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PDMIX vs. VSGDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDMIX and VSGDX is 0.73, 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.


-0.50.00.51.00.7

Performance

PDMIX vs. VSGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO GNMA and Government Securities Fund (PDMIX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.57%
2.29%
PDMIX
VSGDX

Key characteristics

Sharpe Ratio

PDMIX:

0.28

VSGDX:

1.56

Sortino Ratio

PDMIX:

0.43

VSGDX:

2.37

Omega Ratio

PDMIX:

1.05

VSGDX:

1.31

Calmar Ratio

PDMIX:

0.15

VSGDX:

1.04

Martin Ratio

PDMIX:

0.88

VSGDX:

6.59

Ulcer Index

PDMIX:

1.87%

VSGDX:

0.58%

Daily Std Dev

PDMIX:

5.80%

VSGDX:

2.48%

Max Drawdown

PDMIX:

-17.68%

VSGDX:

-8.19%

Current Drawdown

PDMIX:

-7.30%

VSGDX:

-1.17%

Returns By Period

In the year-to-date period, PDMIX achieves a 1.09% return, which is significantly lower than VSGDX's 3.45% return. Over the past 10 years, PDMIX has underperformed VSGDX with an annualized return of 1.13%, while VSGDX has yielded a comparatively higher 1.25% annualized return.


PDMIX

YTD

1.09%

1M

-0.70%

6M

0.57%

1Y

1.64%

5Y*

-0.24%

10Y*

1.13%

VSGDX

YTD

3.45%

1M

-0.00%

6M

2.18%

1Y

3.85%

5Y*

0.96%

10Y*

1.25%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PDMIX vs. VSGDX - Expense Ratio Comparison

PDMIX has a 0.50% expense ratio, which is higher than VSGDX's 0.10% expense ratio.


PDMIX
PIMCO GNMA and Government Securities Fund
Expense ratio chart for PDMIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VSGDX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

PDMIX vs. VSGDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO GNMA and Government Securities Fund (PDMIX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX). 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.


Sharpe ratio
The chart of Sharpe ratio for PDMIX, currently valued at 0.28, compared to the broader market-1.000.001.002.003.004.000.281.56
The chart of Sortino ratio for PDMIX, currently valued at 0.43, compared to the broader market-2.000.002.004.006.008.0010.000.432.37
The chart of Omega ratio for PDMIX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.31
The chart of Calmar ratio for PDMIX, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.0014.000.151.04
The chart of Martin ratio for PDMIX, currently valued at 0.88, compared to the broader market0.0020.0040.0060.000.886.54
PDMIX
VSGDX

The current PDMIX Sharpe Ratio is 0.28, which is lower than the VSGDX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of PDMIX and VSGDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.28
1.56
PDMIX
VSGDX

Dividends

PDMIX vs. VSGDX - Dividend Comparison

PDMIX's dividend yield for the trailing twelve months is around 4.63%, more than VSGDX's 3.27% yield.


TTM20232022202120202019201820172016201520142013
PDMIX
PIMCO GNMA and Government Securities Fund
4.63%4.05%5.08%2.03%2.40%3.43%3.11%2.96%2.92%2.14%2.51%3.32%
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
3.27%3.42%1.77%0.58%1.40%2.41%2.02%1.41%1.18%0.97%0.71%0.64%

Drawdowns

PDMIX vs. VSGDX - Drawdown Comparison

The maximum PDMIX drawdown since its inception was -17.68%, which is greater than VSGDX's maximum drawdown of -8.19%. Use the drawdown chart below to compare losses from any high point for PDMIX and VSGDX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.30%
-1.17%
PDMIX
VSGDX

Volatility

PDMIX vs. VSGDX - Volatility Comparison

PIMCO GNMA and Government Securities Fund (PDMIX) has a higher volatility of 1.74% compared to Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) at 0.51%. This indicates that PDMIX's price experiences larger fluctuations and is considered to be riskier than VSGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.74%
0.51%
PDMIX
VSGDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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