PFORX vs. VBTLX
Compare and contrast key facts about PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
PFORX is managed by PIMCO. It was launched on Dec 1, 1992. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFORX or VBTLX.
Performance
PFORX vs. VBTLX - Performance Comparison
Returns By Period
In the year-to-date period, PFORX achieves a 4.30% return, which is significantly higher than VBTLX's 1.27% return. Over the past 10 years, PFORX has outperformed VBTLX with an annualized return of 2.61%, while VBTLX has yielded a comparatively lower 1.34% annualized return.
PFORX
4.30%
-0.02%
3.30%
8.52%
1.12%
2.61%
VBTLX
1.27%
-1.95%
2.83%
6.57%
-0.30%
1.34%
Key characteristics
| PFORX | VBTLX | |
|---|---|---|
| Sharpe Ratio | 2.76 | 1.26 |
| Sortino Ratio | 4.42 | 1.86 |
| Omega Ratio | 1.55 | 1.23 |
| Calmar Ratio | 1.01 | 0.48 |
| Martin Ratio | 15.95 | 4.17 |
| Ulcer Index | 0.56% | 1.71% |
| Daily Std Dev | 3.21% | 5.66% |
| Max Drawdown | -15.09% | -19.05% |
| Current Drawdown | -0.68% | -9.36% |
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PFORX vs. VBTLX - Expense Ratio Comparison
PFORX has a 0.50% expense ratio, which is higher than VBTLX's 0.05% expense ratio.
Correlation
The correlation between PFORX and VBTLX is 0.47, 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.
Risk-Adjusted Performance
PFORX vs. VBTLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) 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.
Dividends
PFORX vs. VBTLX - Dividend Comparison
PFORX's dividend yield for the trailing twelve months is around 4.02%, more than VBTLX's 3.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 4.02% | 3.03% | 2.39% | 1.55% | 2.46% | 6.33% | 2.65% | 1.46% | 1.40% | 7.39% | 8.04% | 2.30% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
Drawdowns
PFORX vs. VBTLX - Drawdown Comparison
The maximum PFORX drawdown since its inception was -15.09%, smaller than the maximum VBTLX drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for PFORX and VBTLX. For additional features, visit the drawdowns tool.
Volatility
PFORX vs. VBTLX - Volatility Comparison
The current volatility for PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) is 0.89%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.62%. This indicates that PFORX 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.