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Our benchmarks

How we measure our investment performance

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We measure our investment performance on an actual basis and against a range of benchmarks. Benchmarking allows board members, plan members and employees to evaluate the effectiveness of our investment strategies and activities relative to the risks taken.

On a total-fund basis and for each asset group, we work to surpass the relevant benchmarks and when we do, we describe that as “value-added” performance.

As long-term investors, the most relevant measure of our performance is over several years. So, in addition to providing one-year returns, we also track four-, five- and 10-year net returns along with net returns since 1990 – when we began our investment program – all on an actual basis and against the benchmark

As at December 31, 2025

Investment performance

As at December 31202520245‑Year10‑YearSince Inception
Total‑fund net return6.7%9.4%6.6%6.8%9.2%
Benchmark return11.7%12.9%8.8%7.9%8.0%
Return above (below) benchmark(5.0%)(3.5%)(2.2%)(1.1%)1.2%

As at December 31, 2025

Investment Asset Class Benchmarks

Asset ClassBenchmark Description
EquityS&P/TSX 60
 S&P 500
 MSCI All Country World ex Tobacco
 MSCI All Country Asia
 MSCI Euro (EMU)
 MSCI Europe
 MSCI Asia ex Japan
 MSCI ASEAN
 MSCI Frontier
 MSCI LATAM ex Brazil
 MSCI Emerging Markets EMEA
 MSCI Country Indices (except New Zealand, Taiwan, Hong Kong and Brazil)
 Local Country Indices (New Zealand, Taiwan, Hong Kong and Brazil)
 Custom Global Long‑term Equity
 Custom Global Equity Benchmark
Fixed IncomeCustom Canada Bond Universe (Short, Mid)
 Custom Provincial Long Bond
 Custom U.S. Treasury Index
 Custom Canada Real Return Bond
 Custom Global Fixed Income Benchmark
 Custom Inflation Linked Bonds

 

Asset ClassBenchmark Description
Real AssetsSector Adjusted MSCI/REALPAC Canada Annual Property Index (All Assets)
 MSCI Real Estate Fund Indices (US, Europe, UK, Australia)
 Custom Real Estate Debt Benchmark
 Local CPI plus 3% plus country risk premium (Infra & Real Estate ex Canada, US, Europe, UK, Australia)
 Custom Real Assets Benchmark
Inflation SensitiveGoldman Sachs Commodities Index
 Goldman Sachs Commodities Index 3 Month Forward
 S&P GSCI Crude Oil 3 Year Forward
 S&P GSCI Industrial Metals
 S&P GSCI Precious Metals
 NCREIF Timberland Index (U.S. Timber)
 Local CPI plus 4% plus country risk premium (Natural Resources and Non‑U.S. Timber)
 Custom Gold Benchmark
 Custom Commodities Benchmark
 Custom Inflation Sensitive Benchmark
CreditMarkit iBoxx USD Liquid Investment Grade Index
 Markit iBoxx High Yield Index (USD, GBP, EUR)
 Markit iBoxx USD Liquid Leveraged Loans Index
 S&P European Leveraged Loan Index
 JP Morgan Emerging Markets Bond Index Global Diversified
 Custom China Sovereign Debt
 Custom Credit Benchmark
Absolute Return Strategies, Funding, OverlayCanadian Overnight Repo Rate Average
 Alternative Reference Rates Index (USD, EUR, GBP, CHF, AUD, JPY, NZD, DKK)
 Custom Equity Hedge
 Custom Currency Overlay
 Custom Funding Benchmark