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PIGIX vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PIGIX and BNDX is -0.01. 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.


Performance

PIGIX vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Investment Grade Credit Bond Fund (PIGIX) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PIGIX:

0.88

BNDX:

1.30

Sortino Ratio

PIGIX:

1.53

BNDX:

2.06

Omega Ratio

PIGIX:

1.18

BNDX:

1.25

Calmar Ratio

PIGIX:

0.46

BNDX:

0.61

Martin Ratio

PIGIX:

3.20

BNDX:

6.40

Ulcer Index

PIGIX:

1.84%

BNDX:

0.84%

Daily Std Dev

PIGIX:

5.72%

BNDX:

3.72%

Max Drawdown

PIGIX:

-22.95%

BNDX:

-16.23%

Current Drawdown

PIGIX:

-6.97%

BNDX:

-3.22%

Returns By Period

In the year-to-date period, PIGIX achieves a 1.66% return, which is significantly higher than BNDX's 0.88% return. Over the past 10 years, PIGIX has outperformed BNDX with an annualized return of 2.33%, while BNDX has yielded a comparatively lower 2.00% annualized return.


PIGIX

YTD

1.66%

1M

0.29%

6M

1.91%

1Y

5.18%

5Y*

0.48%

10Y*

2.33%

BNDX

YTD

0.88%

1M

-0.03%

6M

1.29%

1Y

4.80%

5Y*

0.01%

10Y*

2.00%

*Annualized

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PIGIX vs. BNDX - Expense Ratio Comparison

PIGIX has a 0.51% expense ratio, which is higher than BNDX's 0.07% expense ratio.


Risk-Adjusted Performance

PIGIX vs. BNDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PIGIX
The Risk-Adjusted Performance Rank of PIGIX is 7373
Overall Rank
The Sharpe Ratio Rank of PIGIX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of PIGIX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of PIGIX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of PIGIX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of PIGIX is 7474
Martin Ratio Rank

BNDX
The Risk-Adjusted Performance Rank of BNDX is 8383
Overall Rank
The Sharpe Ratio Rank of BNDX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PIGIX vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Credit Bond Fund (PIGIX) and Vanguard Total International Bond ETF (BNDX). 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 PIGIX Sharpe Ratio is 0.88, which is lower than the BNDX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of PIGIX and BNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PIGIX vs. BNDX - Dividend Comparison

PIGIX's dividend yield for the trailing twelve months is around 4.54%, more than BNDX's 4.30% yield.


TTM20242023202220212020201920182017201620152014
PIGIX
PIMCO Investment Grade Credit Bond Fund
4.54%4.38%3.82%4.07%4.51%3.79%3.93%4.20%4.47%3.92%6.71%5.46%
BNDX
Vanguard Total International Bond ETF
4.30%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

PIGIX vs. BNDX - Drawdown Comparison

The maximum PIGIX drawdown since its inception was -22.95%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for PIGIX and BNDX. For additional features, visit the drawdowns tool.


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Volatility

PIGIX vs. BNDX - Volatility Comparison

PIMCO Investment Grade Credit Bond Fund (PIGIX) has a higher volatility of 1.77% compared to Vanguard Total International Bond ETF (BNDX) at 1.14%. This indicates that PIGIX's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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