Correlation
The correlation between PGOVX and VGWAX is -0.10. 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.
PGOVX vs. VGWAX
Compare and contrast key facts about PIMCO Long-Term U.S. Government Fund (PGOVX) and Vanguard Global Wellington Fund Admiral Shares (VGWAX).
PGOVX is managed by PIMCO. It was launched on Jan 2, 1994. VGWAX is managed by Vanguard. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGOVX or VGWAX.
Performance
PGOVX vs. VGWAX - Performance Comparison
Loading data...
Key characteristics
PGOVX:
-0.11
VGWAX:
0.28
PGOVX:
-0.11
VGWAX:
0.27
PGOVX:
0.99
VGWAX:
1.05
PGOVX:
-0.05
VGWAX:
0.16
PGOVX:
-0.28
VGWAX:
0.46
PGOVX:
6.85%
VGWAX:
3.81%
PGOVX:
13.15%
VGWAX:
10.77%
PGOVX:
-83.22%
VGWAX:
-25.28%
PGOVX:
-39.58%
VGWAX:
-3.05%
Returns By Period
In the year-to-date period, PGOVX achieves a -1.35% return, which is significantly lower than VGWAX's 4.98% return.
PGOVX
-1.35%
-3.44%
-3.17%
-1.58%
-5.87%
-8.76%
-0.61%
VGWAX
4.98%
2.63%
-1.24%
2.69%
5.59%
7.91%
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PGOVX vs. VGWAX - Expense Ratio Comparison
PGOVX has a 1.05% expense ratio, which is higher than VGWAX's 0.29% expense ratio.
Risk-Adjusted Performance
PGOVX vs. VGWAX — Risk-Adjusted Performance Rank
PGOVX
VGWAX
PGOVX vs. VGWAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Long-Term U.S. Government Fund (PGOVX) and Vanguard Global Wellington Fund Admiral Shares (VGWAX). 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.
Loading data...
Dividends
PGOVX vs. VGWAX - Dividend Comparison
PGOVX's dividend yield for the trailing twelve months is around 3.68%, less than VGWAX's 7.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGOVX PIMCO Long-Term U.S. Government Fund | 3.68% | 3.42% | 2.85% | 2.79% | 6.93% | 27.91% | 2.61% | 3.25% | 2.88% | 3.30% | 81.58% | 2.62% |
VGWAX Vanguard Global Wellington Fund Admiral Shares | 7.21% | 7.47% | 2.66% | 4.49% | 3.36% | 1.64% | 2.08% | 2.62% | 0.23% | 0.00% | 0.00% | 0.00% |
Drawdowns
PGOVX vs. VGWAX - Drawdown Comparison
The maximum PGOVX drawdown since its inception was -83.22%, which is greater than VGWAX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for PGOVX and VGWAX.
Loading data...
Volatility
PGOVX vs. VGWAX - Volatility Comparison
PIMCO Long-Term U.S. Government Fund (PGOVX) has a higher volatility of 3.24% compared to Vanguard Global Wellington Fund Admiral Shares (VGWAX) at 2.01%. This indicates that PGOVX's price experiences larger fluctuations and is considered to be riskier than VGWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...