PEBIX vs. VEMBX
Compare and contrast key facts about PIMCO Emerging Markets Bond Fund (PEBIX) and Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX).
PEBIX is managed by PIMCO. It was launched on Jul 30, 1997. VEMBX is managed by Vanguard. It was launched on Mar 10, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEBIX or VEMBX.
Key characteristics
| PEBIX | VEMBX | |
|---|---|---|
| YTD Return | 7.49% | 7.62% |
| 1Y Return | 17.52% | 16.89% |
| 3Y Return (Ann) | 0.19% | 1.25% |
| 5Y Return (Ann) | 1.58% | 3.27% |
| Sharpe Ratio | 3.06 | 3.10 |
| Sortino Ratio | 4.87 | 4.84 |
| Omega Ratio | 1.61 | 1.62 |
| Calmar Ratio | 1.02 | 1.27 |
| Martin Ratio | 15.69 | 18.27 |
| Ulcer Index | 1.10% | 0.91% |
| Daily Std Dev | 5.63% | 5.36% |
| Max Drawdown | -32.36% | -25.61% |
| Current Drawdown | -2.31% | -1.49% |
Correlation
The correlation between PEBIX and VEMBX is 0.87, 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
PEBIX vs. VEMBX - Performance Comparison
The year-to-date returns for both investments are quite close, with PEBIX having a 7.49% return and VEMBX slightly higher at 7.62%. 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. VEMBX - Expense Ratio Comparison
PEBIX has a 0.83% expense ratio, which is higher than VEMBX's 0.55% expense ratio.
Risk-Adjusted Performance
PEBIX vs. VEMBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Bond Fund (PEBIX) and Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX). 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. VEMBX - Dividend Comparison
PEBIX's dividend yield for the trailing twelve months is around 6.45%, less than VEMBX's 6.86% 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% |
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | 6.86% | 7.06% | 5.45% | 3.52% | 3.27% | 4.40% | 4.80% | 4.52% | 4.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
PEBIX vs. VEMBX - Drawdown Comparison
The maximum PEBIX drawdown since its inception was -32.36%, which is greater than VEMBX's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for PEBIX and VEMBX. For additional features, visit the drawdowns tool.
Volatility
PEBIX vs. VEMBX - Volatility Comparison
The current volatility for PIMCO Emerging Markets Bond Fund (PEBIX) is 1.62%, while Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) has a volatility of 1.72%. This indicates that PEBIX experiences smaller price fluctuations and is considered to be less risky than VEMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.