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BNDI vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDI vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neos Enhanced Income Aggregate Bond ETF (BNDI) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNDI achieves a 1.28% return, which is significantly lower than PDBC's 27.55% return.


BNDI

1D
-0.07%
1M
-0.21%
6M
0.92%
YTD
1.28%
1Y
5.94%
3Y*
5.13%
5Y*
10Y*

PDBC

1D
2.80%
1M
-0.94%
6M
22.82%
YTD
27.55%
1Y
30.72%
3Y*
10.42%
5Y*
10.81%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDI vs. PDBC - Yearly Performance Comparison


2026 (YTD)2025202420232022
BNDI
Neos Enhanced Income Aggregate Bond ETF
1.28%7.95%1.74%6.89%-2.88%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
27.55%5.96%2.09%-6.25%-8.04%

Correlation

The correlation between BNDI and PDBC is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.35

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

-0.16

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2022

-0.08

Over the past year, the inverse relationship between BNDI and PDBC has strengthened: their correlation has moved from -0.08 to -0.35, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BNDI vs. PDBC — Risk / Return Rank

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

BNDI
BNDI Risk / Return Rank: 4848
Overall Rank
BNDI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BNDI Sortino Ratio Rank: 4848
Sortino Ratio Rank
BNDI Omega Ratio Rank: 4444
Omega Ratio Rank
BNDI Calmar Ratio Rank: 4949
Calmar Ratio Rank
BNDI Martin Ratio Rank: 5252
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 5555
Overall Rank
PDBC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6060
Sortino Ratio Rank
PDBC Omega Ratio Rank: 5858
Omega Ratio Rank
PDBC Calmar Ratio Rank: 4747
Calmar Ratio Rank
PDBC Martin Ratio Rank: 4949
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.

BNDI vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neos Enhanced Income Aggregate Bond ETF (BNDI) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BNDIPDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratioReturn relative to maximum drawdown

1.98

1.86

+0.11

Martin ratioReturn relative to average drawdown

7.07

6.57

+0.50

BNDI vs. PDBC - Sharpe Ratio Comparison

The current BNDI Sharpe Ratio is 1.30, which is comparable to the PDBC Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BNDI and PDBC, 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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Drawdowns

BNDI vs. PDBC - Drawdown Comparison

The maximum BNDI drawdown since its inception was -7.25%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for BNDI and PDBC.


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Drawdown Indicators


BNDIPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-7.25%

-49.52%

+42.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-16.55%

+13.80%

Max Drawdown (3Y)

Largest decline over 3 years

-5.83%

-16.55%

+10.72%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

Current Drawdown

Current decline from peak

-0.98%

-10.63%

+9.65%

Average Drawdown

Average peak-to-trough decline

-1.71%

-23.11%

+21.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

4.69%

-3.92%

Volatility

BNDI vs. PDBC - Volatility Comparison

The current volatility for Neos Enhanced Income Aggregate Bond ETF (BNDI) is 1.48%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 6.25%. This indicates that BNDI experiences smaller price fluctuations and is considered to be less risky than PDBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDIPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

6.25%

-4.77%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

16.77%

-13.40%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

18.90%

-14.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

19.24%

-13.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.16%

17.76%

-11.60%

BNDI vs. PDBC - Expense Ratio Comparison

Both BNDI and PDBC have an expense ratio of 0.58%.


Dividends

BNDI vs. PDBC - Dividend Comparison

BNDI's dividend yield for the trailing twelve months is around 5.84%, more than PDBC's 3.01% yield.


PositionTTM2025202420232022202120202019201820172016
BNDI
Neos Enhanced Income Aggregate Bond ETF
5.84%5.69%5.54%5.17%1.68%0.00%0.00%0.00%0.00%0.00%0.00%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
3.01%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


BNDI and PDBC have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (6.25%) compared to BNDI (1.48%). In terms of maximum drawdown, BNDI dropped -7.25% vs PDBC's -49.52%.

On 3-year performance, PDBC leads with 10.42% vs 5.13% for BNDI. Both ETFs have the same 0.58% expense ratio. On volatility, BNDI has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PDBC has performed better with a 10.42% return vs 5.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNDI and PDBC have the same expense ratio: 0.58% per year.

BNDI has the higher dividend yield at 5.84%, compared with 3.01% for PDBC.

BNDI is categorized as Intermediate Core-Plus Bond, while PDBC is Commodities. They also come from different issuers: Neos and Invesco.

PDBC currently has the higher Sharpe Ratio (1.64 vs 1.30), 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

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