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PIMIX vs. BSCS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PIMIX and BSCS is 0.19, 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: 0.2

Performance

PIMIX vs. BSCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Fund Institutional Class (PIMIX) and Invesco BulletShares 2028 Corporate Bond ETF (BSCS). The values are adjusted to include any dividend payments, if applicable.

24.00%25.00%26.00%27.00%28.00%29.00%30.00%NovemberDecember2025FebruaryMarchApril
29.28%
27.78%
PIMIX
BSCS

Key characteristics

Sharpe Ratio

PIMIX:

2.11

BSCS:

2.56

Sortino Ratio

PIMIX:

3.22

BSCS:

3.89

Omega Ratio

PIMIX:

1.42

BSCS:

1.51

Calmar Ratio

PIMIX:

3.11

BSCS:

0.97

Martin Ratio

PIMIX:

9.40

BSCS:

11.27

Ulcer Index

PIMIX:

0.92%

BSCS:

0.70%

Daily Std Dev

PIMIX:

4.13%

BSCS:

3.09%

Max Drawdown

PIMIX:

-13.39%

BSCS:

-18.42%

Current Drawdown

PIMIX:

-0.93%

BSCS:

-0.54%

Returns By Period

The year-to-date returns for both investments are quite close, with PIMIX having a 2.62% return and BSCS slightly higher at 2.70%.


PIMIX

YTD

2.62%

1M

0.14%

6M

3.45%

1Y

9.32%

5Y*

4.90%

10Y*

4.34%

BSCS

YTD

2.70%

1M

0.77%

6M

2.73%

1Y

8.29%

5Y*

1.94%

10Y*

N/A

*Annualized

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PIMIX vs. BSCS - Expense Ratio Comparison

PIMIX has a 0.62% expense ratio, which is higher than BSCS's 0.10% expense ratio.


Expense ratio chart for PIMIX: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PIMIX: 0.62%
Expense ratio chart for BSCS: 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%
BSCS: 0.10%

Risk-Adjusted Performance

PIMIX vs. BSCS — Risk-Adjusted Performance Rank

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

PIMIX
The Risk-Adjusted Performance Rank of PIMIX is 9393
Overall Rank
The Sharpe Ratio Rank of PIMIX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PIMIX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PIMIX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PIMIX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PIMIX is 9393
Martin Ratio Rank

BSCS
The Risk-Adjusted Performance Rank of BSCS is 9393
Overall Rank
The Sharpe Ratio Rank of BSCS is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCS is 9797
Sortino Ratio Rank
The Omega Ratio Rank of BSCS is 9696
Omega Ratio Rank
The Calmar Ratio Rank of BSCS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of BSCS is 9494
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.

PIMIX vs. BSCS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Institutional Class (PIMIX) and Invesco BulletShares 2028 Corporate Bond ETF (BSCS). 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 PIMIX, currently valued at 2.11, compared to the broader market-1.000.001.002.003.00
PIMIX: 2.11
BSCS: 2.56
The chart of Sortino ratio for PIMIX, currently valued at 3.22, compared to the broader market-2.000.002.004.006.008.00
PIMIX: 3.22
BSCS: 3.89
The chart of Omega ratio for PIMIX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.00
PIMIX: 1.42
BSCS: 1.51
The chart of Calmar ratio for PIMIX, currently valued at 3.11, compared to the broader market0.002.004.006.008.0010.00
PIMIX: 3.11
BSCS: 0.97
The chart of Martin ratio for PIMIX, currently valued at 9.40, compared to the broader market0.0010.0020.0030.0040.00
PIMIX: 9.40
BSCS: 11.27

The current PIMIX Sharpe Ratio is 2.11, which is comparable to the BSCS Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of PIMIX and BSCS, 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
2.11
2.56
PIMIX
BSCS

Dividends

PIMIX vs. BSCS - Dividend Comparison

PIMIX's dividend yield for the trailing twelve months is around 6.21%, more than BSCS's 4.54% yield.


TTM20242023202220212020201920182017201620152014
PIMIX
PIMCO Income Fund Institutional Class
6.21%6.27%6.21%6.40%4.02%4.89%5.86%5.68%5.41%5.57%7.84%6.30%
BSCS
Invesco BulletShares 2028 Corporate Bond ETF
4.54%4.54%3.90%2.72%2.14%2.71%3.28%1.88%0.00%0.00%0.00%0.00%

Drawdowns

PIMIX vs. BSCS - Drawdown Comparison

The maximum PIMIX drawdown since its inception was -13.39%, smaller than the maximum BSCS drawdown of -18.42%. Use the drawdown chart below to compare losses from any high point for PIMIX and BSCS. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.93%
-0.54%
PIMIX
BSCS

Volatility

PIMIX vs. BSCS - Volatility Comparison

PIMCO Income Fund Institutional Class (PIMIX) has a higher volatility of 1.97% compared to Invesco BulletShares 2028 Corporate Bond ETF (BSCS) at 1.50%. This indicates that PIMIX's price experiences larger fluctuations and is considered to be riskier than BSCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.97%
1.50%
PIMIX
BSCS