PDMIX vs. VSGDX
Compare and contrast key facts about PIMCO GNMA and Government Securities Fund (PDMIX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX).
PDMIX is managed by PIMCO. It was launched on Jul 30, 1997. VSGDX is managed by Vanguard. It was launched on Feb 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDMIX or VSGDX.
Key characteristics
| PDMIX | VSGDX | |
|---|---|---|
| YTD Return | 1.61% | 3.45% |
| 1Y Return | 7.86% | 5.95% |
| 3Y Return (Ann) | -1.98% | 0.42% |
| 5Y Return (Ann) | -0.13% | 0.96% |
| 10Y Return (Ann) | 1.18% | 1.23% |
| Sharpe Ratio | 1.11 | 2.15 |
| Sortino Ratio | 1.61 | 3.41 |
| Omega Ratio | 1.19 | 1.44 |
| Calmar Ratio | 0.50 | 1.02 |
| Martin Ratio | 4.37 | 11.20 |
| Ulcer Index | 1.55% | 0.50% |
| Daily Std Dev | 6.11% | 2.62% |
| Max Drawdown | -17.68% | -8.19% |
| Current Drawdown | -6.81% | -1.17% |
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.
Performance
PDMIX vs. VSGDX - Performance Comparison
In the year-to-date period, PDMIX achieves a 1.61% return, which is significantly lower than VSGDX's 3.45% return. Both investments have delivered pretty close results over the past 10 years, with PDMIX having a 1.18% annualized return and VSGDX not far ahead at 1.23%. 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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PDMIX vs. VSGDX - Expense Ratio Comparison
PDMIX has a 0.50% expense ratio, which is higher than VSGDX's 0.10% expense ratio.
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.
Dividends
PDMIX vs. VSGDX - Dividend Comparison
PDMIX's dividend yield for the trailing twelve months is around 4.52%, more than VSGDX's 3.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDMIX PIMCO GNMA and Government Securities Fund | 4.52% | 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 | 3.56% | 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.
Volatility
PDMIX vs. VSGDX - Volatility Comparison
PIMCO GNMA and Government Securities Fund (PDMIX) has a higher volatility of 1.53% compared to Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) at 0.68%. 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.