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PBBBX vs. VICSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBBBX vs. VICSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIA BBB Bond Fund (PBBBX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). The values are adjusted to include any dividend payments, if applicable.

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PBBBX vs. VICSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBBBX
PIA BBB Bond Fund
-1.26%8.14%2.41%9.19%-16.35%-1.20%9.37%16.49%-3.02%7.16%
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
-0.94%9.36%3.66%8.88%-14.09%-1.56%9.52%13.99%-1.73%5.47%

Returns By Period

In the year-to-date period, PBBBX achieves a -1.26% return, which is significantly lower than VICSX's -0.94% return. Both investments have delivered pretty close results over the past 10 years, with PBBBX having a 2.98% annualized return and VICSX not far ahead at 3.05%.


PBBBX

1D
0.47%
1M
-2.85%
YTD
-1.26%
6M
-0.40%
1Y
4.67%
3Y*
4.91%
5Y*
0.75%
10Y*
2.98%

VICSX

1D
0.54%
1M
-2.45%
YTD
-0.94%
6M
0.27%
1Y
5.56%
3Y*
5.58%
5Y*
1.50%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBBBX vs. VICSX - Expense Ratio Comparison

PBBBX has a 0.15% expense ratio, which is higher than VICSX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

PBBBX vs. VICSX — Risk / Return Rank

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

PBBBX
PBBBX Risk / Return Rank: 5353
Overall Rank
PBBBX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PBBBX Sortino Ratio Rank: 5050
Sortino Ratio Rank
PBBBX Omega Ratio Rank: 4141
Omega Ratio Rank
PBBBX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PBBBX Martin Ratio Rank: 5555
Martin Ratio Rank

VICSX
VICSX Risk / Return Rank: 7575
Overall Rank
VICSX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VICSX Sortino Ratio Rank: 7676
Sortino Ratio Rank
VICSX Omega Ratio Rank: 6565
Omega Ratio Rank
VICSX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VICSX Martin Ratio Rank: 7777
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.

PBBBX vs. VICSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIA BBB Bond Fund (PBBBX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). 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.


PBBBXVICSXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.32

-0.33

Sortino ratio

Return per unit of downside risk

1.40

1.86

-0.46

Omega ratio

Gain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratio

Return relative to maximum drawdown

1.56

2.04

-0.47

Martin ratio

Return relative to average drawdown

5.34

7.46

-2.12

PBBBX vs. VICSX - Sharpe Ratio Comparison

The current PBBBX Sharpe Ratio is 0.99, which is comparable to the VICSX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of PBBBX and VICSX, 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


PBBBXVICSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.32

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.25

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.57

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.84

-0.10

Correlation

The correlation between PBBBX and VICSX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PBBBX vs. VICSX - Dividend Comparison

PBBBX's dividend yield for the trailing twelve months is around 3.78%, less than VICSX's 4.32% yield.


TTM20252024202320222021202020192018201720162015
PBBBX
PIA BBB Bond Fund
3.78%4.02%3.82%3.57%3.24%2.85%3.16%3.78%4.20%3.75%3.95%4.12%
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.32%4.59%4.77%3.70%3.00%2.76%2.77%3.35%3.62%3.22%3.03%3.36%

Drawdowns

PBBBX vs. VICSX - Drawdown Comparison

The maximum PBBBX drawdown since its inception was -23.00%, which is greater than VICSX's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for PBBBX and VICSX.


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Drawdown Indicators


PBBBXVICSXDifference

Max Drawdown

Largest peak-to-trough decline

-23.00%

-20.53%

-2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-3.07%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-20.53%

-2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-23.00%

-20.53%

-2.47%

Current Drawdown

Current decline from peak

-2.85%

-2.45%

-0.40%

Average Drawdown

Average peak-to-trough decline

-3.50%

-3.18%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.84%

+0.13%

Volatility

PBBBX vs. VICSX - Volatility Comparison

PIA BBB Bond Fund (PBBBX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) have volatilities of 1.76% and 1.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBBBXVICSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.81%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

2.65%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

4.38%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

6.14%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

5.33%

+0.68%