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PIMSX vs. VBISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIMSX vs. VBISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet Multi-Sector S/T Bd I (PIMSX) and Vanguard Short-Term Bond Index Fund (VBISX). The values are adjusted to include any dividend payments, if applicable.

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PIMSX vs. VBISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIMSX
Virtus Newfleet Multi-Sector S/T Bd I
-0.13%6.08%5.90%7.16%-5.52%0.20%4.58%6.40%-0.53%3.93%
VBISX
Vanguard Short-Term Bond Index Fund
-0.34%5.67%3.66%4.54%-5.61%-1.35%4.63%4.78%1.27%1.10%

Returns By Period

In the year-to-date period, PIMSX achieves a -0.13% return, which is significantly higher than VBISX's -0.34% return. Over the past 10 years, PIMSX has outperformed VBISX with an annualized return of 3.16%, while VBISX has yielded a comparatively lower 1.76% annualized return.


PIMSX

1D
0.00%
1M
-1.30%
YTD
-0.13%
6M
1.07%
1Y
4.41%
3Y*
5.61%
5Y*
2.71%
10Y*
3.16%

VBISX

1D
0.20%
1M
-1.25%
YTD
-0.34%
6M
0.83%
1Y
3.56%
3Y*
3.85%
5Y*
1.39%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIMSX vs. VBISX - Expense Ratio Comparison

PIMSX has a 0.65% expense ratio, which is higher than VBISX's 0.15% expense ratio.


Return for Risk

PIMSX vs. VBISX — Risk / Return Rank

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

PIMSX
PIMSX Risk / Return Rank: 9696
Overall Rank
PIMSX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PIMSX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PIMSX Omega Ratio Rank: 9696
Omega Ratio Rank
PIMSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PIMSX Martin Ratio Rank: 9696
Martin Ratio Rank

VBISX
VBISX Risk / Return Rank: 8888
Overall Rank
VBISX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VBISX Sortino Ratio Rank: 9292
Sortino Ratio Rank
VBISX Omega Ratio Rank: 8383
Omega Ratio Rank
VBISX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VBISX Martin Ratio Rank: 8989
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.

PIMSX vs. VBISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Multi-Sector S/T Bd I (PIMSX) and Vanguard Short-Term Bond Index Fund (VBISX). 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.


PIMSXVBISXDifference

Sharpe ratio

Return per unit of total volatility

2.05

1.64

+0.41

Sortino ratio

Return per unit of downside risk

3.51

2.70

+0.81

Omega ratio

Gain probability vs. loss probability

1.60

1.33

+0.27

Calmar ratio

Return relative to maximum drawdown

3.69

2.72

+0.97

Martin ratio

Return relative to average drawdown

14.28

9.96

+4.32

PIMSX vs. VBISX - Sharpe Ratio Comparison

The current PIMSX Sharpe Ratio is 2.05, which is comparable to the VBISX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of PIMSX and VBISX, 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


PIMSXVBISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.64

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.48

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

0.74

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

1.34

-0.06

Correlation

The correlation between PIMSX and VBISX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PIMSX vs. VBISX - Dividend Comparison

PIMSX's dividend yield for the trailing twelve months is around 4.34%, more than VBISX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
PIMSX
Virtus Newfleet Multi-Sector S/T Bd I
4.34%4.77%4.60%3.66%2.77%1.89%2.92%3.18%3.16%3.23%3.16%3.18%
VBISX
Vanguard Short-Term Bond Index Fund
3.52%3.44%3.29%2.10%1.38%1.16%1.72%2.16%1.92%1.58%1.42%1.34%

Drawdowns

PIMSX vs. VBISX - Drawdown Comparison

The maximum PIMSX drawdown since its inception was -18.10%, which is greater than VBISX's maximum drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for PIMSX and VBISX.


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Drawdown Indicators


PIMSXVBISXDifference

Max Drawdown

Largest peak-to-trough decline

-18.10%

-8.79%

-9.31%

Max Drawdown (1Y)

Largest decline over 1 year

-1.30%

-1.54%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-8.06%

-8.72%

+0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-10.69%

-8.79%

-1.90%

Current Drawdown

Current decline from peak

-1.30%

-1.25%

-0.05%

Average Drawdown

Average peak-to-trough decline

-1.50%

-0.87%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.42%

-0.08%

Volatility

PIMSX vs. VBISX - Volatility Comparison

The current volatility for Virtus Newfleet Multi-Sector S/T Bd I (PIMSX) is 0.65%, while Vanguard Short-Term Bond Index Fund (VBISX) has a volatility of 0.74%. This indicates that PIMSX experiences smaller price fluctuations and is considered to be less risky than VBISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIMSXVBISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

0.74%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

1.50%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

2.44%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.65%

2.91%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.69%

2.37%

+0.32%