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BOND vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOND vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Active Bond ETF (BOND) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOND achieves a 0.79% return, which is significantly lower than VYMI's 12.90% return. Over the past 10 years, BOND has underperformed VYMI with an annualized return of 2.17%, while VYMI has yielded a comparatively higher 11.24% annualized return.


BOND

1D
-0.04%
1M
0.57%
YTD
0.79%
6M
1.33%
1Y
6.34%
3Y*
5.25%
5Y*
0.44%
10Y*
2.17%

VYMI

1D
0.54%
1M
1.28%
YTD
12.90%
6M
14.90%
1Y
31.26%
3Y*
21.73%
5Y*
12.29%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOND vs. VYMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOND
PIMCO Active Bond ETF
0.79%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%
VYMI
Vanguard International High Dividend Yield ETF
12.90%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%

Correlation

The correlation between BOND and VYMI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.11

Over the past year, BOND and VYMI have become more correlated (0.45) than their long-term average of 0.11, meaning their price movements have been converging.

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Return for Risk

BOND vs. VYMI — Risk / Return Rank

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

BOND
BOND Risk / Return Rank: 4747
Overall Rank
BOND Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 5151
Sortino Ratio Rank
BOND Omega Ratio Rank: 4848
Omega Ratio Rank
BOND Calmar Ratio Rank: 4444
Calmar Ratio Rank
BOND Martin Ratio Rank: 4343
Martin Ratio Rank

VYMI
VYMI Risk / Return Rank: 7676
Overall Rank
VYMI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 8080
Sortino Ratio Rank
VYMI Omega Ratio Rank: 8080
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6868
Calmar Ratio Rank
VYMI Martin Ratio Rank: 7272
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. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Active Bond ETF (BOND) and Vanguard International High Dividend Yield ETF (VYMI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BONDVYMIDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratioReturn relative to maximum drawdown

1.96

2.96

-1.00

Martin ratioReturn relative to average drawdown

6.03

11.60

-5.57

BOND vs. VYMI - Sharpe Ratio Comparison

The current BOND Sharpe Ratio is 1.50, which is lower than the VYMI Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of BOND and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BOND vs. VYMI - Drawdown Comparison

The maximum BOND drawdown since its inception was -19.71%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for BOND and VYMI.


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Drawdown Indicators


BONDVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-40.00%

+20.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-10.14%

+7.13%

Max Drawdown (3Y)

Largest decline over 3 years

-6.12%

-12.84%

+6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-24.05%

+4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

-40.00%

+20.29%

Current Drawdown

Current decline from peak

-1.27%

0.00%

-1.27%

Average Drawdown

Average peak-to-trough decline

-3.50%

-6.30%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

2.59%

-1.61%

Volatility

BOND vs. VYMI - Volatility Comparison

The current volatility for PIMCO Active Bond ETF (BOND) is 1.51%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 4.40%. This indicates that BOND experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BONDVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

4.40%

-2.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

11.15%

-8.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

13.33%

-9.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

14.90%

-9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.09%

16.85%

-11.76%

BOND vs. VYMI - Expense Ratio Comparison

BOND has a 0.54% expense ratio, which is higher than VYMI's 0.07% expense ratio.


Dividends

BOND vs. VYMI - Dividend Comparison

BOND's dividend yield for the trailing twelve months is around 5.17%, more than VYMI's 3.39% yield.


PositionTTM20252024202320222021202020192018201720162015
BOND
PIMCO Active Bond ETF
5.17%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
VYMI
Vanguard International High Dividend Yield ETF
3.39%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%

Frequently Asked Questions


BOND and VYMI have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYMI has higher volatility (4.40%) compared to BOND (1.51%). In terms of maximum drawdown, BOND dropped -19.71% vs VYMI's -40.00%.

On 10-year performance, VYMI leads with 11.24% vs 2.17% for BOND. On fees, VYMI is cheaper at 0.07% per year. On volatility, BOND has been the lower-risk option at 1.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYMI has performed better with a 11.24% return vs 2.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.54% for BOND.

BOND has the higher dividend yield at 5.17%, compared with 3.39% for VYMI.

BOND is categorized as Intermediate Core-Plus Bond, while VYMI is Dividend. They also come from different issuers: PIMCO and Vanguard. Their fees differ too: 0.54% for BOND and 0.07% for VYMI.

VYMI currently has the higher Sharpe Ratio (2.26 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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