PortfoliosLab logoPortfoliosLab logo
GOVI vs. BOND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOVI vs. BOND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Equal Weight 0-30 Years Treasury ETF (GOVI) and PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GOVI vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOVI
Invesco Equal Weight 0-30 Years Treasury ETF
-0.06%5.84%-2.95%3.31%-19.98%-3.76%12.55%10.00%-0.28%4.96%
BOND
PIMCO Active Bond ETF
-0.02%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%

Returns By Period

In the year-to-date period, GOVI achieves a -0.06% return, which is significantly lower than BOND's -0.02% return. Over the past 10 years, GOVI has underperformed BOND with an annualized return of 0.10%, while BOND has yielded a comparatively higher 2.24% annualized return.


GOVI

1D
0.15%
1M
-3.00%
YTD
-0.06%
6M
0.13%
1Y
1.84%
3Y*
0.38%
5Y*
-2.40%
10Y*
0.10%

BOND

1D
0.25%
1M
-2.06%
YTD
-0.02%
6M
1.43%
1Y
5.07%
3Y*
4.76%
5Y*
0.62%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GOVI vs. BOND - Expense Ratio Comparison

GOVI has a 0.15% expense ratio, which is lower than BOND's 0.54% expense ratio.


Return for Risk

GOVI vs. BOND — Risk / Return Rank

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

GOVI
GOVI Risk / Return Rank: 1818
Overall Rank
GOVI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GOVI Sortino Ratio Rank: 1616
Sortino Ratio Rank
GOVI Omega Ratio Rank: 1616
Omega Ratio Rank
GOVI Calmar Ratio Rank: 2121
Calmar Ratio Rank
GOVI Martin Ratio Rank: 1919
Martin Ratio Rank

BOND
BOND Risk / Return Rank: 6060
Overall Rank
BOND Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 6262
Sortino Ratio Rank
BOND Omega Ratio Rank: 5656
Omega Ratio Rank
BOND Calmar Ratio Rank: 6666
Calmar Ratio Rank
BOND Martin Ratio Rank: 5252
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.

GOVI vs. BOND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Equal Weight 0-30 Years Treasury ETF (GOVI) and PIMCO Active Bond ETF (BOND). 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.


GOVIBONDDifference

Sharpe ratio

Return per unit of total volatility

0.25

1.08

-0.83

Sortino ratio

Return per unit of downside risk

0.39

1.51

-1.12

Omega ratio

Gain probability vs. loss probability

1.05

1.20

-0.15

Calmar ratio

Return relative to maximum drawdown

0.42

1.58

-1.17

Martin ratio

Return relative to average drawdown

0.97

4.65

-3.68

GOVI vs. BOND - Sharpe Ratio Comparison

The current GOVI Sharpe Ratio is 0.25, which is lower than the BOND Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of GOVI and BOND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GOVIBONDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

1.08

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.11

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.44

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.63

-0.31

Correlation

The correlation between GOVI and BOND is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GOVI vs. BOND - Dividend Comparison

GOVI's dividend yield for the trailing twelve months is around 3.81%, less than BOND's 5.18% yield.


TTM20252024202320222021202020192018201720162015
GOVI
Invesco Equal Weight 0-30 Years Treasury ETF
3.81%3.75%3.56%2.87%1.97%1.15%1.00%1.96%2.14%2.02%2.00%2.14%
BOND
PIMCO Active Bond ETF
5.18%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%

Drawdowns

GOVI vs. BOND - Drawdown Comparison

The maximum GOVI drawdown since its inception was -32.70%, which is greater than BOND's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for GOVI and BOND.


Loading graphics...

Drawdown Indicators


GOVIBONDDifference

Max Drawdown

Largest peak-to-trough decline

-32.70%

-19.71%

-12.99%

Max Drawdown (1Y)

Largest decline over 1 year

-5.83%

-3.29%

-2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-28.30%

-19.71%

-8.59%

Max Drawdown (10Y)

Largest decline over 10 years

-32.70%

-19.71%

-12.99%

Current Drawdown

Current decline from peak

-22.00%

-2.06%

-19.94%

Average Drawdown

Average peak-to-trough decline

-9.53%

-3.53%

-6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

1.12%

+1.39%

Volatility

GOVI vs. BOND - Volatility Comparison

Invesco Equal Weight 0-30 Years Treasury ETF (GOVI) has a higher volatility of 2.69% compared to PIMCO Active Bond ETF (BOND) at 1.82%. This indicates that GOVI's price experiences larger fluctuations and is considered to be riskier than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GOVIBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

1.82%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

4.43%

2.70%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

7.53%

4.72%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.85%

5.73%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.11%

5.07%

+4.04%