PELBX vs. PEBIX
Compare and contrast key facts about PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) and PIMCO Emerging Markets Bond Fund (PEBIX).
PELBX is managed by PIMCO. It was launched on Dec 28, 2006. PEBIX is managed by PIMCO. It was launched on Jul 30, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PELBX or PEBIX.
Key characteristics
| PELBX | PEBIX | |
|---|---|---|
| YTD Return | -0.61% | 7.37% |
| 1Y Return | 5.03% | 16.19% |
| 3Y Return (Ann) | 2.35% | 0.15% |
| 5Y Return (Ann) | 1.21% | 1.55% |
| 10Y Return (Ann) | 1.06% | 3.10% |
| Sharpe Ratio | 0.80 | 2.92 |
| Sortino Ratio | 1.20 | 4.61 |
| Omega Ratio | 1.14 | 1.58 |
| Calmar Ratio | 0.57 | 1.01 |
| Martin Ratio | 2.51 | 14.51 |
| Ulcer Index | 2.22% | 1.12% |
| Daily Std Dev | 6.99% | 5.54% |
| Max Drawdown | -35.88% | -32.36% |
| Current Drawdown | -6.31% | -2.42% |
Correlation
The correlation between PELBX and PEBIX 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
PELBX vs. PEBIX - Performance Comparison
In the year-to-date period, PELBX achieves a -0.61% return, which is significantly lower than PEBIX's 7.37% return. Over the past 10 years, PELBX has underperformed PEBIX with an annualized return of 1.06%, while PEBIX has yielded a comparatively higher 3.10% 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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PELBX vs. PEBIX - Expense Ratio Comparison
PELBX has a 1.22% expense ratio, which is higher than PEBIX's 0.83% expense ratio.
Risk-Adjusted Performance
PELBX vs. PEBIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) and PIMCO Emerging Markets Bond Fund (PEBIX). 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
PELBX vs. PEBIX - Dividend Comparison
PELBX's dividend yield for the trailing twelve months is around 6.68%, more than PEBIX's 6.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PELBX PIMCO Emerging Markets Local Currency and Bond Fund | 6.68% | 5.25% | 4.25% | 5.32% | 4.86% | 6.14% | 6.89% | 5.85% | 5.68% | 5.53% | 5.56% | 5.07% |
PEBIX PIMCO Emerging Markets Bond Fund | 6.46% | 5.88% | 7.56% | 4.41% | 4.23% | 4.48% | 4.42% | 5.11% | 5.58% | 5.51% | 5.57% | 5.42% |
Drawdowns
PELBX vs. PEBIX - Drawdown Comparison
The maximum PELBX drawdown since its inception was -35.88%, which is greater than PEBIX's maximum drawdown of -32.36%. Use the drawdown chart below to compare losses from any high point for PELBX and PEBIX. For additional features, visit the drawdowns tool.
Volatility
PELBX vs. PEBIX - Volatility Comparison
PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) has a higher volatility of 2.44% compared to PIMCO Emerging Markets Bond Fund (PEBIX) at 1.57%. This indicates that PELBX's price experiences larger fluctuations and is considered to be riskier than PEBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.