PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LDUR vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

LDUR vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Enhanced Low Duration Active ETF (LDUR) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.15%
2.98%
LDUR
BND

Returns By Period

In the year-to-date period, LDUR achieves a 4.47% return, which is significantly higher than BND's 1.72% return. Over the past 10 years, LDUR has outperformed BND with an annualized return of 2.26%, while BND has yielded a comparatively lower 1.40% annualized return.


LDUR

YTD

4.47%

1M

0.15%

6M

3.15%

1Y

7.00%

5Y (annualized)

1.96%

10Y (annualized)

2.26%

BND

YTD

1.72%

1M

-0.70%

6M

2.98%

1Y

6.21%

5Y (annualized)

-0.32%

10Y (annualized)

1.40%

Key characteristics


LDURBND
Sharpe Ratio3.451.12
Sortino Ratio5.681.64
Omega Ratio1.781.20
Calmar Ratio3.040.43
Martin Ratio29.493.66
Ulcer Index0.24%1.74%
Daily Std Dev2.04%5.66%
Max Drawdown-8.68%-18.84%
Current Drawdown-0.27%-9.06%

Compare stocks, funds, or ETFs

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


LDUR vs. BND - Expense Ratio Comparison

LDUR has a 0.56% expense ratio, which is higher than BND's 0.03% expense ratio.


LDUR
PIMCO Enhanced Low Duration Active ETF
Expense ratio chart for LDUR: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.4

The correlation between LDUR and BND is 0.37, 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

LDUR vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Low Duration Active ETF (LDUR) 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.


Sharpe ratio
The chart of Sharpe ratio for LDUR, currently valued at 3.45, compared to the broader market0.002.004.006.003.451.12
The chart of Sortino ratio for LDUR, currently valued at 5.68, compared to the broader market-2.000.002.004.006.008.0010.0012.005.681.64
The chart of Omega ratio for LDUR, currently valued at 1.78, compared to the broader market0.501.001.502.002.503.001.781.20
The chart of Calmar ratio for LDUR, currently valued at 3.04, compared to the broader market0.005.0010.0015.003.040.43
The chart of Martin ratio for LDUR, currently valued at 29.49, compared to the broader market0.0020.0040.0060.0080.00100.0029.493.66
LDUR
BND

The current LDUR Sharpe Ratio is 3.45, which is higher than the BND Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of LDUR and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.45
1.12
LDUR
BND

Dividends

LDUR vs. BND - Dividend Comparison

LDUR's dividend yield for the trailing twelve months is around 5.49%, more than BND's 3.57% yield.


TTM20232022202120202019201820172016201520142013
LDUR
PIMCO Enhanced Low Duration Active ETF
5.49%4.87%2.22%0.90%2.15%3.14%3.36%2.08%1.85%2.92%1.66%0.00%
BND
Vanguard Total Bond Market ETF
3.57%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

LDUR vs. BND - Drawdown Comparison

The maximum LDUR drawdown since its inception was -8.68%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for LDUR and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.27%
-9.06%
LDUR
BND

Volatility

LDUR vs. BND - Volatility Comparison

The current volatility for PIMCO Enhanced Low Duration Active ETF (LDUR) is 0.53%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.53%. This indicates that LDUR 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.


0.50%1.00%1.50%JuneJulyAugustSeptemberOctoberNovember
0.53%
1.53%
LDUR
BND