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

Performance

PMIF.TO vs. ZMMK.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 BMO Money Market Fund ETF Series (ZMMK.TO). 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.TO achieves a 0.99% return, which is significantly lower than ZMMK.TO's 1.11% return.


PMIF.TO

1D
0.22%
1M
1.03%
YTD
0.99%
6M
1.07%
1Y
6.25%
3Y*
6.42%
5Y*
3.28%
10Y*

ZMMK.TO

1D
0.00%
1M
0.19%
YTD
1.11%
6M
1.15%
1Y
2.48%
3Y*
3.82%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
PMIF.TO
PIMCO Monthly Income Fund (Canada)
0.99%9.04%5.20%7.55%-6.32%1.22%
ZMMK.TO
BMO Money Market Fund ETF Series
1.11%2.77%4.94%4.86%1.99%0.04%

Correlation

The correlation between PMIF.TO and ZMMK.TO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2021

0.00

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Return for Risk

PMIF.TO vs. ZMMK.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: 5555
Overall Rank
PMIF.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PMIF.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
PMIF.TO Omega Ratio Rank: 6262
Omega Ratio Rank
PMIF.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
PMIF.TO Martin Ratio Rank: 4848
Martin Ratio Rank

ZMMK.TO
ZMMK.TO Risk / Return Rank: 9999
Overall Rank
ZMMK.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ZMMK.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
ZMMK.TO Omega Ratio Rank: 9999
Omega Ratio Rank
ZMMK.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
ZMMK.TO Martin Ratio Rank: 100100
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. ZMMK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Monthly Income Fund (Canada) (PMIF.TO) and BMO Money Market Fund ETF Series (ZMMK.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.

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.TOZMMK.TODifference
Sharpe ratioReturn per unit of total volatility

-7.40

Sortino ratioReturn per unit of downside risk

-19.53

Omega ratioGain probability vs. loss probability

1.33

5.22

-3.89

Calmar ratioReturn relative to maximum drawdown

1.95

62.17

-60.22

Martin ratioReturn relative to average drawdown

7.09

348.18

-341.09

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

The current PMIF.TO Sharpe Ratio is 1.74, which is lower than the ZMMK.TO Sharpe Ratio of 9.14. The chart below compares the historical Sharpe Ratios of PMIF.TO and ZMMK.TO, 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.TO vs. ZMMK.TO - Drawdown Comparison

The maximum PMIF.TO drawdown since its inception was -18.30%, which is greater than ZMMK.TO's maximum drawdown of -0.16%. Use the drawdown chart below to compare losses from any high point for PMIF.TO and ZMMK.TO.


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Drawdown Indicators


PMIF.TOZMMK.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.30%

-0.16%

-18.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-0.04%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-3.98%

-0.08%

-3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-10.25%

Current Drawdown

Current decline from peak

-0.33%

0.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-1.87%

-0.00%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.01%

+0.87%

Volatility

PMIF.TO vs. ZMMK.TO - Volatility Comparison

PIMCO Monthly Income Fund (Canada) (PMIF.TO) has a higher volatility of 1.15% compared to BMO Money Market Fund ETF Series (ZMMK.TO) at 0.07%. This indicates that PMIF.TO's price experiences larger fluctuations and is considered to be riskier than ZMMK.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.TOZMMK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

0.07%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

0.19%

+2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

0.27%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.81%

0.34%

+4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.82%

0.34%

+5.48%

Dividends

PMIF.TO vs. ZMMK.TO - Dividend Comparison

PMIF.TO's dividend yield for the trailing twelve months is around 5.50%, more than ZMMK.TO's 2.53% yield.


PositionTTM202520242023202220212020201920182017
PMIF.TO
PIMCO Monthly Income Fund (Canada)
5.50%5.50%6.96%6.06%3.73%3.22%3.58%3.80%3.51%0.59%
ZMMK.TO
BMO Money Market Fund ETF Series
2.53%3.02%4.66%4.98%1.95%0.04%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PMIF.TO and ZMMK.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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