.36, which is lower than the JPST Sharpe Ratio of 7.75. The chart below compares the historical Sharpe Ratios of PMIF-U.TO and JPST, 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

PMIF-U.TO vs. JPST - Drawdown Comparison

The maximum PMIF-U.TO drawdown since its inception was -3.11%, smaller than the maximum JPST drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for PMIF-U.TO and JPST.


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Drawdown Indicators


PMIF-U.TOJPSTDifference

Max Drawdown

Largest peak-to-trough decline

-3.11%

-3.28%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-0.15%

-2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.54%

-0.08%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.03%

+0.74%

Volatility

PMIF-U.TO vs. JPST - Volatility Comparison

PIMCO Monthly Income Fund (Canada) (PMIF-U.TO) has a higher volatility of 1.17% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.19%. This indicates that PMIF-U.TO's price experiences larger fluctuations and is considered to be riskier than JPST 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.TOJPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

0.19%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

0.38%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

0.55%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

0.58%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.88%

0.93%

+2.95%

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

PMIF-U.TO has a 0.84% expense ratio, which is higher than JPST's 0.18% expense ratio.


Dividends

PMIF-U.TO vs. JPST - Dividend Comparison

PMIF-U.TO's dividend yield for the trailing twelve months is around 5.50%, more than JPST's 4.25% yield.


PositionTTM202520242023202220212020201920182017
JPST
JPMorgan Ultra-Short Income ETF
4.25%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%
PMIF-U.TO
PIMCO Monthly Income Fund (Canada)
5.50%5.50%6.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PMIF-U.TO and JPST have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPST is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPST is cheaper with a 0.18% expense ratio, compared with 0.84% for PMIF-U.TO.

PMIF-U.TO is categorized as Multisector Bonds, while JPST is Ultrashort Bond. They also come from different issuers: PIMCO and JPMorgan. Their fees differ too: 0.84% for PMIF-U.TO and 0.18% for JPST.

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