EMNT vs. BND
Compare and contrast key facts about PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT) and Vanguard Total Bond Market ETF (BND).
EMNT and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMNT is an actively managed fund by PIMCO. It was launched on Dec 10, 2019. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMNT or BND.
Performance
EMNT vs. BND - Performance Comparison
Returns By Period
In the year-to-date period, EMNT achieves a 5.16% return, which is significantly higher than BND's 1.55% return.
EMNT
5.16%
0.30%
2.78%
6.03%
N/A
N/A
BND
1.55%
-1.53%
2.79%
6.33%
-0.32%
1.40%
Key characteristics
| EMNT | BND | |
|---|---|---|
| Sharpe Ratio | 5.03 | 1.25 |
| Sortino Ratio | 7.80 | 1.83 |
| Omega Ratio | 4.52 | 1.22 |
| Calmar Ratio | 8.29 | 0.48 |
| Martin Ratio | 124.81 | 4.20 |
| Ulcer Index | 0.05% | 1.70% |
| Daily Std Dev | 1.20% | 5.68% |
| Max Drawdown | -2.28% | -18.84% |
| Current Drawdown | 0.00% | -9.21% |
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EMNT vs. BND - Expense Ratio Comparison
EMNT has a 0.27% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between EMNT and BND is 0.36, 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.
Risk-Adjusted Performance
EMNT vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT) and Vanguard Total Bond Market ETF (BND). 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
EMNT vs. BND - Dividend Comparison
EMNT's dividend yield for the trailing twelve months is around 5.17%, more than BND's 3.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 5.17% | 4.62% | 2.79% | 0.83% | 1.44% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
EMNT vs. BND - Drawdown Comparison
The maximum EMNT drawdown since its inception was -2.28%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for EMNT and BND. For additional features, visit the drawdowns tool.
Volatility
EMNT vs. BND - Volatility Comparison
The current volatility for PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT) is 0.20%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.64%. This indicates that EMNT experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.