PDMIX vs. FUMBX
Compare and contrast key facts about PIMCO GNMA and Government Securities Fund (PDMIX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX).
PDMIX is managed by PIMCO. It was launched on Jul 30, 1997. FUMBX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Barclays 1-5 Year U.S. Treasury Index. It was launched on Dec 20, 2005.
Performance
PDMIX vs. FUMBX - Performance Comparison
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PDMIX vs. FUMBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDMIX PIMCO GNMA and Government Securities Fund | 0.60% | 8.43% | 1.59% | 6.03% | -13.96% | -0.65% | 5.78% | 6.57% | 0.83% | -0.01% |
FUMBX Fidelity Short-Term Treasury Bond Index Fund | -0.10% | 5.83% | 3.25% | 4.47% | -5.84% | -1.38% | 4.22% | 4.19% | 1.47% | -0.33% |
Returns By Period
In the year-to-date period, PDMIX achieves a 0.60% return, which is significantly higher than FUMBX's -0.10% return.
PDMIX
- 1D
- 0.42%
- 1M
- -1.55%
- YTD
- 0.60%
- 6M
- 1.74%
- 1Y
- 4.92%
- 3Y*
- 4.41%
- 5Y*
- 0.18%
- 10Y*
- 1.55%
FUMBX
- 1D
- 0.10%
- 1M
- -0.77%
- YTD
- -0.10%
- 6M
- 0.85%
- 1Y
- 3.55%
- 3Y*
- 3.80%
- 5Y*
- 1.31%
- 10Y*
- —
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PDMIX vs. FUMBX - Expense Ratio Comparison
PDMIX has a 0.50% expense ratio, which is higher than FUMBX's 0.03% expense ratio.
Return for Risk
PDMIX vs. FUMBX — Risk / Return Rank
PDMIX
FUMBX
PDMIX vs. FUMBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO GNMA and Government Securities Fund (PDMIX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX). 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.
| PDMIX | FUMBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.55 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.43 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.52 | -0.52 |
Martin ratioReturn relative to average drawdown | 5.63 | 8.74 | -3.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDMIX | FUMBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.55 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.45 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.73 | +0.31 |
Correlation
The correlation between PDMIX and FUMBX is 0.76, 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
PDMIX vs. FUMBX - Dividend Comparison
PDMIX's dividend yield for the trailing twelve months is around 3.93%, more than FUMBX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDMIX PIMCO GNMA and Government Securities Fund | 3.93% | 4.29% | 4.66% | 3.76% | 3.84% | 2.03% | 2.40% | 3.41% | 3.10% | 2.96% | 2.93% | 2.14% |
FUMBX Fidelity Short-Term Treasury Bond Index Fund | 3.41% | 3.51% | 2.91% | 1.64% | 0.86% | 1.15% | 1.41% | 1.88% | 1.64% | 0.34% | 0.00% | 0.00% |
Drawdowns
PDMIX vs. FUMBX - Drawdown Comparison
The maximum PDMIX drawdown since its inception was -18.64%, which is greater than FUMBX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for PDMIX and FUMBX.
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Drawdown Indicators
| PDMIX | FUMBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.64% | -8.83% | -9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -1.54% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -18.59% | -8.60% | -9.99% |
Max Drawdown (10Y)Largest decline over 10 years | -18.64% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -1.06% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -1.88% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 0.44% | +0.72% |
Volatility
PDMIX vs. FUMBX - Volatility Comparison
PIMCO GNMA and Government Securities Fund (PDMIX) has a higher volatility of 1.92% compared to Fidelity Short-Term Treasury Bond Index Fund (FUMBX) at 0.74%. This indicates that PDMIX's price experiences larger fluctuations and is considered to be riskier than FUMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDMIX | FUMBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 0.74% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 1.37% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.06% | 2.32% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.60% | 2.89% | +3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 2.49% | +2.53% |