PFIIX vs. BND
Compare and contrast key facts about PIMCO Low Duration Income Fund (PFIIX) and Vanguard Total Bond Market ETF (BND).
PFIIX is managed by PIMCO. It was launched on Jul 30, 2004. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFIIX or BND.
Key characteristics
| PFIIX | BND | |
|---|---|---|
| YTD Return | 6.24% | 1.59% |
| 1Y Return | 9.90% | 7.87% |
| 3Y Return (Ann) | 3.18% | -2.37% |
| 5Y Return (Ann) | 3.60% | -0.27% |
| 10Y Return (Ann) | 3.87% | 1.41% |
| Sharpe Ratio | 3.71 | 1.34 |
| Sortino Ratio | 6.17 | 1.98 |
| Omega Ratio | 1.90 | 1.24 |
| Calmar Ratio | 8.04 | 0.50 |
| Martin Ratio | 28.46 | 4.75 |
| Ulcer Index | 0.35% | 1.65% |
| Daily Std Dev | 2.71% | 5.84% |
| Max Drawdown | -29.16% | -18.84% |
| Current Drawdown | -0.51% | -9.17% |
Correlation
The correlation between PFIIX and BND is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
PFIIX vs. BND - Performance Comparison
In the year-to-date period, PFIIX achieves a 6.24% return, which is significantly higher than BND's 1.59% return. Over the past 10 years, PFIIX has outperformed BND with an annualized return of 3.87%, while BND has yielded a comparatively lower 1.41% 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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PFIIX vs. BND - Expense Ratio Comparison
PFIIX has a 0.50% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
PFIIX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Income Fund (PFIIX) and Vanguard Total Bond Market ETF (BND). 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
PFIIX vs. BND - Dividend Comparison
PFIIX's dividend yield for the trailing twelve months is around 5.22%, more than BND's 3.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFIIX PIMCO Low Duration Income Fund | 5.22% | 4.99% | 6.32% | 3.06% | 3.46% | 4.76% | 3.21% | 3.15% | 3.78% | 5.37% | 5.15% | 4.50% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
PFIIX vs. BND - Drawdown Comparison
The maximum PFIIX drawdown since its inception was -29.16%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for PFIIX and BND. For additional features, visit the drawdowns tool.
Volatility
PFIIX vs. BND - Volatility Comparison
The current volatility for PIMCO Low Duration Income Fund (PFIIX) is 0.89%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.77%. This indicates that PFIIX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.