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HYS vs. BOND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYS vs. BOND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

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HYS vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
-0.39%8.80%8.42%11.38%-5.42%4.77%3.27%10.22%-1.05%5.75%
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, HYS achieves a -0.39% return, which is significantly lower than BOND's -0.02% return. Over the past 10 years, HYS has outperformed BOND with an annualized return of 5.62%, while BOND has yielded a comparatively lower 2.24% annualized return.


HYS

1D
0.70%
1M
-0.57%
YTD
-0.39%
6M
1.22%
1Y
7.13%
3Y*
8.21%
5Y*
4.94%
10Y*
5.62%

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)

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HYS vs. BOND - Expense Ratio Comparison

HYS has a 0.56% expense ratio, which is higher than BOND's 0.54% expense ratio.


Return for Risk

HYS vs. BOND — Risk / Return Rank

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

HYS
HYS Risk / Return Rank: 7979
Overall Rank
HYS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HYS Sortino Ratio Rank: 7878
Sortino Ratio Rank
HYS Omega Ratio Rank: 8383
Omega Ratio Rank
HYS Calmar Ratio Rank: 7272
Calmar Ratio Rank
HYS Martin Ratio Rank: 8787
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.

HYS vs. BOND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) 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.


HYSBONDDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.08

+0.25

Sortino ratio

Return per unit of downside risk

1.93

1.51

+0.43

Omega ratio

Gain probability vs. loss probability

1.32

1.20

+0.12

Calmar ratio

Return relative to maximum drawdown

1.78

1.58

+0.20

Martin ratio

Return relative to average drawdown

9.95

4.65

+5.30

HYS vs. BOND - Sharpe Ratio Comparison

The current HYS Sharpe Ratio is 1.33, which is comparable to the BOND Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of HYS 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.


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Sharpe Ratios by Period


HYSBONDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.08

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.11

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.44

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.63

+0.17

Correlation

The correlation between HYS and BOND is 0.20, 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

HYS vs. BOND - Dividend Comparison

HYS's dividend yield for the trailing twelve months is around 7.40%, more than BOND's 5.18% yield.


TTM20252024202320222021202020192018201720162015
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
7.40%7.20%7.43%6.44%5.01%3.74%4.52%4.98%4.64%5.01%5.13%5.22%
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

HYS vs. BOND - Drawdown Comparison

The maximum HYS drawdown since its inception was -20.91%, which is greater than BOND's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for HYS and BOND.


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Drawdown Indicators


HYSBONDDifference

Max Drawdown

Largest peak-to-trough decline

-20.91%

-19.71%

-1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-3.29%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-10.61%

-19.71%

+9.10%

Max Drawdown (10Y)

Largest decline over 10 years

-20.91%

-19.71%

-1.20%

Current Drawdown

Current decline from peak

-1.02%

-2.06%

+1.04%

Average Drawdown

Average peak-to-trough decline

-1.55%

-3.53%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

1.12%

-0.39%

Volatility

HYS vs. BOND - Volatility Comparison

PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and PIMCO Active Bond ETF (BOND) have volatilities of 1.88% and 1.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYSBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

1.82%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.70%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

4.72%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

5.73%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.85%

5.07%

+1.78%