PLRIX vs. BND
Compare and contrast key facts about PIMCO Long Duration Total Return Fund (PLRIX) and Vanguard Total Bond Market ETF (BND).
PLRIX is managed by PIMCO. It was launched on Aug 30, 2006. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PLRIX or BND.
Key characteristics
| PLRIX | BND | |
|---|---|---|
| YTD Return | -0.54% | 1.59% |
| 1Y Return | 11.96% | 7.87% |
| 3Y Return (Ann) | -8.91% | -2.37% |
| 5Y Return (Ann) | -5.75% | -0.27% |
| 10Y Return (Ann) | -0.98% | 1.41% |
| Sharpe Ratio | 1.01 | 1.34 |
| Sortino Ratio | 1.50 | 1.98 |
| Omega Ratio | 1.18 | 1.24 |
| Calmar Ratio | 0.30 | 0.50 |
| Martin Ratio | 3.23 | 4.75 |
| Ulcer Index | 3.71% | 1.65% |
| Daily Std Dev | 11.81% | 5.84% |
| Max Drawdown | -43.91% | -18.84% |
| Current Drawdown | -33.35% | -9.17% |
Correlation
The correlation between PLRIX and BND is 0.87, 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.
Performance
PLRIX vs. BND - Performance Comparison
In the year-to-date period, PLRIX achieves a -0.54% return, which is significantly lower than BND's 1.59% return. Over the past 10 years, PLRIX has underperformed BND with an annualized return of -0.98%, while BND has yielded a comparatively higher 1.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PLRIX vs. BND - Expense Ratio Comparison
PLRIX has a 0.50% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
PLRIX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Long Duration Total Return Fund (PLRIX) and Vanguard Total Bond Market ETF (BND). 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
PLRIX vs. BND - Dividend Comparison
PLRIX's dividend yield for the trailing twelve months is around 3.47%, less than BND's 3.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLRIX PIMCO Long Duration Total Return Fund | 3.47% | 3.49% | 4.39% | 3.61% | 3.89% | 3.60% | 4.02% | 4.05% | 4.69% | 5.64% | 3.81% | 4.15% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
PLRIX vs. BND - Drawdown Comparison
The maximum PLRIX drawdown since its inception was -43.91%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for PLRIX and BND. For additional features, visit the drawdowns tool.
Volatility
PLRIX vs. BND - Volatility Comparison
PIMCO Long Duration Total Return Fund (PLRIX) has a higher volatility of 4.13% compared to Vanguard Total Bond Market ETF (BND) at 1.77%. This indicates that PLRIX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.