PAIIX vs. VPU
Compare and contrast key facts about PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) (PAIIX) and Vanguard Utilities ETF (VPU).
PAIIX is managed by PIMCO. It was launched on Oct 1, 1995. VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAIIX or VPU.
Performance
PAIIX vs. VPU - Performance Comparison
Returns By Period
In the year-to-date period, PAIIX achieves a 3.43% return, which is significantly lower than VPU's 31.53% return. Over the past 10 years, PAIIX has underperformed VPU with an annualized return of 1.65%, while VPU has yielded a comparatively higher 9.46% annualized return.
PAIIX
3.43%
0.23%
2.75%
7.46%
0.61%
1.65%
VPU
31.53%
-0.29%
15.52%
35.25%
8.17%
9.46%
Key characteristics
| PAIIX | VPU | |
|---|---|---|
| Sharpe Ratio | 2.38 | 2.28 |
| Sortino Ratio | 3.60 | 3.11 |
| Omega Ratio | 1.49 | 1.39 |
| Calmar Ratio | 0.65 | 1.81 |
| Martin Ratio | 10.46 | 11.16 |
| Ulcer Index | 0.71% | 3.16% |
| Daily Std Dev | 3.14% | 15.43% |
| Max Drawdown | -14.76% | -46.31% |
| Current Drawdown | -4.59% | -0.58% |
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PAIIX vs. VPU - Expense Ratio Comparison
PAIIX has a 0.90% expense ratio, which is higher than VPU's 0.10% expense ratio.
Correlation
The correlation between PAIIX and VPU is 0.05, 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
PAIIX vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) (PAIIX) and Vanguard Utilities ETF (VPU). 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.
Dividends
PAIIX vs. VPU - Dividend Comparison
PAIIX's dividend yield for the trailing twelve months is around 3.44%, more than VPU's 2.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAIIX PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) | 3.44% | 2.25% | 1.65% | 1.03% | 1.53% | 3.76% | 1.79% | 2.09% | 2.25% | 4.19% | 6.38% | 1.72% |
VPU Vanguard Utilities ETF | 2.82% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
PAIIX vs. VPU - Drawdown Comparison
The maximum PAIIX drawdown since its inception was -14.76%, smaller than the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for PAIIX and VPU. For additional features, visit the drawdowns tool.
Volatility
PAIIX vs. VPU - Volatility Comparison
The current volatility for PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) (PAIIX) is 0.67%, while Vanguard Utilities ETF (VPU) has a volatility of 5.38%. This indicates that PAIIX experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.