PortfoliosLab logo
PIPNX vs. PYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PIPNX and PYLD is 0.27, 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.


Performance

PIPNX vs. PYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Fund Class I-3 (PIPNX) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

PIPNX:

1.67

PYLD:

2.20

Sortino Ratio

PIPNX:

2.51

PYLD:

3.18

Omega Ratio

PIPNX:

1.33

PYLD:

1.44

Calmar Ratio

PIPNX:

2.42

PYLD:

2.91

Martin Ratio

PIPNX:

7.17

PYLD:

10.25

Ulcer Index

PIPNX:

0.94%

PYLD:

0.79%

Daily Std Dev

PIPNX:

4.09%

PYLD:

3.65%

Max Drawdown

PIPNX:

-13.40%

PYLD:

-4.52%

Current Drawdown

PIPNX:

-0.99%

PYLD:

-0.95%

Returns By Period

In the year-to-date period, PIPNX achieves a 2.53% return, which is significantly higher than PYLD's 2.04% return.


PIPNX

YTD

2.53%

1M

1.28%

6M

2.51%

1Y

6.98%

5Y*

4.55%

10Y*

N/A

PYLD

YTD

2.04%

1M

1.52%

6M

2.35%

1Y

8.14%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PIPNX vs. PYLD - Expense Ratio Comparison

PIPNX has a 0.77% expense ratio, which is higher than PYLD's 0.55% expense ratio.


Risk-Adjusted Performance

PIPNX vs. PYLD — Risk-Adjusted Performance Rank

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

PIPNX
The Risk-Adjusted Performance Rank of PIPNX is 9191
Overall Rank
The Sharpe Ratio Rank of PIPNX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PIPNX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PIPNX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of PIPNX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of PIPNX is 9191
Martin Ratio Rank

PYLD
The Risk-Adjusted Performance Rank of PYLD is 9595
Overall Rank
The Sharpe Ratio Rank of PYLD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of PYLD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of PYLD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of PYLD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PYLD 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.

PIPNX vs. PYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class I-3 (PIPNX) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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 current PIPNX Sharpe Ratio is 1.67, which is comparable to the PYLD Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of PIPNX and PYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

PIPNX vs. PYLD - Dividend Comparison

PIPNX's dividend yield for the trailing twelve months is around 6.10%, more than PYLD's 6.03% yield.


TTM2024202320222021202020192018
PIPNX
PIMCO Income Fund Class I-3
6.10%6.12%6.07%6.23%3.87%4.70%5.66%3.66%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
6.03%5.97%2.72%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PIPNX vs. PYLD - Drawdown Comparison

The maximum PIPNX drawdown since its inception was -13.40%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for PIPNX and PYLD. For additional features, visit the drawdowns tool.


Loading data...

Volatility

PIPNX vs. PYLD - Volatility Comparison

PIMCO Income Fund Class I-3 (PIPNX) has a higher volatility of 1.63% compared to PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) at 1.41%. This indicates that PIPNX's price experiences larger fluctuations and is considered to be riskier than PYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...