PDIIX vs. BND
Compare and contrast key facts about PIMCO Diversified Income Fund (PDIIX) and Vanguard Total Bond Market ETF (BND).
PDIIX is managed by PIMCO. It was launched on Jul 30, 2003. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDIIX or BND.
Key characteristics
| PDIIX | BND | |
|---|---|---|
| YTD Return | 5.20% | 1.55% |
| 1Y Return | 11.57% | 6.53% |
| 3Y Return (Ann) | 0.12% | -2.38% |
| 5Y Return (Ann) | 1.61% | -0.27% |
| 10Y Return (Ann) | 3.13% | 1.40% |
| Sharpe Ratio | 2.99 | 1.34 |
| Sortino Ratio | 4.73 | 1.98 |
| Omega Ratio | 1.61 | 1.24 |
| Calmar Ratio | 1.11 | 0.51 |
| Martin Ratio | 15.32 | 4.70 |
| Ulcer Index | 0.83% | 1.67% |
| Daily Std Dev | 4.24% | 5.84% |
| Max Drawdown | -22.29% | -18.84% |
| Current Drawdown | -1.83% | -9.21% |
Correlation
The correlation between PDIIX and BND is 0.51, 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.
Performance
PDIIX vs. BND - Performance Comparison
In the year-to-date period, PDIIX achieves a 5.20% return, which is significantly higher than BND's 1.55% return. Over the past 10 years, PDIIX has outperformed BND with an annualized return of 3.13%, while BND has yielded a comparatively lower 1.40% annualized 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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PDIIX vs. BND - Expense Ratio Comparison
PDIIX has a 0.75% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
PDIIX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Diversified Income Fund (PDIIX) and Vanguard Total Bond Market ETF (BND). 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
PDIIX vs. BND - Dividend Comparison
PDIIX's dividend yield for the trailing twelve months is around 4.58%, more than BND's 3.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDIIX PIMCO Diversified Income Fund | 4.58% | 4.65% | 5.02% | 3.57% | 3.68% | 4.62% | 4.46% | 4.87% | 4.94% | 7.14% | 6.03% | 4.81% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
PDIIX vs. BND - Drawdown Comparison
The maximum PDIIX drawdown since its inception was -22.29%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for PDIIX and BND. For additional features, visit the drawdowns tool.
Volatility
PDIIX vs. BND - Volatility Comparison
The current volatility for PIMCO Diversified Income Fund (PDIIX) is 1.09%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.70%. This indicates that PDIIX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.