PGBIX vs. VOO
Compare and contrast key facts about PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I (PGBIX) and Vanguard S&P 500 ETF (VOO).
PGBIX is an actively managed fund by PIMCO. It was launched on Feb 25, 1998. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
PGBIX vs. VOO - Performance Comparison
Loading graphics...
PGBIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGBIX PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I | -2.48% | 8.61% | 4.38% | 6.94% | -5.74% | -0.49% | 7.33% | 6.78% | -0.45% | 4.33% |
VOO Vanguard S&P 500 ETF | -3.55% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, PGBIX achieves a -2.48% return, which is significantly higher than VOO's -3.55% return. Over the past 10 years, PGBIX has underperformed VOO with an annualized return of 3.17%, while VOO has yielded a comparatively higher 14.19% annualized return.
PGBIX
- 1D
- 0.42%
- 1M
- -2.25%
- YTD
- -2.48%
- 6M
- -1.23%
- 1Y
- 3.14%
- 3Y*
- 5.07%
- 5Y*
- 2.16%
- 10Y*
- 3.17%
VOO
- 1D
- 0.11%
- 1M
- -3.33%
- YTD
- -3.55%
- 6M
- -1.41%
- 1Y
- 17.60%
- 3Y*
- 18.47%
- 5Y*
- 11.96%
- 10Y*
- 14.19%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PGBIX vs. VOO - Expense Ratio Comparison
PGBIX has a 0.55% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
PGBIX vs. VOO — Risk / Return Rank
PGBIX
VOO
PGBIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I (PGBIX) and Vanguard S&P 500 ETF (VOO). 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.
| PGBIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.98 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.49 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.53 | -0.60 |
Martin ratioReturn relative to average drawdown | 3.97 | 7.13 | -3.16 |
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
| PGBIX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.98 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.71 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.79 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.83 | +0.15 |
Correlation
The correlation between PGBIX and VOO is 0.03, 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
PGBIX vs. VOO - Dividend Comparison
PGBIX's dividend yield for the trailing twelve months is around 4.66%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGBIX PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I | 4.66% | 4.79% | 4.07% | 2.33% | 7.55% | 2.95% | 2.24% | 4.10% | 2.14% | 3.09% | 2.58% | 5.81% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
PGBIX vs. VOO - Drawdown Comparison
The maximum PGBIX drawdown since its inception was -14.22%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PGBIX and VOO.
Loading graphics...
Drawdown Indicators
| PGBIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.22% | -33.99% | +19.77% |
Max Drawdown (1Y)Largest decline over 1 year | -4.25% | -8.90% | +4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -9.56% | -24.52% | +14.96% |
Max Drawdown (10Y)Largest decline over 10 years | -9.98% | -33.99% | +24.01% |
Current DrawdownCurrent decline from peak | -3.44% | -5.44% | +2.00% |
Average DrawdownAverage peak-to-trough decline | -2.15% | -3.72% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 2.57% | -1.58% |
Volatility
PGBIX vs. VOO - Volatility Comparison
The current volatility for PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I (PGBIX) is 2.26%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.27%. This indicates that PGBIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PGBIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 5.27% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 9.46% | -6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.99% | 18.11% | -14.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.28% | 16.81% | -13.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.95% | 17.98% | -15.03% |