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PMIF.TO vs. CAAA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMIF.TO vs. CAAA - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in PIMCO Monthly Income Fund (Canada) (PMIF.TO) and First Trust Commercial Mortgage Opportunities ETF (CAAA). The values are adjusted to include any dividend payments, if applicable.

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PMIF.TO vs. CAAA - Yearly Performance Comparison


2026 (YTD)20252024
PMIF.TO
PIMCO Monthly Income Fund (Canada)
-0.78%9.01%5.02%
CAAA
First Trust Commercial Mortgage Opportunities ETF
1.52%3.07%10.85%
Different Trading Currencies

PMIF.TO is traded in CAD, while CAAA is traded in USD. To make them comparable, the CAAA values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PMIF.TO achieves a -0.78% return, which is significantly lower than CAAA's 1.52% return.


PMIF.TO

1D
0.56%
1M
-2.08%
YTD
-0.78%
6M
1.27%
1Y
5.43%
3Y*
6.41%
5Y*
3.12%
10Y*

CAAA

1D
0.11%
1M
0.67%
YTD
1.52%
6M
1.58%
1Y
2.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMIF.TO vs. CAAA - Expense Ratio Comparison


Return for Risk

PMIF.TO vs. CAAA — Risk / Return Rank

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

PMIF.TO
PMIF.TO Risk / Return Rank: 7575
Overall Rank
PMIF.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PMIF.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
PMIF.TO Omega Ratio Rank: 7676
Omega Ratio Rank
PMIF.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
PMIF.TO Martin Ratio Rank: 6868
Martin Ratio Rank

CAAA
CAAA Risk / Return Rank: 8585
Overall Rank
CAAA Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CAAA Sortino Ratio Rank: 8888
Sortino Ratio Rank
CAAA Omega Ratio Rank: 8080
Omega Ratio Rank
CAAA Calmar Ratio Rank: 8787
Calmar Ratio Rank
CAAA Martin Ratio Rank: 8484
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.TO vs. CAAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Monthly Income Fund (Canada) (PMIF.TO) and First Trust Commercial Mortgage Opportunities ETF (CAAA). 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.TOCAAADifference

Sharpe ratio

Return per unit of total volatility

1.52

0.35

+1.18

Sortino ratio

Return per unit of downside risk

2.11

0.51

+1.61

Omega ratio

Gain probability vs. loss probability

1.28

1.06

+0.22

Calmar ratio

Return relative to maximum drawdown

1.67

0.59

+1.08

Martin ratio

Return relative to average drawdown

6.65

1.17

+5.49

PMIF.TO vs. CAAA - Sharpe Ratio Comparison

The current PMIF.TO Sharpe Ratio is 1.52, which is higher than the CAAA Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of PMIF.TO and CAAA, 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.TOCAAADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.35

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.31

-0.75

Correlation

The correlation between PMIF.TO and CAAA is 0.16, 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.TO vs. CAAA - Dividend Comparison

PMIF.TO's dividend yield for the trailing twelve months is around 5.45%, less than CAAA's 5.68% yield.


TTM202520242023202220212020201920182017
PMIF.TO
PIMCO Monthly Income Fund (Canada)
5.45%5.50%6.95%6.06%3.73%3.22%3.58%3.80%3.51%0.59%
CAAA
First Trust Commercial Mortgage Opportunities ETF
5.68%6.09%4.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PMIF.TO vs. CAAA - Drawdown Comparison

The maximum PMIF.TO drawdown since its inception was -18.30%, which is greater than CAAA's maximum drawdown of -5.10%. Use the drawdown chart below to compare losses from any high point for PMIF.TO and CAAA.


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Drawdown Indicators


PMIF.TOCAAADifference

Max Drawdown

Largest peak-to-trough decline

-18.30%

-2.24%

-16.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-2.08%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-10.25%

Current Drawdown

Current decline from peak

-2.08%

-1.42%

-0.66%

Average Drawdown

Average peak-to-trough decline

-1.89%

-0.52%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.59%

+0.22%

Volatility

PMIF.TO vs. CAAA - Volatility Comparison

PIMCO Monthly Income Fund (Canada) (PMIF.TO) and First Trust Commercial Mortgage Opportunities ETF (CAAA) have volatilities of 1.78% and 1.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMIF.TOCAAADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.77%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

3.95%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

6.01%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

5.67%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.85%

5.67%

+0.18%