PFIIX vs. USFR
Compare and contrast key facts about PIMCO Low Duration Income Fund (PFIIX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
PFIIX is managed by PIMCO. It was launched on Jul 30, 2004. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFIIX or USFR.
Key characteristics
| PFIIX | USFR | |
|---|---|---|
| YTD Return | 6.77% | 4.69% |
| 1Y Return | 10.59% | 5.30% |
| 3Y Return (Ann) | 3.34% | 3.92% |
| 5Y Return (Ann) | 3.67% | 2.50% |
| 10Y Return (Ann) | 3.85% | 2.39% |
| Sharpe Ratio | 3.83 | 14.83 |
| Sortino Ratio | 6.44 | 53.53 |
| Omega Ratio | 1.94 | 12.75 |
| Calmar Ratio | 8.25 | 89.99 |
| Martin Ratio | 29.33 | 732.54 |
| Ulcer Index | 0.35% | 0.01% |
| Daily Std Dev | 2.69% | 0.36% |
| Max Drawdown | -29.16% | -1.36% |
| Current Drawdown | -0.02% | 0.00% |
Correlation
The correlation between PFIIX and USFR is -0.01. 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. USFR - Performance Comparison
In the year-to-date period, PFIIX achieves a 6.77% return, which is significantly higher than USFR's 4.69% return. Over the past 10 years, PFIIX has outperformed USFR with an annualized return of 3.85%, while USFR has yielded a comparatively lower 2.39% 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. USFR - Expense Ratio Comparison
PFIIX has a 0.50% expense ratio, which is higher than USFR's 0.15% expense ratio.
Risk-Adjusted Performance
PFIIX vs. USFR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Income Fund (PFIIX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). 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. USFR - Dividend Comparison
PFIIX's dividend yield for the trailing twelve months is around 5.19%, less than USFR's 5.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFIIX PIMCO Low Duration Income Fund | 5.19% | 4.99% | 6.32% | 3.06% | 3.46% | 4.76% | 3.21% | 3.15% | 3.78% | 5.37% | 5.15% | 4.50% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.30% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.04% | 0.29% | 0.00% | 0.00% | 0.00% |
Drawdowns
PFIIX vs. USFR - Drawdown Comparison
The maximum PFIIX drawdown since its inception was -29.16%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for PFIIX and USFR. For additional features, visit the drawdowns tool.
Volatility
PFIIX vs. USFR - Volatility Comparison
PIMCO Low Duration Income Fund (PFIIX) has a higher volatility of 0.80% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that PFIIX's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.