PortfoliosLab logoPortfoliosLab logo
BOND vs. PONPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOND vs. PONPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Active Bond ETF (BOND) and PIMCO Income Fund Class I-2 (PONPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BOND vs. PONPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOND
PIMCO Active Bond ETF
-0.02%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%
PONPX
PIMCO Income Fund Class I-2
-1.37%10.96%5.33%9.24%-9.14%2.51%5.73%7.99%0.53%8.52%

Returns By Period

In the year-to-date period, BOND achieves a -0.02% return, which is significantly higher than PONPX's -1.37% return. Over the past 10 years, BOND has underperformed PONPX with an annualized return of 2.24%, while PONPX has yielded a comparatively higher 4.55% annualized return.


BOND

1D
0.25%
1M
-2.06%
YTD
-0.02%
6M
1.43%
1Y
5.07%
3Y*
4.76%
5Y*
0.62%
10Y*
2.24%

PONPX

1D
0.47%
1M
-3.24%
YTD
-1.37%
6M
1.11%
1Y
5.97%
3Y*
7.09%
5Y*
3.28%
10Y*
4.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BOND vs. PONPX - Expense Ratio Comparison

BOND has a 0.54% expense ratio, which is lower than PONPX's 0.72% expense ratio.


Return for Risk

BOND vs. PONPX — Risk / Return Rank

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

BOND
BOND Risk / Return Rank: 6060
Overall Rank
BOND Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 6262
Sortino Ratio Rank
BOND Omega Ratio Rank: 5656
Omega Ratio Rank
BOND Calmar Ratio Rank: 6666
Calmar Ratio Rank
BOND Martin Ratio Rank: 5252
Martin Ratio Rank

PONPX
PONPX Risk / Return Rank: 8080
Overall Rank
PONPX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PONPX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PONPX Omega Ratio Rank: 7777
Omega Ratio Rank
PONPX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PONPX Martin Ratio Rank: 7777
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. PONPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Active Bond ETF (BOND) and PIMCO Income Fund Class I-2 (PONPX). 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.


BONDPONPXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.54

-0.46

Sortino ratio

Return per unit of downside risk

1.51

2.21

-0.70

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.58

1.84

-0.26

Martin ratio

Return relative to average drawdown

4.65

7.43

-2.79

BOND vs. PONPX - Sharpe Ratio Comparison

The current BOND Sharpe Ratio is 1.08, which is comparable to the PONPX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of BOND and PONPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BONDPONPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.54

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.70

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

1.09

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.82

-1.19

Correlation

The correlation between BOND and PONPX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BOND vs. PONPX - Dividend Comparison

BOND's dividend yield for the trailing twelve months is around 5.18%, less than PONPX's 5.48% yield.


TTM20252024202320222021202020192018201720162015
BOND
PIMCO Active Bond ETF
5.18%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
PONPX
PIMCO Income Fund Class I-2
5.48%5.91%6.16%6.11%4.89%3.92%4.78%5.73%5.56%5.27%5.42%7.77%

Drawdowns

BOND vs. PONPX - Drawdown Comparison

The maximum BOND drawdown since its inception was -19.71%, which is greater than PONPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for BOND and PONPX.


Loading graphics...

Drawdown Indicators


BONDPONPXDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-13.41%

-6.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-3.69%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-13.41%

-6.30%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

-13.41%

-6.30%

Current Drawdown

Current decline from peak

-2.06%

-3.24%

+1.18%

Average Drawdown

Average peak-to-trough decline

-3.53%

-1.44%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

0.92%

+0.20%

Volatility

BOND vs. PONPX - Volatility Comparison

PIMCO Active Bond ETF (BOND) and PIMCO Income Fund Class I-2 (PONPX) have volatilities of 1.82% and 1.88%, 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.


Loading graphics...

Volatility by Period


BONDPONPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

1.88%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.64%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

4.27%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

4.75%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

4.19%

+0.88%