PEBIX vs. PELBX
Compare and contrast key facts about PIMCO Emerging Markets Bond Fund (PEBIX) and PIMCO Emerging Markets Local Currency and Bond Fund (PELBX).
PEBIX is managed by PIMCO. It was launched on Jul 30, 1997. PELBX is managed by PIMCO. It was launched on Dec 28, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEBIX or PELBX.
Key characteristics
| PEBIX | PELBX | |
|---|---|---|
| YTD Return | 7.49% | -0.26% |
| 1Y Return | 16.32% | 5.95% |
| 3Y Return (Ann) | 0.19% | 2.52% |
| 5Y Return (Ann) | 1.58% | 1.28% |
| 10Y Return (Ann) | 3.07% | 1.08% |
| Sharpe Ratio | 3.12 | 1.05 |
| Sortino Ratio | 4.96 | 1.58 |
| Omega Ratio | 1.63 | 1.19 |
| Calmar Ratio | 1.09 | 0.72 |
| Martin Ratio | 15.84 | 3.41 |
| Ulcer Index | 1.11% | 2.19% |
| Daily Std Dev | 5.62% | 7.12% |
| Max Drawdown | -32.36% | -35.88% |
| Current Drawdown | -2.31% | -5.98% |
Correlation
The correlation between PEBIX and PELBX is 0.56, 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. PELBX - Performance Comparison
In the year-to-date period, PEBIX achieves a 7.49% return, which is significantly higher than PELBX's -0.26% return. Over the past 10 years, PEBIX has outperformed PELBX with an annualized return of 3.07%, while PELBX has yielded a comparatively lower 1.08% 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. PELBX - Expense Ratio Comparison
PEBIX has a 0.83% expense ratio, which is lower than PELBX's 1.22% expense ratio.
Risk-Adjusted Performance
PEBIX vs. PELBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Bond Fund (PEBIX) and PIMCO Emerging Markets Local Currency and Bond Fund (PELBX). 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. PELBX - Dividend Comparison
PEBIX's dividend yield for the trailing twelve months is around 6.45%, less than PELBX's 6.65% 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% |
PELBX PIMCO Emerging Markets Local Currency and Bond Fund | 6.65% | 5.25% | 4.25% | 5.32% | 4.86% | 6.14% | 6.89% | 5.85% | 5.68% | 5.53% | 5.56% | 5.07% |
Drawdowns
PEBIX vs. PELBX - Drawdown Comparison
The maximum PEBIX drawdown since its inception was -32.36%, smaller than the maximum PELBX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for PEBIX and PELBX. For additional features, visit the drawdowns tool.
Volatility
PEBIX vs. PELBX - Volatility Comparison
The current volatility for PIMCO Emerging Markets Bond Fund (PEBIX) is 1.57%, while PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) has a volatility of 2.43%. This indicates that PEBIX experiences smaller price fluctuations and is considered to be less risky than PELBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.