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EMNT vs. PYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMNT vs. PYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMNT achieves a 1.64% return, which is significantly higher than PYLD's 0.95% return.


EMNT

1D
-0.02%
1M
0.39%
YTD
1.64%
6M
1.97%
1Y
4.38%
3Y*
5.24%
5Y*
3.43%
10Y*

PYLD

1D
-0.23%
1M
0.53%
YTD
0.95%
6M
1.31%
1Y
7.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMNT vs. PYLD - Yearly Performance Comparison


Correlation

The correlation between EMNT and PYLD is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2023

0.30

Over the past year, EMNT and PYLD have become more correlated (0.51) than their long-term average of 0.30, meaning their price movements have been converging.

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Return for Risk

EMNT vs. PYLD — Risk / Return Rank

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

EMNT
EMNT Risk / Return Rank: 9999
Overall Rank
EMNT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EMNT Sortino Ratio Rank: 9999
Sortino Ratio Rank
EMNT Omega Ratio Rank: 9999
Omega Ratio Rank
EMNT Calmar Ratio Rank: 9999
Calmar Ratio Rank
EMNT Martin Ratio Rank: 9999
Martin Ratio Rank

PYLD
PYLD Risk / Return Rank: 6666
Overall Rank
PYLD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PYLD Sortino Ratio Rank: 7878
Sortino Ratio Rank
PYLD Omega Ratio Rank: 7979
Omega Ratio Rank
PYLD Calmar Ratio Rank: 4545
Calmar Ratio Rank
PYLD Martin Ratio Rank: 5858
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.

EMNT vs. PYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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.


EMNTPYLDDifference
Sharpe ratioReturn per unit of total volatility

+8.21

Sortino ratioReturn per unit of downside risk

+17.61

Omega ratioGain probability vs. loss probability

5.63

1.48

+4.15

Calmar ratioReturn relative to maximum drawdown

33.45

2.29

+31.16

Martin ratioReturn relative to average drawdown

235.99

10.44

+225.56

EMNT vs. PYLD - Sharpe Ratio Comparison

The current EMNT Sharpe Ratio is 10.63, which is higher than the PYLD Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of EMNT and PYLD, 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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Sharpe Ratios by Period


EMNTPYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.63

2.42

+8.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.18

Sharpe Ratio (All Time)

Calculated using the full available price history

3.51

2.04

+1.47

Drawdowns

EMNT vs. PYLD - Drawdown Comparison

The maximum EMNT drawdown since its inception was -2.28%, smaller than the maximum PYLD drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for EMNT and PYLD.


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Drawdown Indicators


EMNTPYLDDifference

Max Drawdown

Largest peak-to-trough decline

-2.28%

-4.52%

+2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-0.13%

-3.25%

+3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-1.70%

Current Drawdown

Current decline from peak

-0.02%

-0.44%

+0.42%

Average Drawdown

Average peak-to-trough decline

-0.23%

-0.65%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.71%

-0.69%

Volatility

EMNT vs. PYLD - Volatility Comparison

The current volatility for PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) is 0.14%, while PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) has a volatility of 1.24%. This indicates that EMNT experiences smaller price fluctuations and is considered to be less risky than PYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMNTPYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.14%

1.24%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.34%

2.50%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

0.41%

3.08%

-2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.83%

3.99%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.86%

3.99%

-3.13%

EMNT vs. PYLD - Expense Ratio Comparison

EMNT has a 0.24% expense ratio, which is lower than PYLD's 0.55% expense ratio.


Dividends

EMNT vs. PYLD - Dividend Comparison

EMNT's dividend yield for the trailing twelve months is around 4.00%, less than PYLD's 6.30% yield.


PositionTTM202520242023202220212020
EMNT
PIMCO Enhanced Short Maturity Active ESG ETF
4.00%4.46%5.14%4.62%2.79%0.66%1.44%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
6.30%6.21%6.40%2.72%0.00%0.00%0.00%

Frequently Asked Questions


EMNT and PYLD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PYLD has higher volatility (1.24%) compared to EMNT (0.14%). In terms of maximum drawdown, EMNT dropped -2.28% vs PYLD's -4.52%.

On 1-year performance, PYLD leads with 7.40% vs 4.38% for EMNT. On fees, EMNT is cheaper at 0.24% per year. On volatility, EMNT has been the lower-risk option at 0.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PYLD has performed better with a 7.40% return vs 4.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMNT is cheaper with a 0.24% expense ratio, compared with 0.55% for PYLD.

PYLD has the higher dividend yield at 6.30%, compared with 4.00% for EMNT.

EMNT is categorized as Ultrashort Bond, while PYLD is Multisector Bonds. Their fees differ too: 0.24% for EMNT and 0.55% for PYLD.

EMNT currently has the higher Sharpe Ratio (10.63 vs 2.42), 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.

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