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PIMIX vs. VUBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIMIX vs. VUBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Fund Institutional Class (PIMIX) and Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX). The values are adjusted to include any dividend payments, if applicable.

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PIMIX vs. VUBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIMIX
PIMCO Income Fund Institutional Class
-1.36%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%
VUBFX
Vanguard Ultra-Short-Term Bond Fund Investor Shares
0.59%5.04%5.99%5.43%-0.53%0.03%1.95%3.34%1.94%1.23%

Returns By Period

In the year-to-date period, PIMIX achieves a -1.36% return, which is significantly lower than VUBFX's 0.59% return. Over the past 10 years, PIMIX has outperformed VUBFX with an annualized return of 4.66%, while VUBFX has yielded a comparatively lower 2.56% annualized return.


PIMIX

1D
0.47%
1M
-3.24%
YTD
-1.36%
6M
1.15%
1Y
6.07%
3Y*
7.20%
5Y*
3.38%
10Y*
4.66%

VUBFX

1D
0.10%
1M
-0.06%
YTD
0.59%
6M
1.72%
1Y
4.31%
3Y*
5.24%
5Y*
3.26%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIMIX vs. VUBFX - Expense Ratio Comparison

PIMIX has a 0.62% expense ratio, which is higher than VUBFX's 0.20% expense ratio.


Return for Risk

PIMIX vs. VUBFX — Risk / Return Rank

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

PIMIX
PIMIX Risk / Return Rank: 8181
Overall Rank
PIMIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7878
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 7878
Martin Ratio Rank

VUBFX
VUBFX Risk / Return Rank: 100100
Overall Rank
VUBFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VUBFX Sortino Ratio Rank: 100100
Sortino Ratio Rank
VUBFX Omega Ratio Rank: 100100
Omega Ratio Rank
VUBFX Calmar Ratio Rank: 100100
Calmar Ratio Rank
VUBFX Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PIMIX vs. VUBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Institutional Class (PIMIX) and Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX). 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.


PIMIXVUBFXDifference

Sharpe ratio

Return per unit of total volatility

1.56

5.20

-3.64

Sortino ratio

Return per unit of downside risk

2.25

10.21

-7.96

Omega ratio

Gain probability vs. loss probability

1.29

3.61

-2.32

Calmar ratio

Return relative to maximum drawdown

1.87

14.81

-12.94

Martin ratio

Return relative to average drawdown

7.56

67.09

-59.53

PIMIX vs. VUBFX - Sharpe Ratio Comparison

The current PIMIX Sharpe Ratio is 1.56, which is lower than the VUBFX Sharpe Ratio of 5.20. The chart below compares the historical Sharpe Ratios of PIMIX and VUBFX, 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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Sharpe Ratios by Period


PIMIXVUBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

5.20

-3.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

3.34

-2.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

3.07

-1.96

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

3.06

-1.50

Correlation

The correlation between PIMIX and VUBFX is 0.34, 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.


Dividends

PIMIX vs. VUBFX - Dividend Comparison

PIMIX's dividend yield for the trailing twelve months is around 5.57%, more than VUBFX's 4.12% yield.


TTM20252024202320222021202020192018201720162015
PIMIX
PIMCO Income Fund Institutional Class
5.57%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%
VUBFX
Vanguard Ultra-Short-Term Bond Fund Investor Shares
4.12%4.62%5.42%4.06%1.28%0.43%1.52%2.58%2.13%1.43%0.98%0.00%

Drawdowns

PIMIX vs. VUBFX - Drawdown Comparison

The maximum PIMIX drawdown since its inception was -13.39%, which is greater than VUBFX's maximum drawdown of -1.86%. Use the drawdown chart below to compare losses from any high point for PIMIX and VUBFX.


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Drawdown Indicators


PIMIXVUBFXDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-1.86%

-11.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-0.30%

-3.39%

Max Drawdown (5Y)

Largest decline over 5 years

-13.34%

-1.86%

-11.48%

Max Drawdown (10Y)

Largest decline over 10 years

-13.39%

-1.86%

-11.53%

Current Drawdown

Current decline from peak

-3.24%

-0.10%

-3.14%

Average Drawdown

Average peak-to-trough decline

-1.69%

-0.17%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.07%

+0.85%

Volatility

PIMIX vs. VUBFX - Volatility Comparison

PIMCO Income Fund Institutional Class (PIMIX) has a higher volatility of 1.88% compared to Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) at 0.34%. This indicates that PIMIX's price experiences larger fluctuations and is considered to be riskier than VUBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIMIXVUBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

0.34%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

0.55%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

0.84%

+3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.75%

0.98%

+3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.20%

0.84%

+3.36%