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LDUR vs. BOND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LDURBOND
YTD Return4.23%3.34%
1Y Return7.26%10.86%
3Y Return (Ann)1.58%-1.75%
5Y Return (Ann)1.94%0.37%
10Y Return (Ann)2.24%1.94%
Sharpe Ratio3.361.93
Sortino Ratio5.542.81
Omega Ratio1.771.35
Calmar Ratio2.660.69
Martin Ratio30.978.04
Ulcer Index0.23%1.35%
Daily Std Dev2.14%5.65%
Max Drawdown-8.68%-19.71%
Current Drawdown-0.50%-6.58%

Correlation

-0.50.00.51.00.4

The correlation between LDUR and BOND is 0.35, 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.

Performance

LDUR vs. BOND - Performance Comparison

In the year-to-date period, LDUR achieves a 4.23% return, which is significantly higher than BOND's 3.34% return. Over the past 10 years, LDUR has outperformed BOND with an annualized return of 2.24%, while BOND has yielded a comparatively lower 1.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.91%
3.77%
LDUR
BOND

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LDUR vs. BOND - Expense Ratio Comparison

LDUR has a 0.56% expense ratio, which is lower than BOND's 0.57% expense ratio.


BOND
PIMCO Active Bond ETF
Expense ratio chart for BOND: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
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%

Risk-Adjusted Performance

LDUR vs. BOND - Risk-Adjusted Performance Comparison

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


LDUR
Sharpe ratio
The chart of Sharpe ratio for LDUR, currently valued at 3.36, compared to the broader market-2.000.002.004.006.003.36
Sortino ratio
The chart of Sortino ratio for LDUR, currently valued at 5.54, compared to the broader market0.005.0010.005.54
Omega ratio
The chart of Omega ratio for LDUR, currently valued at 1.77, compared to the broader market1.001.502.002.503.001.77
Calmar ratio
The chart of Calmar ratio for LDUR, currently valued at 2.66, compared to the broader market0.005.0010.0015.002.66
Martin ratio
The chart of Martin ratio for LDUR, currently valued at 30.97, compared to the broader market0.0020.0040.0060.0080.00100.00120.0030.97
BOND
Sharpe ratio
The chart of Sharpe ratio for BOND, currently valued at 1.93, compared to the broader market-2.000.002.004.006.001.93
Sortino ratio
The chart of Sortino ratio for BOND, currently valued at 2.81, compared to the broader market0.005.0010.002.81
Omega ratio
The chart of Omega ratio for BOND, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for BOND, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.69
Martin ratio
The chart of Martin ratio for BOND, currently valued at 8.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.04

LDUR vs. BOND - Sharpe Ratio Comparison

The current LDUR Sharpe Ratio is 3.36, which is higher than the BOND Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of LDUR 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.


Rolling 12-month Sharpe Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.36
1.93
LDUR
BOND

Dividends

LDUR vs. BOND - Dividend Comparison

LDUR's dividend yield for the trailing twelve months is around 5.50%, which matches BOND's 5.55% yield.


TTM20232022202120202019201820172016201520142013
LDUR
PIMCO Enhanced Low Duration Active ETF
5.50%4.87%2.22%0.90%2.15%3.14%3.36%2.08%1.85%2.92%1.66%0.00%
BOND
PIMCO Active Bond ETF
5.55%4.78%3.44%2.58%2.66%3.38%3.47%2.87%2.85%4.14%4.13%2.82%

Drawdowns

LDUR vs. BOND - Drawdown Comparison

The maximum LDUR drawdown since its inception was -8.68%, smaller than the maximum BOND drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for LDUR and BOND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.50%
-6.58%
LDUR
BOND

Volatility

LDUR vs. BOND - Volatility Comparison

The current volatility for PIMCO Enhanced Low Duration Active ETF (LDUR) is 0.56%, while PIMCO Active Bond ETF (BOND) has a volatility of 1.56%. This indicates that LDUR experiences smaller price fluctuations and is considered to be less risky than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JuneJulyAugustSeptemberOctoberNovember
0.56%
1.56%
LDUR
BOND