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BOND vs. IMTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOND vs. IMTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Active Bond ETF (BOND) and iShares Core 5-10 Year USD Bond ETF (IMTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOND achieves a 0.82% return, which is significantly higher than IMTB's 0.27% return.


BOND

1D
0.16%
1M
0.93%
YTD
0.82%
6M
0.96%
1Y
5.76%
3Y*
5.13%
5Y*
0.48%
10Y*
2.17%

IMTB

1D
0.21%
1M
0.63%
YTD
0.27%
6M
0.58%
1Y
5.32%
3Y*
4.80%
5Y*
0.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOND vs. IMTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOND
PIMCO Active Bond ETF
0.82%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%
IMTB
iShares Core 5-10 Year USD Bond ETF
0.27%8.88%1.94%6.10%-12.75%-1.41%6.25%8.62%-0.45%4.88%

Correlation

The correlation between BOND and IMTB is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.93

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2016

0.78

The correlation between BOND and IMTB shifts across timeframes, from 0.78 (all time) to 0.93 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BOND vs. IMTB — Risk / Return Rank

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

BOND
BOND Risk / Return Rank: 4141
Overall Rank
BOND Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 4444
Sortino Ratio Rank
BOND Omega Ratio Rank: 4141
Omega Ratio Rank
BOND Calmar Ratio Rank: 4040
Calmar Ratio Rank
BOND Martin Ratio Rank: 3838
Martin Ratio Rank

IMTB
IMTB Risk / Return Rank: 3838
Overall Rank
IMTB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 4141
Sortino Ratio Rank
IMTB Omega Ratio Rank: 3636
Omega Ratio Rank
IMTB Calmar Ratio Rank: 3939
Calmar Ratio Rank
IMTB Martin Ratio Rank: 3737
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.

BOND vs. IMTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Active Bond ETF (BOND) and iShares Core 5-10 Year USD Bond ETF (IMTB). 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.


BONDIMTBDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratioReturn relative to maximum drawdown

1.92

1.87

+0.05

Martin ratioReturn relative to average drawdown

5.79

5.43

+0.35

BOND vs. IMTB - Sharpe Ratio Comparison

The current BOND Sharpe Ratio is 1.46, which is comparable to the IMTB Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of BOND and IMTB, 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

BOND vs. IMTB - Drawdown Comparison

The maximum BOND drawdown since its inception was -19.71%, which is greater than IMTB's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for BOND and IMTB.


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Drawdown Indicators


BONDIMTBDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-18.15%

-1.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-2.86%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-6.12%

-6.80%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-18.11%

-1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

Current Drawdown

Current decline from peak

-1.24%

-1.45%

+0.21%

Average Drawdown

Average peak-to-trough decline

-3.50%

-4.12%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.98%

+0.02%

Volatility

BOND vs. IMTB - Volatility Comparison

PIMCO Active Bond ETF (BOND) and iShares Core 5-10 Year USD Bond ETF (IMTB) have volatilities of 1.35% and 1.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BONDIMTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.38%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

3.15%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

4.10%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

6.30%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.10%

5.18%

-0.08%

BOND vs. IMTB - Expense Ratio Comparison

BOND has a 0.54% expense ratio, which is higher than IMTB's 0.06% expense ratio.


Dividends

BOND vs. IMTB - Dividend Comparison

BOND's dividend yield for the trailing twelve months is around 5.17%, more than IMTB's 4.51% yield.


PositionTTM20252024202320222021202020192018201720162015
BOND
PIMCO Active Bond ETF
5.17%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
IMTB
iShares Core 5-10 Year USD Bond ETF
4.51%4.40%4.42%4.13%2.90%2.49%2.63%2.91%3.04%2.75%0.40%0.00%

Frequently Asked Questions


With a correlation of 0.92, BOND and IMTB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IMTB has higher volatility (1.38%) compared to BOND (1.35%). In terms of maximum drawdown, BOND dropped -19.71% vs IMTB's -18.15%.

On 5-year performance, IMTB leads with 0.55% vs 0.48% for BOND. On fees, IMTB is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IMTB has performed better with a 0.55% return vs 0.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMTB is cheaper with a 0.06% expense ratio, compared with 0.54% for BOND.

BOND has the higher dividend yield at 5.17%, compared with 4.51% for IMTB.

They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.54% for BOND and 0.06% for IMTB.

BOND currently has the higher Sharpe Ratio (1.46 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

Find the right allocation for BOND and IMTB

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