PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BOND vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BONDVOO
YTD Return0.21%10.42%
1Y Return4.25%34.26%
3Y Return (Ann)-2.46%11.43%
5Y Return (Ann)0.48%15.04%
10Y Return (Ann)1.93%13.04%
Sharpe Ratio0.642.94
Daily Std Dev6.29%11.59%
Max Drawdown-19.71%-33.99%
Current Drawdown-10.07%-0.12%

Correlation

-0.05
-1.001.00

The correlation between BOND and VOO is -0.05. 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. VOO - Performance Comparison

In the year-to-date period, BOND achieves a 0.21% return, which is significantly lower than VOO's 10.42% return. Over the past 10 years, BOND has underperformed VOO with an annualized return of 1.93%, while VOO has yielded a comparatively higher 13.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
36.38%
380.22%
BOND
VOO

Compare stocks, funds, or ETFs


PIMCO Active Bond ETF

Vanguard S&P 500 ETF

BOND vs. VOO - Expense Ratio Comparison

BOND has a 0.57% expense ratio, which is higher than VOO's 0.03% expense ratio.

BOND
PIMCO Active Bond ETF
0.50%1.00%1.50%2.00%0.57%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BOND vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Active Bond ETF (BOND) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BOND
PIMCO Active Bond ETF
0.64
VOO
Vanguard S&P 500 ETF
2.94

BOND vs. VOO - Sharpe Ratio Comparison

The current BOND Sharpe Ratio is 0.64, which is lower than the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of BOND and VOO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50OctoberNovemberDecember2024FebruaryMarch
0.64
2.94
BOND
VOO

Dividends

BOND vs. VOO - Dividend Comparison

BOND's dividend yield for the trailing twelve months is around 4.23%, more than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
BOND
PIMCO Active Bond ETF
4.23%4.06%3.44%2.58%2.66%3.38%3.47%2.87%2.85%4.14%4.13%2.82%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BOND vs. VOO - Drawdown Comparison

The maximum BOND drawdown since its inception was -19.71%, smaller than the maximum VOO drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for BOND and VOO


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-10.07%
-0.12%
BOND
VOO

Volatility

BOND vs. VOO - Volatility Comparison

The current volatility for PIMCO Active Bond ETF (BOND) is 1.18%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.90%. This indicates that BOND experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.18%
2.90%
BOND
VOO