PEBIX vs. EMB
Compare and contrast key facts about PIMCO Emerging Markets Bond Fund (PEBIX) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB).
PEBIX is managed by PIMCO. It was launched on Jul 30, 1997. EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEBIX or EMB.
Key characteristics
| PEBIX | EMB | |
|---|---|---|
| YTD Return | 7.49% | 6.29% |
| 1Y Return | 16.32% | 13.91% |
| 3Y Return (Ann) | 0.19% | -1.40% |
| 5Y Return (Ann) | 1.58% | 0.23% |
| 10Y Return (Ann) | 3.07% | 2.51% |
| Sharpe Ratio | 3.12 | 2.05 |
| Sortino Ratio | 4.96 | 3.00 |
| Omega Ratio | 1.63 | 1.37 |
| Calmar Ratio | 1.09 | 0.85 |
| Martin Ratio | 15.84 | 11.48 |
| Ulcer Index | 1.11% | 1.38% |
| Daily Std Dev | 5.62% | 7.76% |
| Max Drawdown | -32.36% | -34.70% |
| Current Drawdown | -2.31% | -6.90% |
Correlation
The correlation between PEBIX and EMB is 0.66, 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
PEBIX vs. EMB - Performance Comparison
In the year-to-date period, PEBIX achieves a 7.49% return, which is significantly higher than EMB's 6.29% return. Over the past 10 years, PEBIX has outperformed EMB with an annualized return of 3.07%, while EMB has yielded a comparatively lower 2.51% 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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PEBIX vs. EMB - Expense Ratio Comparison
PEBIX has a 0.83% expense ratio, which is higher than EMB's 0.39% expense ratio.
Risk-Adjusted Performance
PEBIX vs. EMB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Bond Fund (PEBIX) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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
PEBIX vs. EMB - Dividend Comparison
PEBIX's dividend yield for the trailing twelve months is around 6.45%, more than EMB's 4.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEBIX PIMCO Emerging Markets Bond Fund | 6.45% | 5.88% | 7.56% | 4.41% | 4.23% | 4.48% | 4.42% | 5.11% | 5.58% | 5.51% | 5.57% | 5.42% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 4.94% | 4.74% | 5.04% | 3.90% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% | 4.75% |
Drawdowns
PEBIX vs. EMB - Drawdown Comparison
The maximum PEBIX drawdown since its inception was -32.36%, smaller than the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for PEBIX and EMB. For additional features, visit the drawdowns tool.
Volatility
PEBIX vs. EMB - Volatility Comparison
The current volatility for PIMCO Emerging Markets Bond Fund (PEBIX) is 1.57%, while iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a volatility of 2.21%. This indicates that PEBIX experiences smaller price fluctuations and is considered to be less risky than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.