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

Performance

PMIF.TO vs. FFRHX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in PIMCO Monthly Income Fund (Canada) (PMIF.TO) and Fidelity Floating Rate High Income Fund (FFRHX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PMIF.TO is traded in CAD, while FFRHX is traded in USD. To make them comparable, the FFRHX 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 -0.44% return, which is significantly lower than FFRHX's 0.81% return.


PMIF.TO

1D
0.28%
1M
-0.97%
YTD
-0.44%
6M
1.44%
1Y
5.84%
3Y*
6.31%
5Y*
3.19%
10Y*

FFRHX

1D
0.21%
1M
1.67%
YTD
0.81%
6M
0.57%
1Y
3.41%
3Y*
8.23%
5Y*
7.39%
10Y*
5.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMIF.TO vs. FFRHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMIF.TO
PIMCO Monthly Income Fund (Canada)
-0.44%9.01%5.20%7.58%-6.32%1.90%3.93%7.09%0.59%0.54%
FFRHX
Fidelity Floating Rate High Income Fund
0.81%0.63%16.30%10.15%5.47%4.06%-0.03%3.29%8.59%1.70%

Correlation

The correlation between PMIF.TO and FFRHX is -0.07, meaning they tend to move in opposite directions. This is especially valuable for risk management — when one declines, the other has historically tended to hold steady or rise, cushioning overall portfolio drawdowns.


PMIF.TO vs. FFRHX - Expense Ratio Comparison


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Return for Risk

PMIF.TO vs. FFRHX — 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: 7070
Overall Rank
PMIF.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PMIF.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
PMIF.TO Omega Ratio Rank: 7474
Omega Ratio Rank
PMIF.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
PMIF.TO Martin Ratio Rank: 5656
Martin Ratio Rank

FFRHX
FFRHX Risk / Return Rank: 7373
Overall Rank
FFRHX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FFRHX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FFRHX Omega Ratio Rank: 9494
Omega Ratio Rank
FFRHX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FFRHX Martin Ratio Rank: 7272
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. FFRHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Monthly Income Fund (Canada) (PMIF.TO) and Fidelity Floating Rate High Income Fund (FFRHX). 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.TOFFRHXDifference

Sharpe ratio

Return per unit of total volatility

1.60

0.39

+1.21

Sortino ratio

Return per unit of downside risk

2.22

0.56

+1.66

Omega ratio

Gain probability vs. loss probability

1.29

1.08

+0.22

Calmar ratio

Return relative to maximum drawdown

1.80

0.40

+1.40

Martin ratio

Return relative to average drawdown

7.01

0.95

+6.06

PMIF.TO vs. FFRHX - Sharpe Ratio Comparison

The current PMIF.TO Sharpe Ratio is 1.60, which is higher than the FFRHX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of PMIF.TO and FFRHX, 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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Sharpe Ratios by Period


PMIF.TOFFRHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.39

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.14

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.72

-0.15

Drawdowns

PMIF.TO vs. FFRHX - Drawdown Comparison

The maximum PMIF.TO drawdown since its inception was -18.30%, which is greater than FFRHX's maximum drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for PMIF.TO and FFRHX.


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Drawdown Indicators


PMIF.TOFFRHXDifference

Max Drawdown

Largest peak-to-trough decline

-18.30%

-22.20%

+3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-1.77%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-10.25%

-5.90%

-4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-22.20%

Current Drawdown

Current decline from peak

-1.75%

-0.83%

-0.92%

Average Drawdown

Average peak-to-trough decline

-1.89%

-1.16%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.55%

+0.27%

Volatility

PMIF.TO vs. FFRHX - Volatility Comparison

PIMCO Monthly Income Fund (Canada) (PMIF.TO) has a higher volatility of 1.80% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 1.41%. This indicates that PMIF.TO's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMIF.TOFFRHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

1.41%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

3.78%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

6.32%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

6.51%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.85%

7.00%

-1.15%

Dividends

PMIF.TO vs. FFRHX - Dividend Comparison

PMIF.TO's dividend yield for the trailing twelve months is around 5.43%, less than FFRHX's 6.75% yield.


TTM20252024202320222021202020192018201720162015
PMIF.TO
PIMCO Monthly Income Fund (Canada)
5.43%5.50%6.95%6.06%3.73%3.22%3.58%3.80%3.51%0.59%0.00%0.00%
FFRHX
Fidelity Floating Rate High Income Fund
6.75%7.41%6.94%8.24%3.81%2.74%3.84%5.15%4.74%4.05%4.44%3.69%