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BOND vs. STPZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOND vs. STPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Active Bond ETF (BOND) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). The values are adjusted to include any dividend payments, if applicable.

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BOND vs. STPZ - 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%
STPZ
PIMCO 1-5 Year US TIPS Index ETF
0.83%6.40%4.30%4.28%-4.49%5.64%5.44%4.83%0.04%0.51%

Returns By Period

In the year-to-date period, BOND achieves a -0.02% return, which is significantly lower than STPZ's 0.83% return. Over the past 10 years, BOND has underperformed STPZ with an annualized return of 2.24%, while STPZ has yielded a comparatively higher 2.82% 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%

STPZ

1D
0.07%
1M
-0.12%
YTD
0.83%
6M
1.08%
1Y
3.83%
3Y*
4.47%
5Y*
3.05%
10Y*
2.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BOND vs. STPZ - Expense Ratio Comparison

BOND has a 0.54% expense ratio, which is higher than STPZ's 0.20% expense ratio.


Return for Risk

BOND vs. STPZ — 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

STPZ
STPZ Risk / Return Rank: 8585
Overall Rank
STPZ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
STPZ Sortino Ratio Rank: 8686
Sortino Ratio Rank
STPZ Omega Ratio Rank: 8484
Omega Ratio Rank
STPZ Calmar Ratio Rank: 8989
Calmar Ratio Rank
STPZ Martin Ratio Rank: 8181
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. STPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Active Bond ETF (BOND) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). 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.


BONDSTPZDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.61

-0.53

Sortino ratio

Return per unit of downside risk

1.51

2.30

-0.79

Omega ratio

Gain probability vs. loss probability

1.20

1.33

-0.13

Calmar ratio

Return relative to maximum drawdown

1.58

2.92

-1.34

Martin ratio

Return relative to average drawdown

4.65

8.71

-4.06

BOND vs. STPZ - Sharpe Ratio Comparison

The current BOND Sharpe Ratio is 1.08, which is lower than the STPZ Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of BOND and STPZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BONDSTPZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.61

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.93

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.95

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.89

-0.26

Correlation

The correlation between BOND and STPZ is 0.51, 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. STPZ - Dividend Comparison

BOND's dividend yield for the trailing twelve months is around 5.18%, more than STPZ's 3.59% 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%
STPZ
PIMCO 1-5 Year US TIPS Index ETF
3.59%3.65%1.97%1.63%5.88%3.65%1.86%1.76%2.23%1.51%0.65%0.49%

Drawdowns

BOND vs. STPZ - Drawdown Comparison

The maximum BOND drawdown since its inception was -19.71%, which is greater than STPZ's maximum drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for BOND and STPZ.


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Drawdown Indicators


BONDSTPZDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-6.77%

-12.94%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-1.35%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-6.70%

-13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

-6.77%

-12.94%

Current Drawdown

Current decline from peak

-2.06%

-0.37%

-1.69%

Average Drawdown

Average peak-to-trough decline

-3.53%

-1.32%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

0.45%

+0.67%

Volatility

BOND vs. STPZ - Volatility Comparison

PIMCO Active Bond ETF (BOND) has a higher volatility of 1.82% compared to PIMCO 1-5 Year US TIPS Index ETF (STPZ) at 0.72%. This indicates that BOND's price experiences larger fluctuations and is considered to be riskier than STPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BONDSTPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

0.72%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

1.21%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

2.38%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

3.30%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

2.98%

+2.09%