Based on the quasi-static test phenomenon and the test results of an integral cast-in-place pier specimen (ZT-1), a cast-in-place ultrahigh performance mortar-concrete-filled steel tube (CFST) pier specimen with a mortise-tenon connection (GX-1), and a grouting sleeve-CFST pier specimen with a mortise-tenon connection (GT-1), a time-history analysis of these specimens under an earthquake was conducted using the finite element analysis software OpenSees. The vulnerability of the specimens under an earthquake was analyzed by determining the corresponding damage quantification index. The research results show that (1) the change trend of the vulnerability curve of GT-1 is close to those of ZT-1 and GX-1 under slight and moderate damage; (2) when the PGAs are 0.15g, 0.2g, 0.3g, and 0.4g, the seismic responses of GX-1 and ZT-1 are close, and the exceeding probability of severe damage to GT-1 is reduced by 6.71%, 11.67%, 10.32%, and 4.46%, respectively, compared with ZT-1. (3) GT-1 has better collapse resistance than ZT-1 and GX-1.