BAMY vs. PIRMX

Last updated Apr 2, 2026

Compare and contrast key facts about Brookstone Yield ETF (BAMY) and PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX).

BAMY is an actively managed fund by Brookstone. It was launched on Sep 27, 2023. PIRMX is an actively managed fund by PIMCO. It was launched on Aug 31, 2011.

Performance

BAMY vs. PIRMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Yield ETF (BAMY) and PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX). The values are adjusted to include any dividend payments, if applicable.

BAMY vs. PIRMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAMY Brookstone Yield ETF	-0.27%	12.93%	10.60%	5.20%
PIRMX PIMCO Inflation Response Multi-Asset Fund Institutional	3.67%	16.76%	12.47%	5.11%

Returns By Period

In the year-to-date period, BAMY achieves a -0.27% return, which is significantly lower than PIRMX's 3.67% return.

BAMY

• 1D: 0.20%
• 1M: -0.87%
• YTD: -0.27%
• 6M: 2.72%
• 1Y: 12.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PIRMX

• 1D: 0.73%
• 1M: -1.94%
• YTD: 3.67%
• 6M: 5.92%
• 1Y: 13.82%
• 3Y*: 12.64%
• 5Y*: 8.98%
• 10Y*: 7.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BAMY vs. PIRMX - Expense Ratio Comparison

BAMY has a 1.48% expense ratio, which is lower than PIRMX's 1.91% expense ratio.

PIRMX

PIMCO Inflation Response Multi-Asset Fund Institutional

BAMY

Brookstone Yield ETF

Return for Risk

BAMY vs. PIRMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAMY

BAMY Risk / Return Rank: 90
BAMY Sharpe Ratio Rank: 87
BAMY Sortino Ratio Rank: 91
BAMY Omega Ratio Rank: 94
BAMY Calmar Ratio Rank: 85
BAMY Martin Ratio Rank: 94

PIRMX

PIRMX Risk / Return Rank: 92
PIRMX Sharpe Ratio Rank: 92
PIRMX Sortino Ratio Rank: 91
PIRMX Omega Ratio Rank: 89
PIRMX Calmar Ratio Rank: 93
PIRMX Martin Ratio Rank: 95

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.

BAMY vs. PIRMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Yield ETF (BAMY) and PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX). 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.

	BAMY	PIRMX	Difference
Sharpe ratio Return per unit of total volatility	1.88	2.06	-0.17
Sortino ratio Return per unit of downside risk	2.75	2.71	+0.04
Omega ratio Gain probability vs. loss probability	1.46	1.40	+0.06
Calmar ratio Return relative to maximum drawdown	2.78	3.00	-0.22
Martin ratio Return relative to average drawdown	15.13	13.50	+1.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BAMY vs. PIRMX - Sharpe Ratio Comparison

The current BAMY Sharpe Ratio is 1.88, which is comparable to the PIRMX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BAMY and PIRMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BAMY	PIRMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	2.06	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.09	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.86	0.67	+1.20

Correlation

The correlation between BAMY and PIRMX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BAMY vs. PIRMX - Dividend Comparison

BAMY's dividend yield for the trailing twelve months is around 8.03%, more than PIRMX's 2.49% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BAMY Brookstone Yield ETF	8.03%	7.16%	8.20%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PIRMX PIMCO Inflation Response Multi-Asset Fund Institutional	2.49%	2.66%	9.91%	0.13%	14.12%	11.21%	0.80%	2.05%	11.41%	6.43%	0.49%	3.13%

Drawdowns

BAMY vs. PIRMX - Drawdown Comparison

The maximum BAMY drawdown since its inception was -6.03%, smaller than the maximum PIRMX drawdown of -18.51%. Use the drawdown chart below to compare losses from any high point for BAMY and PIRMX.

Drawdown Indicators

	BAMY	PIRMX	Difference
Max Drawdown Largest peak-to-trough decline	-6.03%	-18.51%	+12.48%
Max Drawdown (1Y) Largest decline over 1 year	-4.60%	-4.96%	+0.36%
Max Drawdown (5Y) Largest decline over 5 years	—	-14.31%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.20%	—
Current Drawdown Current decline from peak	-1.23%	-1.94%	+0.71%
Average Drawdown Average peak-to-trough decline	-0.54%	-4.14%	+3.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	1.10%	-0.25%

Volatility

BAMY vs. PIRMX - Volatility Comparison

The current volatility for Brookstone Yield ETF (BAMY) is 2.01%, while PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX) has a volatility of 2.43%. This indicates that BAMY experiences smaller price fluctuations and is considered to be less risky than PIRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMY	PIRMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.01%	2.43%	-0.42%
Volatility (6M) Calculated over the trailing 6-month period	3.54%	4.79%	-1.25%
Volatility (1Y) Calculated over the trailing 1-year period	6.77%	6.80%	-0.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.15%	8.31%	-2.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.15%	7.49%	-1.34%