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PAAIX vs. BSV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAAIX vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO All Asset Fund (PAAIX) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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PAAIX vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAAIX
PIMCO All Asset Fund
2.90%13.20%4.12%8.19%-11.52%15.61%8.38%12.21%-4.97%13.99%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.13%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Returns By Period

In the year-to-date period, PAAIX achieves a 2.90% return, which is significantly higher than BSV's 0.13% return. Over the past 10 years, PAAIX has outperformed BSV with an annualized return of 6.70%, while BSV has yielded a comparatively lower 1.97% annualized return.


PAAIX

1D
0.34%
1M
-4.54%
YTD
2.90%
6M
5.80%
1Y
14.16%
3Y*
8.11%
5Y*
4.79%
10Y*
6.70%

BSV

1D
0.14%
1M
-0.78%
YTD
0.13%
6M
1.33%
1Y
4.13%
3Y*
4.27%
5Y*
1.68%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAAIX vs. BSV - Expense Ratio Comparison

PAAIX has a 1.40% expense ratio, which is higher than BSV's 0.03% expense ratio.


Return for Risk

PAAIX vs. BSV — Risk / Return Rank

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

PAAIX
PAAIX Risk / Return Rank: 9090
Overall Rank
PAAIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PAAIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PAAIX Omega Ratio Rank: 9090
Omega Ratio Rank
PAAIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PAAIX Martin Ratio Rank: 8989
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 9393
Overall Rank
BSV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSV Omega Ratio Rank: 9393
Omega Ratio Rank
BSV Calmar Ratio Rank: 9292
Calmar Ratio Rank
BSV Martin Ratio Rank: 9292
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.

PAAIX vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO All Asset Fund (PAAIX) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


PAAIXBSVDifference

Sharpe ratio

Return per unit of total volatility

2.06

2.08

-0.01

Sortino ratio

Return per unit of downside risk

2.67

3.31

-0.64

Omega ratio

Gain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratio

Return relative to maximum drawdown

2.29

3.25

-0.96

Martin ratio

Return relative to average drawdown

9.91

12.45

-2.54

PAAIX vs. BSV - Sharpe Ratio Comparison

The current PAAIX Sharpe Ratio is 2.06, which is comparable to the BSV Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of PAAIX and BSV, 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


PAAIXBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

2.08

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.62

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.83

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.86

+0.06

Correlation

The correlation between PAAIX and BSV is 0.23, 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

PAAIX vs. BSV - Dividend Comparison

PAAIX's dividend yield for the trailing twelve months is around 7.58%, more than BSV's 3.90% yield.


TTM20252024202320222021202020192018201720162015
PAAIX
PIMCO All Asset Fund
7.58%7.12%5.92%3.20%7.68%11.90%3.56%3.33%5.50%4.48%3.60%3.93%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.90%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%

Drawdowns

PAAIX vs. BSV - Drawdown Comparison

The maximum PAAIX drawdown since its inception was -27.59%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for PAAIX and BSV.


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Drawdown Indicators


PAAIXBSVDifference

Max Drawdown

Largest peak-to-trough decline

-27.59%

-8.54%

-19.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-1.29%

-4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

-8.54%

-11.29%

Max Drawdown (10Y)

Largest decline over 10 years

-22.64%

-8.54%

-14.10%

Current Drawdown

Current decline from peak

-4.54%

-0.78%

-3.76%

Average Drawdown

Average peak-to-trough decline

-3.79%

-0.98%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

0.34%

+1.10%

Volatility

PAAIX vs. BSV - Volatility Comparison

PIMCO All Asset Fund (PAAIX) has a higher volatility of 2.40% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.77%. This indicates that PAAIX's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAAIXBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

0.77%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

1.19%

+3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

6.98%

2.00%

+4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.79%

2.71%

+5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.80%

2.37%

+5.43%