PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PIMCO 0-5 Year High Yield Corporate Bond Index ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US72201R7834

CUSIP

72201R783

Issuer

PIMCO

Inception Date

Jun 16, 2011

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

ICE BofA US High Yield Constrained (0-5 Y)

Home Page

www.pimco.com

Asset Class

Bond

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
HYS vs. BSCN HYS vs. HYLD HYS vs. HYSZX HYS vs. SPHY HYS vs. BOND HYS vs. SVOL HYS vs. USHY HYS vs. LTPZ HYS vs. VTIP HYS vs. IBHD
Popular comparisons:
HYS vs. BSCN HYS vs. HYLD HYS vs. HYSZX HYS vs. SPHY HYS vs. BOND HYS vs. SVOL HYS vs. USHY HYS vs. LTPZ HYS vs. VTIP HYS vs. IBHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PIMCO 0-5 Year High Yield Corporate Bond Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.97%
12.14%
HYS (PIMCO 0-5 Year High Yield Corporate Bond Index ETF)
Benchmark (^GSPC)

Returns By Period

PIMCO 0-5 Year High Yield Corporate Bond Index ETF had a return of 8.23% year-to-date (YTD) and 13.10% in the last 12 months. Over the past 10 years, PIMCO 0-5 Year High Yield Corporate Bond Index ETF had an annualized return of 4.58%, while the S&P 500 had an annualized return of 11.16%, indicating that PIMCO 0-5 Year High Yield Corporate Bond Index ETF did not perform as well as the benchmark.


HYS

YTD

8.23%

1M

0.76%

6M

6.35%

1Y

13.10%

5Y (annualized)

4.97%

10Y (annualized)

4.58%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of HYS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.25%0.50%0.87%-0.90%1.39%0.60%1.98%1.38%1.54%-0.58%8.23%
20232.95%-1.01%1.37%0.24%-0.47%1.75%0.94%0.46%-0.76%-0.84%3.67%3.85%12.67%
2022-1.85%-0.21%-0.33%-2.55%1.00%-5.54%4.88%-2.42%-2.33%2.86%2.74%-1.35%-5.42%
2021-0.34%0.58%1.47%0.63%0.24%0.97%-0.28%0.49%-0.02%0.04%-1.02%1.93%4.77%
2020-0.45%-1.48%-11.62%4.12%3.04%0.45%3.68%0.99%-0.76%0.45%3.85%1.98%3.27%
20193.83%1.42%0.86%0.92%-1.46%2.03%0.00%0.28%0.38%-0.31%0.14%1.78%10.22%
20180.65%-0.57%-0.12%0.65%0.25%0.11%1.39%0.51%0.45%-1.54%-0.43%-2.02%-0.71%
20170.99%1.11%0.01%0.87%0.87%-0.13%0.82%0.32%0.28%0.29%-0.09%0.29%5.75%
2016-1.56%0.96%3.07%3.34%0.86%1.23%1.28%1.40%1.40%-0.60%1.04%1.71%14.97%
20150.31%1.83%-0.35%0.51%0.55%-1.51%-0.47%-1.20%-2.44%2.42%-2.18%-2.04%-4.61%
2014-0.24%1.45%0.10%0.45%0.31%0.55%-1.69%1.20%-1.56%0.99%-0.63%-0.99%-0.12%
20131.02%0.37%0.90%1.46%-0.53%-1.72%2.24%-0.04%1.01%1.50%0.77%0.52%7.72%

Expense Ratio

HYS features an expense ratio of 0.56%, falling within the medium range.


Expense ratio chart for HYS: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HYS is 95, placing it in the top 5% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HYS is 9595
Combined Rank
The Sharpe Ratio Rank of HYS is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of HYS is 9595
Sortino Ratio Rank
The Omega Ratio Rank of HYS is 9292
Omega Ratio Rank
The Calmar Ratio Rank of HYS is 9797
Calmar Ratio Rank
The Martin Ratio Rank of HYS is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for HYS, currently valued at 3.04, compared to the broader market0.002.004.003.042.54
The chart of Sortino ratio for HYS, currently valued at 4.73, compared to the broader market-2.000.002.004.006.008.0010.004.733.40
The chart of Omega ratio for HYS, currently valued at 1.59, compared to the broader market0.501.001.502.002.503.001.591.47
The chart of Calmar ratio for HYS, currently valued at 6.70, compared to the broader market0.005.0010.0015.006.703.66
The chart of Martin ratio for HYS, currently valued at 29.44, compared to the broader market0.0020.0040.0060.0080.00100.0029.4416.26
HYS
^GSPC

The current PIMCO 0-5 Year High Yield Corporate Bond Index ETF Sharpe ratio is 3.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PIMCO 0-5 Year High Yield Corporate Bond Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.04
2.54
HYS (PIMCO 0-5 Year High Yield Corporate Bond Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

PIMCO 0-5 Year High Yield Corporate Bond Index ETF provided a 8.34% dividend yield over the last twelve months, with an annual payout of $7.90 per share. The fund has been increasing its distributions for 2 consecutive years.


4.00%5.00%6.00%7.00%8.00%$0.00$2.00$4.00$6.00$8.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$7.90$7.06$4.47$3.71$4.44$4.97$4.73$5.03$5.13$4.78$5.46$4.88

Dividend yield

8.34%7.58%5.01%3.74%4.52%4.98%4.97%5.00%5.13%5.22%5.42%4.59%

Monthly Dividends

The table displays the monthly dividend distributions for PIMCO 0-5 Year High Yield Corporate Bond Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.53$0.57$0.56$0.60$0.60$0.55$0.58$0.62$0.55$0.60$5.76
2023$0.00$0.44$0.45$0.48$0.48$0.52$0.52$0.46$0.49$0.55$0.53$2.14$7.06
2022$0.00$0.26$0.29$0.30$0.33$0.34$0.40$0.35$0.42$0.44$0.38$0.96$4.47
2021$0.00$0.36$0.36$0.37$0.36$0.33$0.32$0.31$0.26$0.26$0.26$0.52$3.71
2020$0.00$0.42$0.38$0.36$0.34$0.40$0.35$0.31$0.36$0.39$0.35$0.78$4.44
2019$0.00$0.42$0.40$0.40$0.42$0.43$0.40$0.42$0.47$0.38$0.39$0.84$4.97
2018$0.00$0.40$0.39$0.34$0.39$0.40$0.42$0.40$0.42$0.36$0.45$0.77$4.73
2017$0.00$0.46$0.45$0.46$0.43$0.43$0.43$0.41$0.41$0.40$0.38$0.77$5.03
2016$0.00$0.43$0.43$0.40$0.41$0.40$0.42$0.43$0.45$0.46$0.44$0.86$5.13
2015$0.38$0.38$0.36$0.38$0.38$0.42$0.41$0.39$0.41$0.00$0.43$0.84$4.78
2014$0.40$0.37$0.37$0.39$0.39$0.36$0.34$0.34$0.34$0.36$0.38$1.43$5.46
2013$0.44$0.41$0.39$0.35$0.36$0.36$0.32$0.37$0.39$0.41$0.43$0.65$4.88

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.44%
-0.88%
HYS (PIMCO 0-5 Year High Yield Corporate Bond Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO 0-5 Year High Yield Corporate Bond Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PIMCO 0-5 Year High Yield Corporate Bond Index ETF was 20.91%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current PIMCO 0-5 Year High Yield Corporate Bond Index ETF drawdown is 0.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.91%Feb 13, 202027Mar 23, 2020172Nov 24, 2020199
-12.3%Jun 2, 2015177Feb 11, 201681Jun 8, 2016258
-10.61%Jan 3, 2022112Jun 13, 2022271Jul 13, 2023383
-8.31%Jul 27, 201149Oct 4, 201169Jan 12, 2012118
-5.46%Oct 3, 201857Dec 24, 201828Feb 5, 201985

Volatility

Volatility Chart

The current PIMCO 0-5 Year High Yield Corporate Bond Index ETF volatility is 1.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.10%
3.96%
HYS (PIMCO 0-5 Year High Yield Corporate Bond Index ETF)
Benchmark (^GSPC)