PFIIX vs. VTIP
Compare and contrast key facts about PIMCO Low Duration Income Fund (PFIIX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
PFIIX is managed by PIMCO. It was launched on Jul 30, 2004. VTIP is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. It was launched on Oct 12, 2012.
Performance
PFIIX vs. VTIP - Performance Comparison
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PFIIX vs. VTIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFIIX PIMCO Low Duration Income Fund | -0.72% | 9.56% | 7.19% | 7.78% | -5.29% | 2.38% | 4.84% | 6.72% | 1.56% | 6.05% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.99% | 6.07% | 4.74% | 4.62% | -2.94% | 5.36% | 4.95% | 4.86% | 0.56% | 0.82% |
Returns By Period
In the year-to-date period, PFIIX achieves a -0.72% return, which is significantly lower than VTIP's 0.99% return. Over the past 10 years, PFIIX has outperformed VTIP with an annualized return of 5.09%, while VTIP has yielded a comparatively lower 3.07% annualized return.
PFIIX
- 1D
- 0.25%
- 1M
- -1.92%
- YTD
- -0.72%
- 6M
- 1.39%
- 1Y
- 5.80%
- 3Y*
- 7.32%
- 5Y*
- 3.91%
- 10Y*
- 5.09%
VTIP
- 1D
- 0.02%
- 1M
- 0.10%
- YTD
- 0.99%
- 6M
- 1.37%
- 1Y
- 3.94%
- 3Y*
- 4.66%
- 5Y*
- 3.48%
- 10Y*
- 3.07%
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PFIIX vs. VTIP - Expense Ratio Comparison
PFIIX has a 0.50% expense ratio, which is higher than VTIP's 0.03% expense ratio.
Return for Risk
PFIIX vs. VTIP — Risk / Return Rank
PFIIX
VTIP
PFIIX vs. VTIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Income Fund (PFIIX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.
| PFIIX | VTIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 2.09 | +0.08 |
Sortino ratioReturn per unit of downside risk | 3.34 | 3.15 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.44 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | 4.11 | -1.19 |
Martin ratioReturn relative to average drawdown | 11.40 | 13.24 | -1.84 |
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
| PFIIX | VTIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.09 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 1.26 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.61 | 1.12 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.87 | +0.04 |
Correlation
The correlation between PFIIX and VTIP is 0.24, 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
PFIIX vs. VTIP - Dividend Comparison
PFIIX's dividend yield for the trailing twelve months is around 5.05%, more than VTIP's 3.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFIIX PIMCO Low Duration Income Fund | 5.05% | 5.49% | 5.94% | 4.97% | 5.35% | 3.06% | 3.44% | 4.74% | 3.22% | 3.13% | 3.75% | 5.36% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.77% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
Drawdowns
PFIIX vs. VTIP - Drawdown Comparison
The maximum PFIIX drawdown since its inception was -28.35%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for PFIIX and VTIP.
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Drawdown Indicators
| PFIIX | VTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.35% | -6.27% | -22.08% |
Max Drawdown (1Y)Largest decline over 1 year | -2.16% | -0.98% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -8.84% | -5.50% | -3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -11.72% | -6.27% | -5.45% |
Current DrawdownCurrent decline from peak | -1.92% | -0.26% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -2.62% | -1.05% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.30% | +0.25% |
Volatility
PFIIX vs. VTIP - Volatility Comparison
PIMCO Low Duration Income Fund (PFIIX) has a higher volatility of 1.17% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.60%. This indicates that PFIIX's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFIIX | VTIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 0.60% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 1.84% | 0.97% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.94% | 1.90% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.11% | 2.78% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.17% | 2.74% | +0.43% |