PEBIX vs. VWO
Compare and contrast key facts about PIMCO Emerging Markets Bond Fund (PEBIX) and Vanguard FTSE Emerging Markets ETF (VWO).
PEBIX is managed by PIMCO. It was launched on Jul 30, 1997. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Performance
PEBIX vs. VWO - Performance Comparison
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PEBIX vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEBIX PIMCO Emerging Markets Bond Fund | -1.15% | 15.48% | 7.83% | 11.48% | -17.48% | -2.00% | 6.56% | 14.91% | -4.17% | 10.60% |
VWO Vanguard FTSE Emerging Markets ETF | 0.11% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
Returns By Period
In the year-to-date period, PEBIX achieves a -1.15% return, which is significantly lower than VWO's 0.11% return. Over the past 10 years, PEBIX has underperformed VWO with an annualized return of 4.61%, while VWO has yielded a comparatively higher 7.73% annualized return.
PEBIX
- 1D
- -0.11%
- 1M
- -2.73%
- YTD
- -1.15%
- 6M
- 1.89%
- 1Y
- 10.77%
- 3Y*
- 9.98%
- 5Y*
- 3.02%
- 10Y*
- 4.61%
VWO
- 1D
- -0.72%
- 1M
- -3.17%
- YTD
- 0.11%
- 6M
- 0.16%
- 1Y
- 23.95%
- 3Y*
- 13.41%
- 5Y*
- 3.75%
- 10Y*
- 7.73%
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PEBIX vs. VWO - Expense Ratio Comparison
PEBIX has a 0.83% expense ratio, which is higher than VWO's 0.08% expense ratio.
Return for Risk
PEBIX vs. VWO — Risk / Return Rank
PEBIX
VWO
PEBIX vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Bond Fund (PEBIX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
| PEBIX | VWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | 1.22 | +0.85 |
Sortino ratioReturn per unit of downside risk | 2.96 | 1.74 | +1.22 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.25 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.39 | 1.78 | +0.60 |
Martin ratioReturn relative to average drawdown | 9.44 | 6.68 | +2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PEBIX | VWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 1.22 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.22 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.40 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.25 | +0.63 |
Correlation
The correlation between PEBIX and VWO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PEBIX vs. VWO - Dividend Comparison
PEBIX's dividend yield for the trailing twelve months is around 6.06%, more than VWO's 2.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEBIX PIMCO Emerging Markets Bond Fund | 6.06% | 6.68% | 6.81% | 5.36% | 6.21% | 4.41% | 4.23% | 4.47% | 4.41% | 5.10% | 5.57% | 6.08% |
VWO Vanguard FTSE Emerging Markets ETF | 2.70% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Drawdowns
PEBIX vs. VWO - Drawdown Comparison
The maximum PEBIX drawdown since its inception was -35.49%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for PEBIX and VWO.
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Drawdown Indicators
| PEBIX | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.49% | -67.68% | +32.19% |
Max Drawdown (1Y)Largest decline over 1 year | -4.23% | -11.17% | +6.94% |
Max Drawdown (5Y)Largest decline over 5 years | -28.10% | -32.80% | +4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -28.10% | -36.39% | +8.29% |
Current DrawdownCurrent decline from peak | -3.47% | -8.80% | +5.33% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -15.93% | +11.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 3.27% | -2.12% |
Volatility
PEBIX vs. VWO - Volatility Comparison
The current volatility for PIMCO Emerging Markets Bond Fund (PEBIX) is 1.91%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 7.39%. This indicates that PEBIX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEBIX | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 7.39% | -5.48% |
Volatility (6M)Calculated over the trailing 6-month period | 3.07% | 12.26% | -9.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.17% | 17.85% | -12.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.28% | 17.20% | -10.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.36% | 19.18% | -12.82% |