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CRBN vs. PLDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRBN vs. PLDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI Low Carbon Target ETF (CRBN) and PIMCO Low Duration ESG Fund (PLDIX). The values are adjusted to include any dividend payments, if applicable.

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CRBN vs. PLDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRBN
iShares MSCI ACWI Low Carbon Target ETF
-2.35%21.85%19.29%22.31%-19.12%18.82%16.83%28.65%-9.80%23.49%
PLDIX
PIMCO Low Duration ESG Fund
-0.31%5.30%4.98%4.81%-5.98%-0.63%3.30%4.25%0.32%1.69%

Returns By Period

In the year-to-date period, CRBN achieves a -2.35% return, which is significantly lower than PLDIX's -0.31% return. Over the past 10 years, CRBN has outperformed PLDIX with an annualized return of 11.60%, while PLDIX has yielded a comparatively lower 1.85% annualized return.


CRBN

1D
1.04%
1M
-5.04%
YTD
-2.35%
6M
0.26%
1Y
20.18%
3Y*
17.48%
5Y*
9.47%
10Y*
11.60%

PLDIX

1D
0.11%
1M
-0.86%
YTD
-0.31%
6M
0.74%
1Y
3.26%
3Y*
4.34%
5Y*
1.56%
10Y*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRBN vs. PLDIX - Expense Ratio Comparison

CRBN has a 0.20% expense ratio, which is lower than PLDIX's 0.50% expense ratio.


Return for Risk

CRBN vs. PLDIX — Risk / Return Rank

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

CRBN
CRBN Risk / Return Rank: 6666
Overall Rank
CRBN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CRBN Sortino Ratio Rank: 6666
Sortino Ratio Rank
CRBN Omega Ratio Rank: 6565
Omega Ratio Rank
CRBN Calmar Ratio Rank: 6565
Calmar Ratio Rank
CRBN Martin Ratio Rank: 7171
Martin Ratio Rank

PLDIX
PLDIX Risk / Return Rank: 8484
Overall Rank
PLDIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PLDIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PLDIX Omega Ratio Rank: 7979
Omega Ratio Rank
PLDIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PLDIX Martin Ratio Rank: 8686
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.

CRBN vs. PLDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI Low Carbon Target ETF (CRBN) and PIMCO Low Duration ESG Fund (PLDIX). 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.


CRBNPLDIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.54

-0.39

Sortino ratio

Return per unit of downside risk

1.72

2.59

-0.87

Omega ratio

Gain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratio

Return relative to maximum drawdown

1.76

2.51

-0.75

Martin ratio

Return relative to average drawdown

7.87

9.88

-2.01

CRBN vs. PLDIX - Sharpe Ratio Comparison

The current CRBN Sharpe Ratio is 1.15, which is comparable to the PLDIX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of CRBN and PLDIX, 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


CRBNPLDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.54

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.68

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.94

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.32

-0.69

Correlation

The correlation between CRBN and PLDIX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CRBN vs. PLDIX - Dividend Comparison

CRBN's dividend yield for the trailing twelve months is around 2.26%, less than PLDIX's 3.33% yield.


TTM20252024202320222021202020192018201720162015
CRBN
iShares MSCI ACWI Low Carbon Target ETF
2.26%2.21%1.94%2.01%1.95%1.57%1.41%2.27%2.51%2.05%2.27%2.01%
PLDIX
PIMCO Low Duration ESG Fund
3.33%3.62%3.39%2.97%1.90%0.82%1.26%2.46%1.92%1.04%1.82%1.93%

Drawdowns

CRBN vs. PLDIX - Drawdown Comparison

The maximum CRBN drawdown since its inception was -33.13%, which is greater than PLDIX's maximum drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for CRBN and PLDIX.


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Drawdown Indicators


CRBNPLDIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-9.77%

-23.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-1.51%

-10.12%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

-8.34%

-18.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.13%

-8.34%

-24.79%

Current Drawdown

Current decline from peak

-6.41%

-1.08%

-5.33%

Average Drawdown

Average peak-to-trough decline

-5.27%

-0.84%

-4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

0.38%

+2.22%

Volatility

CRBN vs. PLDIX - Volatility Comparison

iShares MSCI ACWI Low Carbon Target ETF (CRBN) has a higher volatility of 6.62% compared to PIMCO Low Duration ESG Fund (PLDIX) at 0.73%. This indicates that CRBN's price experiences larger fluctuations and is considered to be riskier than PLDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRBNPLDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

0.73%

+5.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

1.41%

+9.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

2.15%

+15.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

2.31%

+13.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

1.97%

+14.90%