BOND vs. TRBCX
Compare and contrast key facts about PIMCO Active Bond ETF (BOND) and T. Rowe Price Blue Chip Growth Fund (TRBCX).
BOND is an actively managed fund by PIMCO. It was launched on Mar 1, 2012. TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOND or TRBCX.
Key characteristics
| BOND | TRBCX | |
|---|---|---|
| YTD Return | 2.69% | 32.64% |
| 1Y Return | 8.83% | 38.24% |
| 3Y Return (Ann) | -1.83% | 4.95% |
| 5Y Return (Ann) | 0.18% | 15.05% |
| 10Y Return (Ann) | 1.88% | 14.63% |
| Sharpe Ratio | 1.66 | 2.15 |
| Sortino Ratio | 2.38 | 2.84 |
| Omega Ratio | 1.30 | 1.40 |
| Calmar Ratio | 0.62 | 2.34 |
| Martin Ratio | 6.43 | 11.82 |
| Ulcer Index | 1.43% | 3.30% |
| Daily Std Dev | 5.54% | 18.14% |
| Max Drawdown | -19.71% | -54.56% |
| Current Drawdown | -7.17% | -2.80% |
Correlation
The correlation between BOND and TRBCX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
BOND vs. TRBCX - Performance Comparison
In the year-to-date period, BOND achieves a 2.69% return, which is significantly lower than TRBCX's 32.64% return. Over the past 10 years, BOND has underperformed TRBCX with an annualized return of 1.88%, while TRBCX has yielded a comparatively higher 14.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BOND vs. TRBCX - Expense Ratio Comparison
BOND has a 0.57% expense ratio, which is lower than TRBCX's 0.69% expense ratio.
Risk-Adjusted Performance
BOND vs. TRBCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Active Bond ETF (BOND) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.
Dividends
BOND vs. TRBCX - Dividend Comparison
BOND's dividend yield for the trailing twelve months is around 5.59%, more than TRBCX's 2.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOND PIMCO Active Bond ETF | 5.59% | 4.78% | 3.44% | 2.58% | 2.66% | 3.38% | 3.47% | 2.87% | 2.85% | 4.14% | 4.13% | 2.82% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.63% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% | 0.00% |
Drawdowns
BOND vs. TRBCX - Drawdown Comparison
The maximum BOND drawdown since its inception was -19.71%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for BOND and TRBCX. For additional features, visit the drawdowns tool.
Volatility
BOND vs. TRBCX - Volatility Comparison
The current volatility for PIMCO Active Bond ETF (BOND) is 1.51%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 5.33%. This indicates that BOND experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.