PCLIX vs. VEGBX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX).
PCLIX is managed by PIMCO. It was launched on May 27, 2010. VEGBX is managed by Vanguard. It was launched on Dec 6, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCLIX or VEGBX.
Key characteristics
| PCLIX | VEGBX | |
|---|---|---|
| YTD Return | 4.60% | 7.73% |
| 1Y Return | 1.57% | 17.05% |
| 3Y Return (Ann) | 7.84% | 1.40% |
| 5Y Return (Ann) | 11.98% | 3.42% |
| Sharpe Ratio | 0.20 | 3.11 |
| Sortino Ratio | 0.37 | 4.89 |
| Omega Ratio | 1.04 | 1.63 |
| Calmar Ratio | 0.16 | 1.31 |
| Martin Ratio | 0.65 | 18.55 |
| Ulcer Index | 4.50% | 0.91% |
| Daily Std Dev | 14.53% | 5.41% |
| Max Drawdown | -68.96% | -25.52% |
| Current Drawdown | -11.40% | -1.52% |
Correlation
The correlation between PCLIX and VEGBX is 0.17, 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.
Performance
PCLIX vs. VEGBX - Performance Comparison
In the year-to-date period, PCLIX achieves a 4.60% return, which is significantly lower than VEGBX's 7.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PCLIX vs. VEGBX - Expense Ratio Comparison
PCLIX has a 0.98% expense ratio, which is higher than VEGBX's 0.40% expense ratio.
Risk-Adjusted Performance
PCLIX vs. VEGBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX). 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
PCLIX vs. VEGBX - Dividend Comparison
PCLIX's dividend yield for the trailing twelve months is around 7.10%, more than VEGBX's 7.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 7.10% | 3.66% | 42.51% | 73.40% | 0.79% | 2.46% | 18.58% | 12.62% | 0.16% | 2.24% | 5.51% | 0.38% |
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | 7.01% | 7.21% | 5.62% | 3.67% | 3.40% | 4.55% | 5.01% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PCLIX vs. VEGBX - Drawdown Comparison
The maximum PCLIX drawdown since its inception was -68.96%, which is greater than VEGBX's maximum drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for PCLIX and VEGBX. For additional features, visit the drawdowns tool.
Volatility
PCLIX vs. VEGBX - Volatility Comparison
PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a higher volatility of 5.76% compared to Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) at 1.73%. This indicates that PCLIX's price experiences larger fluctuations and is considered to be riskier than VEGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.