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

Performance

PMIF.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in PIMCO Monthly Income Fund (Canada) (PMIF.TO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

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PMIF.TO vs. VFV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMIF.TO
PIMCO Monthly Income Fund (Canada)
-0.78%9.01%5.20%7.58%-6.32%1.90%3.93%7.09%0.59%0.54%
VFV.TO
Vanguard S&P 500 Index ETF
-3.12%12.18%35.23%23.23%-12.58%27.51%15.62%25.14%2.94%6.70%

Returns By Period

In the year-to-date period, PMIF.TO achieves a -0.78% return, which is significantly higher than VFV.TO's -3.12% 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*

VFV.TO

1D
2.76%
1M
-3.12%
YTD
-3.12%
6M
-1.94%
1Y
13.65%
3Y*
19.11%
5Y*
13.78%
10Y*
14.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMIF.TO vs. VFV.TO - Expense Ratio Comparison


Return for Risk

PMIF.TO vs. VFV.TO — 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

VFV.TO
VFV.TO Risk / Return Rank: 4848
Overall Rank
VFV.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 5050
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 5151
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. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Monthly Income Fund (Canada) (PMIF.TO) and Vanguard S&P 500 Index ETF (VFV.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.


PMIF.TOVFV.TODifference

Sharpe ratio

Return per unit of total volatility

1.52

0.75

+0.77

Sortino ratio

Return per unit of downside risk

2.11

1.13

+0.98

Omega ratio

Gain probability vs. loss probability

1.28

1.18

+0.10

Calmar ratio

Return relative to maximum drawdown

1.67

1.19

+0.48

Martin ratio

Return relative to average drawdown

6.65

4.51

+2.14

PMIF.TO vs. VFV.TO - Sharpe Ratio Comparison

The current PMIF.TO Sharpe Ratio is 1.52, which is higher than the VFV.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PMIF.TO and VFV.TO, 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.TOVFV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.75

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.93

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.07

-0.51

Correlation

The correlation between PMIF.TO and VFV.TO 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.TO vs. VFV.TO - Dividend Comparison

PMIF.TO's dividend yield for the trailing twelve months is around 5.45%, more than VFV.TO's 0.96% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%

Drawdowns

PMIF.TO vs. VFV.TO - Drawdown Comparison

The maximum PMIF.TO drawdown since its inception was -18.30%, smaller than the maximum VFV.TO drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for PMIF.TO and VFV.TO.


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Drawdown Indicators


PMIF.TOVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.30%

-27.43%

+9.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-12.52%

+9.30%

Max Drawdown (5Y)

Largest decline over 5 years

-10.25%

-22.19%

+11.94%

Max Drawdown (10Y)

Largest decline over 10 years

-27.43%

Current Drawdown

Current decline from peak

-2.08%

-6.10%

+4.02%

Average Drawdown

Average peak-to-trough decline

-1.89%

-3.39%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

3.29%

-2.48%

Volatility

PMIF.TO vs. VFV.TO - Volatility Comparison

The current volatility for PIMCO Monthly Income Fund (Canada) (PMIF.TO) is 1.78%, while Vanguard S&P 500 Index ETF (VFV.TO) has a volatility of 5.12%. This indicates that PMIF.TO experiences smaller price fluctuations and is considered to be less risky than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMIF.TOVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

5.12%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

9.27%

-6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

18.28%

-14.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

14.92%

-10.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.85%

16.57%

-10.72%