PGOVX vs. IBM

In the year-to-date period, PGOVX achieves a 2.57% return, which is significantly lower than IBM's 6.43% return. Over the past 10 years, PGOVX has underperformed IBM with an annualized return of -8.50%, while IBM has yielded a comparatively higher 7.95% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for PIMCO Long-Term U.S. Government Fund (PGOVX) and International Business Machines Corporation (IBM). 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.

The current PGOVX Sharpe Ratio is 0.40, which is lower than the IBM Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of PGOVX and IBM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PGOVX's dividend yield for the trailing twelve months is around 3.14%, more than IBM's 2.87% yield.

The maximum PGOVX drawdown since its inception was -89.85%, which is greater than IBM's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for PGOVX and IBM. For additional features, visit the drawdowns tool.

The current volatility for PIMCO Long-Term U.S. Government Fund (PGOVX) is 5.69%, while International Business Machines Corporation (IBM) has a volatility of 13.57%. This indicates that PGOVX experiences smaller price fluctuations and is considered to be less risky than IBM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.