LDUR vs. VSDB

Last updated Apr 2, 2026

Compare and contrast key facts about PIMCO Enhanced Low Duration Active ETF (LDUR) and Vanguard Short Duration Bond ETF Shares (VSDB).

LDUR and VSDB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014. VSDB is an actively managed fund by Vanguard. It was launched on Apr 1, 2025.

Performance

LDUR vs. VSDB - Performance Comparison

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

LDUR vs. VSDB - Yearly Performance Comparison

	2026 (YTD)	2025
LDUR PIMCO Enhanced Low Duration Active ETF	0.43%	3.55%
VSDB Vanguard Short Duration Bond ETF Shares	0.31%	4.85%

Returns By Period

In the year-to-date period, LDUR achieves a 0.43% return, which is significantly higher than VSDB's 0.31% return.

LDUR

• 1D: -0.08%
• 1M: -0.28%
• YTD: 0.43%
• 6M: 1.60%
• 1Y: 4.29%
• 3Y*: 4.96%
• 5Y*: 2.16%
• 10Y*: 2.51%

VSDB

• 1D: 0.10%
• 1M: -0.57%
• YTD: 0.31%
• 6M: 1.55%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LDUR vs. VSDB - Expense Ratio Comparison

LDUR has a 0.54% expense ratio, which is higher than VSDB's 0.15% expense ratio.

LDUR

PIMCO Enhanced Low Duration Active ETF

VSDB

Vanguard Short Duration Bond ETF Shares

Return for Risk

LDUR vs. VSDB — Risk / Return Rank

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

LDUR

LDUR Risk / Return Rank: 95
LDUR Sharpe Ratio Rank: 94
LDUR Sortino Ratio Rank: 96
LDUR Omega Ratio Rank: 94
LDUR Calmar Ratio Rank: 93
LDUR Martin Ratio Rank: 96

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.

LDUR vs. VSDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Low Duration Active ETF (LDUR) and Vanguard Short Duration Bond ETF Shares (VSDB). 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	VSDB	Difference
Sharpe ratio Return per unit of total volatility	2.32	—	—
Sortino ratio Return per unit of downside risk	3.50	—	—
Omega ratio Gain probability vs. loss probability	1.46	—	—
Calmar ratio Return relative to maximum drawdown	3.69	—	—
Martin ratio Return relative to average drawdown	17.57	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LDUR	VSDB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.32	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.07	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.90	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	2.75	-1.89

Correlation

The correlation between LDUR and VSDB is 0.66, 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.

Dividends

LDUR vs. VSDB - Dividend Comparison

LDUR's dividend yield for the trailing twelve months is around 4.43%, more than VSDB's 4.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LDUR PIMCO Enhanced Low Duration Active ETF	4.43%	4.60%	4.77%	4.11%	2.22%	0.90%	2.15%	3.14%	2.66%	2.08%	1.85%	2.92%
VSDB Vanguard Short Duration Bond ETF Shares	4.20%	3.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

LDUR vs. VSDB - Drawdown Comparison

The maximum LDUR drawdown since its inception was -8.68%, which is greater than VSDB's maximum drawdown of -1.42%. Use the drawdown chart below to compare losses from any high point for LDUR and VSDB.

Drawdown Indicators

	LDUR	VSDB	Difference
Max Drawdown Largest peak-to-trough decline	-8.68%	-1.42%	-7.26%
Max Drawdown (1Y) Largest decline over 1 year	-1.17%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-6.75%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-8.68%	—	—
Current Drawdown Current decline from peak	-0.44%	-0.79%	+0.35%
Average Drawdown Average peak-to-trough decline	-0.86%	-0.17%	-0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.25%	—	—

Volatility

Volatility by Period

	LDUR	VSDB	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.75%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.12%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.86%	1.91%	-0.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.02%	1.91%	+0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.79%	1.91%	+0.88%