PEMIX vs. VBTLX
Compare and contrast key facts about PIMCO Emerging Markets Corporate Bond Fund (PEMIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
PEMIX is managed by PIMCO. It was launched on Jun 30, 2009. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
PEMIX vs. VBTLX - Performance Comparison
Loading graphics...
PEMIX vs. VBTLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEMIX PIMCO Emerging Markets Corporate Bond Fund | -1.90% | 9.97% | 6.32% | 6.03% | -14.12% | -0.72% | 5.78% | 11.87% | -0.64% | 9.03% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | -0.28% | 7.17% | 1.26% | 5.74% | -13.16% | -1.81% | 7.72% | 8.73% | -0.25% | 3.56% |
Returns By Period
In the year-to-date period, PEMIX achieves a -1.90% return, which is significantly lower than VBTLX's -0.28% return. Over the past 10 years, PEMIX has outperformed VBTLX with an annualized return of 3.73%, while VBTLX has yielded a comparatively lower 1.62% annualized return.
PEMIX
- 1D
- 0.11%
- 1M
- -3.20%
- YTD
- -1.90%
- 6M
- -0.51%
- 1Y
- 4.78%
- 3Y*
- 6.04%
- 5Y*
- 0.95%
- 10Y*
- 3.73%
VBTLX
- 1D
- 0.21%
- 1M
- -1.63%
- YTD
- -0.28%
- 6M
- 0.40%
- 1Y
- 3.66%
- 3Y*
- 3.51%
- 5Y*
- 0.19%
- 10Y*
- 1.62%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PEMIX vs. VBTLX - Expense Ratio Comparison
PEMIX has a 0.90% expense ratio, which is higher than VBTLX's 0.05% expense ratio.
Return for Risk
PEMIX vs. VBTLX — Risk / Return Rank
PEMIX
VBTLX
PEMIX vs. VBTLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Corporate Bond Fund (PEMIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.
| PEMIX | VBTLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 0.92 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.19 | 1.33 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.16 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.66 | -0.09 |
Martin ratioReturn relative to average drawdown | 5.87 | 4.70 | +1.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PEMIX | VBTLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 0.92 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.03 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.99 | 0.33 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.76 | +0.33 |
Correlation
The correlation between PEMIX and VBTLX is 0.45, 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.
Dividends
PEMIX vs. VBTLX - Dividend Comparison
PEMIX's dividend yield for the trailing twelve months is around 5.99%, more than VBTLX's 3.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEMIX PIMCO Emerging Markets Corporate Bond Fund | 5.99% | 6.15% | 5.45% | 4.08% | 3.02% | 3.41% | 3.78% | 4.55% | 4.99% | 4.33% | 4.62% | 5.32% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
Drawdowns
PEMIX vs. VBTLX - Drawdown Comparison
The maximum PEMIX drawdown since its inception was -23.38%, which is greater than VBTLX's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for PEMIX and VBTLX.
Loading graphics...
Drawdown Indicators
| PEMIX | VBTLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.38% | -18.81% | -4.57% |
Max Drawdown (1Y)Largest decline over 1 year | -3.37% | -2.73% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -18.14% | -5.24% |
Max Drawdown (10Y)Largest decline over 10 years | -23.38% | -18.81% | -4.57% |
Current DrawdownCurrent decline from peak | -3.20% | -2.86% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -4.27% | -2.67% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.97% | -0.07% |
Volatility
PEMIX vs. VBTLX - Volatility Comparison
The current volatility for PIMCO Emerging Markets Corporate Bond Fund (PEMIX) is 0.98%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.55%. This indicates that PEMIX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PEMIX | VBTLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 1.55% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 2.00% | 2.59% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 4.36% | -0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.76% | 5.98% | -2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.78% | 4.97% | -1.19% |