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MINT vs. EMNT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MINT and EMNT is 0.43, 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.


-0.50.00.51.00.4

Performance

MINT vs. EMNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Enhanced Short Maturity Strategy Fund (MINT) and PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT). The values are adjusted to include any dividend payments, if applicable.

10.00%11.00%12.00%13.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.14%
13.91%
MINT
EMNT

Key characteristics

Sharpe Ratio

MINT:

13.63

EMNT:

4.76

Sortino Ratio

MINT:

32.33

EMNT:

7.38

Omega Ratio

MINT:

9.73

EMNT:

4.03

Calmar Ratio

MINT:

46.09

EMNT:

7.90

Martin Ratio

MINT:

505.50

EMNT:

116.71

Ulcer Index

MINT:

0.01%

EMNT:

0.05%

Daily Std Dev

MINT:

0.44%

EMNT:

1.21%

Max Drawdown

MINT:

-4.62%

EMNT:

-2.28%

Current Drawdown

MINT:

0.00%

EMNT:

-0.11%

Returns By Period

The year-to-date returns for both stocks are quite close, with MINT having a 5.73% return and EMNT slightly lower at 5.50%.


MINT

YTD

5.73%

1M

0.43%

6M

2.72%

1Y

5.98%

5Y*

2.50%

10Y*

2.19%

EMNT

YTD

5.50%

1M

0.24%

6M

2.60%

1Y

5.73%

5Y*

2.63%

10Y*

N/A

Compare stocks, funds, or ETFs

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


MINT vs. EMNT - Expense Ratio Comparison

MINT has a 0.36% expense ratio, which is higher than EMNT's 0.27% expense ratio.


MINT
PIMCO Enhanced Short Maturity Strategy Fund
Expense ratio chart for MINT: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for EMNT: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Risk-Adjusted Performance

MINT vs. EMNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Short Maturity Strategy Fund (MINT) and PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT). 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 MINT, currently valued at 13.63, compared to the broader market0.002.004.0013.634.76
The chart of Sortino ratio for MINT, currently valued at 32.33, compared to the broader market-2.000.002.004.006.008.0010.0032.337.38
The chart of Omega ratio for MINT, currently valued at 9.73, compared to the broader market0.501.001.502.002.503.009.734.03
The chart of Calmar ratio for MINT, currently valued at 46.09, compared to the broader market0.005.0010.0015.0046.097.90
The chart of Martin ratio for MINT, currently valued at 505.50, compared to the broader market0.0020.0040.0060.0080.00100.00505.50116.71
MINT
EMNT

The current MINT Sharpe Ratio is 13.63, which is higher than the EMNT Sharpe Ratio of 4.76. The chart below compares the historical Sharpe Ratios of MINT and EMNT, 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 Ratio5.0010.0015.0020.00JulyAugustSeptemberOctoberNovemberDecember
13.63
4.76
MINT
EMNT

Dividends

MINT vs. EMNT - Dividend Comparison

MINT's dividend yield for the trailing twelve months is around 5.28%, more than EMNT's 5.16% yield.


TTM20232022202120202019201820172016201520142013
MINT
PIMCO Enhanced Short Maturity Strategy Fund
5.28%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%0.80%0.88%
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
5.16%4.62%2.79%0.83%1.44%0.13%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MINT vs. EMNT - Drawdown Comparison

The maximum MINT drawdown since its inception was -4.62%, which is greater than EMNT's maximum drawdown of -2.28%. Use the drawdown chart below to compare losses from any high point for MINT and EMNT. For additional features, visit the drawdowns tool.


-0.15%-0.10%-0.05%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.11%
MINT
EMNT

Volatility

MINT vs. EMNT - Volatility Comparison

The current volatility for PIMCO Enhanced Short Maturity Strategy Fund (MINT) is 0.08%, while PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT) has a volatility of 0.20%. This indicates that MINT experiences smaller price fluctuations and is considered to be less risky than EMNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.05%0.10%0.15%0.20%0.25%0.30%JulyAugustSeptemberOctoberNovemberDecember
0.08%
0.20%
MINT
EMNT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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