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

Correlation

The correlation between PIGIX and VESGX is 0.11, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

PIGIX vs. VESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Investment Grade Credit Bond Fund (PIGIX) and Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
8.98%
88.78%
PIGIX
VESGX

Key characteristics

Sharpe Ratio

PIGIX:

1.40

VESGX:

0.24

Sortino Ratio

PIGIX:

2.07

VESGX:

0.45

Omega Ratio

PIGIX:

1.25

VESGX:

1.06

Calmar Ratio

PIGIX:

0.57

VESGX:

0.21

Martin Ratio

PIGIX:

4.39

VESGX:

0.87

Ulcer Index

PIGIX:

1.81%

VESGX:

4.34%

Daily Std Dev

PIGIX:

5.67%

VESGX:

15.75%

Max Drawdown

PIGIX:

-22.95%

VESGX:

-30.52%

Current Drawdown

PIGIX:

-6.51%

VESGX:

-9.01%

Returns By Period

In the year-to-date period, PIGIX achieves a 2.17% return, which is significantly higher than VESGX's -3.71% return.


PIGIX

YTD

2.17%

1M

0.16%

6M

1.77%

1Y

8.56%

5Y*

0.59%

10Y*

2.22%

VESGX

YTD

-3.71%

1M

-3.04%

6M

-6.48%

1Y

3.88%

5Y*

13.93%

10Y*

N/A

*Annualized

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PIGIX vs. VESGX - Expense Ratio Comparison

PIGIX has a 0.51% expense ratio, which is higher than VESGX's 0.46% expense ratio.


Expense ratio chart for PIGIX: current value is 0.51%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PIGIX: 0.51%
Expense ratio chart for VESGX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VESGX: 0.46%

Risk-Adjusted Performance

PIGIX vs. VESGX — 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 8282
Overall Rank
The Sharpe Ratio Rank of PIGIX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of PIGIX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of PIGIX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of PIGIX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of PIGIX is 8282
Martin Ratio Rank

VESGX
The Risk-Adjusted Performance Rank of VESGX is 3737
Overall Rank
The Sharpe Ratio Rank of VESGX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of VESGX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VESGX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of VESGX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VESGX is 3838
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. VESGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Credit Bond Fund (PIGIX) and Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX). 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 chart of Sharpe ratio for PIGIX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.00
PIGIX: 1.40
VESGX: 0.24
The chart of Sortino ratio for PIGIX, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.00
PIGIX: 2.07
VESGX: 0.45
The chart of Omega ratio for PIGIX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.00
PIGIX: 1.25
VESGX: 1.06
The chart of Calmar ratio for PIGIX, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.00
PIGIX: 0.57
VESGX: 0.21
The chart of Martin ratio for PIGIX, currently valued at 4.39, compared to the broader market0.0010.0020.0030.0040.0050.00
PIGIX: 4.39
VESGX: 0.87

The current PIGIX Sharpe Ratio is 1.40, which is higher than the VESGX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of PIGIX and VESGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.40
0.24
PIGIX
VESGX

Dividends

PIGIX vs. VESGX - Dividend Comparison

PIGIX's dividend yield for the trailing twelve months is around 4.45%, more than VESGX's 1.79% yield.


TTM20242023202220212020201920182017201620152014
PIGIX
PIMCO Investment Grade Credit Bond Fund
4.45%4.36%3.82%4.06%3.67%3.42%3.94%4.06%3.71%3.92%5.02%3.91%
VESGX
Vanguard Global ESG Select Stock Fund Admiral Shares
1.79%1.78%1.81%1.81%1.31%0.93%0.78%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PIGIX vs. VESGX - Drawdown Comparison

The maximum PIGIX drawdown since its inception was -22.95%, smaller than the maximum VESGX drawdown of -30.52%. Use the drawdown chart below to compare losses from any high point for PIGIX and VESGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.51%
-9.01%
PIGIX
VESGX

Volatility

PIGIX vs. VESGX - Volatility Comparison

The current volatility for PIMCO Investment Grade Credit Bond Fund (PIGIX) is 2.62%, while Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) has a volatility of 11.66%. This indicates that PIGIX experiences smaller price fluctuations and is considered to be less risky than VESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
2.62%
11.66%
PIGIX
VESGX