HOBEX vs. PONPX
Compare and contrast key facts about Holbrook Income Fund (HOBEX) and PIMCO Income Fund Class I-2 (PONPX).
HOBEX is managed by Holbrook Holdings. It was launched on Jul 6, 2016. PONPX is managed by PIMCO.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HOBEX or PONPX.
Performance
HOBEX vs. PONPX - Performance Comparison
Returns By Period
In the year-to-date period, HOBEX achieves a 6.92% return, which is significantly higher than PONPX's 4.76% return.
HOBEX
6.92%
1.02%
3.40%
7.84%
4.76%
N/A
PONPX
4.76%
0.14%
3.90%
9.34%
3.07%
4.03%
Key characteristics
| HOBEX | PONPX | |
|---|---|---|
| Sharpe Ratio | 2.20 | 2.17 |
| Sortino Ratio | 3.44 | 3.29 |
| Omega Ratio | 1.72 | 1.43 |
| Calmar Ratio | 2.86 | 2.40 |
| Martin Ratio | 15.86 | 10.33 |
| Ulcer Index | 0.49% | 0.90% |
| Daily Std Dev | 3.56% | 4.30% |
| Max Drawdown | -23.58% | -13.39% |
| Current Drawdown | 0.00% | -1.72% |
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HOBEX vs. PONPX - Expense Ratio Comparison
HOBEX has a 1.60% expense ratio, which is higher than PONPX's 0.72% expense ratio.
Correlation
The correlation between HOBEX and PONPX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
HOBEX vs. PONPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Holbrook Income Fund (HOBEX) and PIMCO Income Fund Class I-2 (PONPX). 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
HOBEX vs. PONPX - Dividend Comparison
HOBEX's dividend yield for the trailing twelve months is around 6.03%, less than PONPX's 6.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HOBEX Holbrook Income Fund | 6.03% | 6.36% | 4.83% | 4.34% | 5.44% | 3.00% | 3.53% | 2.92% | 1.21% | 0.00% | 0.00% | 0.00% |
PONPX PIMCO Income Fund Class I-2 | 6.13% | 6.10% | 6.28% | 3.92% | 4.79% | 5.76% | 5.58% | 5.32% | 5.47% | 7.64% | 6.18% | 5.37% |
Drawdowns
HOBEX vs. PONPX - Drawdown Comparison
The maximum HOBEX drawdown since its inception was -23.58%, which is greater than PONPX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for HOBEX and PONPX. For additional features, visit the drawdowns tool.
Volatility
HOBEX vs. PONPX - Volatility Comparison
The current volatility for Holbrook Income Fund (HOBEX) is 0.82%, while PIMCO Income Fund Class I-2 (PONPX) has a volatility of 1.00%. This indicates that HOBEX experiences smaller price fluctuations and is considered to be less risky than PONPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.