PIMIX vs. VOO
Compare and contrast key facts about PIMCO Income Fund Institutional Class (PIMIX) and Vanguard S&P 500 ETF (VOO).
PIMIX is managed by PIMCO. It was launched on Mar 30, 2007. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PIMIX or VOO.
Performance
PIMIX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, PIMIX achieves a 4.85% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, PIMIX has underperformed VOO with an annualized return of 4.16%, while VOO has yielded a comparatively higher 13.18% annualized return.
PIMIX
4.85%
-0.14%
3.95%
9.46%
3.19%
4.16%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| PIMIX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.17 | 2.70 |
| Sortino Ratio | 3.29 | 3.60 |
| Omega Ratio | 1.43 | 1.50 |
| Calmar Ratio | 2.55 | 3.90 |
| Martin Ratio | 10.44 | 17.65 |
| Ulcer Index | 0.90% | 1.86% |
| Daily Std Dev | 4.31% | 12.19% |
| Max Drawdown | -13.39% | -33.99% |
| Current Drawdown | -1.71% | -0.86% |
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PIMIX vs. VOO - Expense Ratio Comparison
PIMIX has a 0.62% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between PIMIX and VOO is 0.24, 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.
Risk-Adjusted Performance
PIMIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Institutional Class (PIMIX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
PIMIX vs. VOO - Dividend Comparison
PIMIX's dividend yield for the trailing twelve months is around 6.24%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIMIX PIMCO Income Fund Institutional Class | 6.24% | 6.21% | 6.40% | 4.02% | 4.89% | 5.86% | 5.68% | 5.41% | 5.57% | 7.84% | 6.30% | 5.46% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PIMIX vs. VOO - Drawdown Comparison
The maximum PIMIX drawdown since its inception was -13.39%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PIMIX and VOO. For additional features, visit the drawdowns tool.
Volatility
PIMIX vs. VOO - Volatility Comparison
The current volatility for PIMCO Income Fund Institutional Class (PIMIX) is 1.01%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that PIMIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.