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VVSG.TO vs. PMNT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VVSG.TO vs. PMNT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard Canadian Ultra-Short Government Bond Index ETF (VVSG.TO) and PIMCO Global Short Maturity Fund (Canada) (PMNT.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, VVSG.TO achieves a 1.28% return, which is significantly lower than PMNT.TO's 1.69% return.


VVSG.TO

1D
0.02%
1M
0.16%
6M
1.06%
YTD
1.28%
1Y
2.39%
3Y*
5Y*
10Y*
ALL TIME*
2.81%

PMNT.TO

1D
0.05%
1M
0.15%
6M
1.46%
YTD
1.69%
1Y
3.01%
3Y*
4.13%
5Y*
2.97%
10Y*
ALL TIME*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$78.37KCA$50.53KCA$54.61K
CA$194.30KCA$244.08KCA$304.69K

VVSG.TO vs. PMNT.TO - Yearly Performance Comparison


Correlation

The correlation between VVSG.TO and PMNT.TO is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2024

0.03

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Return for Risk

VVSG.TO vs. PMNT.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VVSG.TO
VVSG.TO Risk / Return Rank: 9999
Overall Rank
VVSG.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VVSG.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
VVSG.TO Omega Ratio Rank: 9999
Omega Ratio Rank
VVSG.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
VVSG.TO Martin Ratio Rank: 9999
Martin Ratio Rank

PMNT.TO
PMNT.TO Risk / Return Rank: 8383
Overall Rank
PMNT.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PMNT.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
PMNT.TO Omega Ratio Rank: 9090
Omega Ratio Rank
PMNT.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
PMNT.TO Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VVSG.TO vs. PMNT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Canadian Ultra-Short Government Bond Index ETF (VVSG.TO) and PIMCO Global Short Maturity Fund (Canada) (PMNT.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.


VVSG.TOPMNT.TODifference
Sharpe ratioReturn per unit of total volatility

+5.44

Sortino ratioReturn per unit of downside risk

+11.20

Omega ratioGain probability vs. loss probability

4.66

1.45

+3.21

Calmar ratioReturn relative to maximum drawdown

17.56

4.80

+12.76

Martin ratioReturn relative to average drawdown

214.73

15.95

+198.78

VVSG.TO vs. PMNT.TO - Sharpe Ratio Comparison

The current VVSG.TO Sharpe Ratio is 7.21, which is higher than the PMNT.TO Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of VVSG.TO and PMNT.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

VVSG.TO vs. PMNT.TO - Drawdown Comparison

The maximum VVSG.TO drawdown since its inception was -0.14%, smaller than the maximum PMNT.TO drawdown of -6.81%. Use the drawdown chart below to compare losses from any high point for VVSG.TO and PMNT.TO.


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Drawdown Indicators


VVSG.TOPMNT.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.14%

-6.81%

+6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.14%

-0.63%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-1.94%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.36%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.19%

-0.18%

Volatility

VVSG.TO vs. PMNT.TO - Volatility Comparison

The current volatility for Vanguard Canadian Ultra-Short Government Bond Index ETF (VVSG.TO) is 0.07%, while PIMCO Global Short Maturity Fund (Canada) (PMNT.TO) has a volatility of 0.28%. This indicates that VVSG.TO experiences smaller price fluctuations and is considered to be less risky than PMNT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVSG.TOPMNT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

0.28%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

0.71%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

0.34%

1.70%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

2.13%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.35%

3.18%

-2.83%

VVSG.TO vs. PMNT.TO - Expense Ratio Comparison

VVSG.TO has a 0.12% expense ratio, which is lower than PMNT.TO's 0.39% expense ratio.


Dividends

VVSG.TO vs. PMNT.TO - Dividend Comparison

VVSG.TO's dividend yield for the trailing twelve months is around 2.18%, less than PMNT.TO's 4.38% yield.


PositionTTM2025202420232022202120202019
PMNT.TO
PIMCO Global Short Maturity Fund (Canada)
4.38%4.65%5.48%4.92%2.60%1.17%2.68%2.09%
VVSG.TO
Vanguard Canadian Ultra-Short Government Bond Index ETF
2.18%2.50%0.73%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VVSG.TO and PMNT.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.

On fees, VVSG.TO is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VVSG.TO is cheaper with a 0.12% expense ratio, compared with 0.39% for PMNT.TO.

VVSG.TO is categorized as Canadian Government Bonds, while PMNT.TO is Ultrashort Bond. They also come from different issuers: Vanguard and PIMCO. Their fees differ too: 0.12% for VVSG.TO and 0.39% for PMNT.TO.

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