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

Correlation

The correlation between PIGIX and VFIDX is -0.09. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

PIGIX vs. VFIDX - Performance Comparison

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

135.00%140.00%145.00%150.00%NovemberDecember2025FebruaryMarchApril
148.50%
141.75%
PIGIX
VFIDX

Key characteristics

Sharpe Ratio

PIGIX:

1.40

VFIDX:

1.55

Sortino Ratio

PIGIX:

2.07

VFIDX:

2.33

Omega Ratio

PIGIX:

1.25

VFIDX:

1.27

Calmar Ratio

PIGIX:

0.57

VFIDX:

0.78

Martin Ratio

PIGIX:

4.39

VFIDX:

4.68

Ulcer Index

PIGIX:

1.81%

VFIDX:

1.82%

Daily Std Dev

PIGIX:

5.67%

VFIDX:

5.50%

Max Drawdown

PIGIX:

-22.95%

VFIDX:

-20.14%

Current Drawdown

PIGIX:

-6.51%

VFIDX:

-2.74%

Returns By Period

In the year-to-date period, PIGIX achieves a 2.17% return, which is significantly lower than VFIDX's 2.41% return. Over the past 10 years, PIGIX has underperformed VFIDX with an annualized return of 2.22%, while VFIDX has yielded a comparatively higher 2.52% annualized return.


PIGIX

YTD

2.17%

1M

0.16%

6M

1.77%

1Y

8.56%

5Y*

0.59%

10Y*

2.22%

VFIDX

YTD

2.41%

1M

0.52%

6M

1.97%

1Y

9.14%

5Y*

1.10%

10Y*

2.52%

*Annualized

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PIGIX vs. VFIDX - Expense Ratio Comparison

PIGIX has a 0.51% expense ratio, which is higher than VFIDX's 0.10% 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 VFIDX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFIDX: 0.10%

Risk-Adjusted Performance

PIGIX vs. VFIDX — 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

VFIDX
The Risk-Adjusted Performance Rank of VFIDX is 8585
Overall Rank
The Sharpe Ratio Rank of VFIDX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIDX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VFIDX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VFIDX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VFIDX is 8484
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. VFIDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Credit Bond Fund (PIGIX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). 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
VFIDX: 1.55
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
VFIDX: 2.33
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
VFIDX: 1.27
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
VFIDX: 0.78
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
VFIDX: 4.68

The current PIGIX Sharpe Ratio is 1.40, which is comparable to the VFIDX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of PIGIX and VFIDX, 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 Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.40
1.55
PIGIX
VFIDX

Dividends

PIGIX vs. VFIDX - Dividend Comparison

PIGIX's dividend yield for the trailing twelve months is around 4.45%, less than VFIDX's 4.72% 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%
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
4.72%4.67%3.90%3.20%4.00%5.80%3.13%3.31%3.05%3.94%3.39%3.86%

Drawdowns

PIGIX vs. VFIDX - Drawdown Comparison

The maximum PIGIX drawdown since its inception was -22.95%, which is greater than VFIDX's maximum drawdown of -20.14%. Use the drawdown chart below to compare losses from any high point for PIGIX and VFIDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-6.51%
-2.74%
PIGIX
VFIDX

Volatility

PIGIX vs. VFIDX - Volatility Comparison

PIMCO Investment Grade Credit Bond Fund (PIGIX) has a higher volatility of 2.62% compared to Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) at 2.39%. This indicates that PIGIX's price experiences larger fluctuations and is considered to be riskier than VFIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
2.62%
2.39%
PIGIX
VFIDX