BOND vs. VTI
Compare and contrast key facts about PIMCO Active Bond ETF (BOND) and Vanguard Total Stock Market ETF (VTI).
BOND and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BOND is an actively managed fund by PIMCO. It was launched on Mar 1, 2012. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOND or VTI.
Key characteristics
| BOND | VTI | |
|---|---|---|
| YTD Return | 2.69% | 23.63% |
| 1Y Return | 8.83% | 32.34% |
| 3Y Return (Ann) | -1.83% | 7.79% |
| 5Y Return (Ann) | 0.18% | 14.66% |
| 10Y Return (Ann) | 1.88% | 12.59% |
| Sharpe Ratio | 1.66 | 2.58 |
| Sortino Ratio | 2.38 | 3.45 |
| Omega Ratio | 1.30 | 1.48 |
| Calmar Ratio | 0.62 | 3.76 |
| Martin Ratio | 6.43 | 16.56 |
| Ulcer Index | 1.43% | 1.95% |
| Daily Std Dev | 5.54% | 12.51% |
| Max Drawdown | -19.71% | -55.45% |
| Current Drawdown | -7.17% | -2.43% |
Correlation
The correlation between BOND and VTI is -0.03. 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. VTI - Performance Comparison
In the year-to-date period, BOND achieves a 2.69% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, BOND has underperformed VTI with an annualized return of 1.88%, while VTI has yielded a comparatively higher 12.59% 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. VTI - Expense Ratio Comparison
BOND has a 0.57% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
BOND vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Active Bond ETF (BOND) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
BOND's dividend yield for the trailing twelve months is around 5.59%, more than VTI's 1.29% 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% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BOND vs. VTI - Drawdown Comparison
The maximum BOND drawdown since its inception was -19.71%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BOND and VTI. For additional features, visit the drawdowns tool.
Volatility
BOND vs. VTI - Volatility Comparison
The current volatility for PIMCO Active Bond ETF (BOND) is 1.51%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that BOND experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.