PMBS vs. STPZ
Compare and contrast key facts about PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) and PIMCO 1-5 Year US TIPS Index ETF (STPZ).
PMBS and STPZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PMBS is an actively managed fund by PIMCO. It was launched on Jul 31, 1997. STPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (1-5 Y). It was launched on Aug 20, 2009.
Performance
PMBS vs. STPZ - Performance Comparison
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PMBS vs. STPZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PMBS PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund | 0.61% | 8.92% | -2.75% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 0.71% | 6.40% | -0.57% |
Returns By Period
In the year-to-date period, PMBS achieves a 0.61% return, which is significantly lower than STPZ's 0.71% return.
PMBS
- 1D
- 0.33%
- 1M
- -1.84%
- YTD
- 0.61%
- 6M
- 2.40%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STPZ
- 1D
- -0.12%
- 1M
- -0.15%
- YTD
- 0.71%
- 6M
- 0.83%
- 1Y
- 3.68%
- 3Y*
- 4.43%
- 5Y*
- 3.03%
- 10Y*
- 2.81%
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PMBS vs. STPZ - Expense Ratio Comparison
PMBS has a 0.71% expense ratio, which is higher than STPZ's 0.20% expense ratio.
Return for Risk
PMBS vs. STPZ — Risk / Return Rank
PMBS
STPZ
PMBS vs. STPZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). 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.
| PMBS | STPZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.55 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.21 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.31 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.74 | -0.65 |
Martin ratioReturn relative to average drawdown | 6.06 | 8.15 | -2.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PMBS | STPZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.55 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.92 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.89 | -0.01 |
Correlation
The correlation between PMBS and STPZ is 0.63, 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
PMBS vs. STPZ - Dividend Comparison
PMBS's dividend yield for the trailing twelve months is around 4.94%, more than STPZ's 3.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMBS PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund | 4.58% | 4.73% | 1.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 3.08% | 3.65% | 1.97% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.23% | 1.51% | 0.65% | 0.49% |
Drawdowns
PMBS vs. STPZ - Drawdown Comparison
The maximum PMBS drawdown since its inception was -4.35%, smaller than the maximum STPZ drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for PMBS and STPZ.
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Drawdown Indicators
| PMBS | STPZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.35% | -6.77% | +2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -1.35% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.77% | — |
Current DrawdownCurrent decline from peak | -1.84% | -0.50% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -1.11% | -1.32% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 0.45% | +0.60% |
Volatility
PMBS vs. STPZ - Volatility Comparison
PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) has a higher volatility of 1.94% compared to PIMCO 1-5 Year US TIPS Index ETF (STPZ) at 0.73%. This indicates that PMBS's price experiences larger fluctuations and is considered to be riskier than STPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMBS | STPZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 0.73% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 1.22% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.77% | 2.39% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.94% | 3.30% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 2.98% | +1.96% |