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PLDTX vs. VBISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLDTX vs. VBISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Low Duration II Fund (PLDTX) and Vanguard Short-Term Bond Index Fund (VBISX). The values are adjusted to include any dividend payments, if applicable.

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PLDTX vs. VBISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLDTX
PIMCO Low Duration II Fund
-0.37%5.47%4.55%4.21%-5.14%-1.03%3.44%3.83%0.63%1.66%
VBISX
Vanguard Short-Term Bond Index Fund
-0.24%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, PLDTX achieves a -0.37% return, which is significantly lower than VBISX's -0.24% return. Both investments have delivered pretty close results over the past 10 years, with PLDTX having a 1.83% annualized return and VBISX not far behind at 1.77%.


PLDTX

1D
0.22%
1M
-1.06%
YTD
-0.37%
6M
0.94%
1Y
3.45%
3Y*
4.06%
5Y*
1.52%
10Y*
1.83%

VBISX

1D
0.10%
1M
-0.87%
YTD
-0.24%
6M
0.73%
1Y
3.56%
3Y*
3.88%
5Y*
1.41%
10Y*
1.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLDTX vs. VBISX - Expense Ratio Comparison

PLDTX has a 0.50% expense ratio, which is higher than VBISX's 0.15% expense ratio.


Return for Risk

PLDTX vs. VBISX — Risk / Return Rank

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

PLDTX
PLDTX Risk / Return Rank: 9191
Overall Rank
PLDTX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PLDTX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PLDTX Omega Ratio Rank: 9090
Omega Ratio Rank
PLDTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PLDTX Martin Ratio Rank: 9393
Martin Ratio Rank

VBISX
VBISX Risk / Return Rank: 8484
Overall Rank
VBISX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VBISX Sortino Ratio Rank: 8888
Sortino Ratio Rank
VBISX Omega Ratio Rank: 7676
Omega Ratio Rank
VBISX Calmar Ratio Rank: 9090
Calmar Ratio Rank
VBISX Martin Ratio Rank: 8787
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.

PLDTX vs. VBISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration II Fund (PLDTX) 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.


PLDTXVBISXDifference

Sharpe ratio

Return per unit of total volatility

1.77

1.53

+0.24

Sortino ratio

Return per unit of downside risk

3.08

2.48

+0.60

Omega ratio

Gain probability vs. loss probability

1.40

1.30

+0.10

Calmar ratio

Return relative to maximum drawdown

2.67

2.65

+0.02

Martin ratio

Return relative to average drawdown

11.66

9.58

+2.08

PLDTX vs. VBISX - Sharpe Ratio Comparison

The current PLDTX Sharpe Ratio is 1.77, which is comparable to the VBISX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of PLDTX 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


PLDTXVBISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.53

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.49

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.75

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

1.34

+0.15

Correlation

The correlation between PLDTX and VBISX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PLDTX vs. VBISX - Dividend Comparison

PLDTX's dividend yield for the trailing twelve months is around 3.51%, which matches VBISX's 3.51% yield.


TTM20252024202320222021202020192018201720162015
PLDTX
PIMCO Low Duration II Fund
3.51%3.79%3.99%3.55%1.28%0.29%1.23%2.72%2.18%1.45%1.76%1.60%
VBISX
Vanguard Short-Term Bond Index Fund
3.51%3.44%3.29%2.10%1.38%1.16%1.72%2.16%1.92%1.58%1.42%1.34%

Drawdowns

PLDTX vs. VBISX - Drawdown Comparison

The maximum PLDTX drawdown since its inception was -7.60%, smaller than the maximum VBISX drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for PLDTX and VBISX.


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Drawdown Indicators


PLDTXVBISXDifference

Max Drawdown

Largest peak-to-trough decline

-7.60%

-8.79%

+1.19%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-1.54%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-7.58%

-8.72%

+1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-7.60%

-8.79%

+1.19%

Current Drawdown

Current decline from peak

-1.06%

-1.16%

+0.10%

Average Drawdown

Average peak-to-trough decline

-0.72%

-0.87%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.43%

-0.09%

Volatility

PLDTX vs. VBISX - Volatility Comparison

PIMCO Low Duration II Fund (PLDTX) and Vanguard Short-Term Bond Index Fund (VBISX) have volatilities of 0.74% and 0.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLDTXVBISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.71%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

1.50%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

2.15%

2.44%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.37%

2.91%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.94%

2.37%

-0.43%