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BHK vs. BOND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BHK vs. BOND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Core Bond Trust (BHK) and PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BHK achieves a -2.76% return, which is significantly lower than BOND's 0.48% return. Over the past 10 years, BHK has outperformed BOND with an annualized return of 3.00%, while BOND has yielded a comparatively lower 2.16% annualized return.


BHK

1D
-0.78%
1M
-1.05%
YTD
-2.76%
6M
-1.69%
1Y
-0.09%
3Y*
4.37%
5Y*
-3.11%
10Y*
3.00%

BOND

1D
-0.24%
1M
0.30%
YTD
0.48%
6M
0.46%
1Y
6.71%
3Y*
4.99%
5Y*
0.51%
10Y*
2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BHK vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BHK
BlackRock Core Bond Trust
-2.76%2.51%4.02%14.42%-32.52%8.03%18.02%26.36%-7.59%14.22%
BOND
PIMCO Active Bond ETF
0.48%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%

Correlation

The correlation between BHK and BOND is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.38

The correlation between BHK and BOND shifts across timeframes, from 0.38 (all time) to 0.58 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BHK vs. BOND — Risk / Return Rank

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

BHK
BHK Risk / Return Rank: 3636
Overall Rank
BHK Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BHK Sortino Ratio Rank: 3131
Sortino Ratio Rank
BHK Omega Ratio Rank: 3131
Omega Ratio Rank
BHK Calmar Ratio Rank: 3939
Calmar Ratio Rank
BHK Martin Ratio Rank: 3939
Martin Ratio Rank

BOND
BOND Risk / Return Rank: 4747
Overall Rank
BOND Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 5050
Sortino Ratio Rank
BOND Omega Ratio Rank: 4747
Omega Ratio Rank
BOND Calmar Ratio Rank: 4444
Calmar Ratio Rank
BOND Martin Ratio Rank: 4343
Martin Ratio Rank
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.

BHK vs. BOND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Trust (BHK) and PIMCO Active Bond ETF (BOND). 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.


BHKBONDDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

1.01

1.31

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.01

2.23

-2.25

Martin ratioReturn relative to average drawdown

-0.03

7.13

-7.16

BHK vs. BOND - Sharpe Ratio Comparison

The current BHK Sharpe Ratio is -0.01, which is lower than the BOND Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of BHK and BOND, 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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Sharpe Ratios by Period


BHKBONDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

1.70

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.09

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.43

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.63

-0.23

Drawdowns

BHK vs. BOND - Drawdown Comparison

The maximum BHK drawdown since its inception was -39.59%, which is greater than BOND's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for BHK and BOND.


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Drawdown Indicators


BHKBONDDifference

Max Drawdown

Largest peak-to-trough decline

-39.59%

-19.71%

-19.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.13%

-3.01%

-5.12%

Max Drawdown (3Y)

Largest decline over 3 years

-14.73%

-6.12%

-8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-39.59%

-19.71%

-19.88%

Max Drawdown (10Y)

Largest decline over 10 years

-39.59%

-19.71%

-19.88%

Current Drawdown

Current decline from peak

-21.10%

-1.57%

-19.53%

Average Drawdown

Average peak-to-trough decline

-7.76%

-3.50%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

0.94%

+2.27%

Volatility

BHK vs. BOND - Volatility Comparison

BlackRock Core Bond Trust (BHK) has a higher volatility of 3.82% compared to PIMCO Active Bond ETF (BOND) at 1.40%. This indicates that BHK's price experiences larger fluctuations and is considered to be riskier than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BHKBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

1.40%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.45%

2.88%

+3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

9.15%

3.97%

+5.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

5.76%

+8.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.11%

5.09%

+8.02%

Dividends

BHK vs. BOND - Dividend Comparison

BHK's dividend yield for the trailing twelve months is around 9.99%, more than BOND's 5.19% yield.


PositionTTM20252024202320222021202020192018201720162015
BHK
BlackRock Core Bond Trust
9.99%9.25%8.56%8.21%7.91%6.36%5.06%5.32%6.39%5.56%6.23%7.03%
BOND
PIMCO Active Bond ETF
5.19%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%

Frequently Asked Questions


BHK and BOND have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BHK has higher volatility (3.82%) compared to BOND (1.40%). In terms of maximum drawdown, BHK dropped -39.59% vs BOND's -19.71%.

BOND currently has the higher Sharpe Ratio (1.70 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BHK and BOND

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