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PMTGX vs. PBBBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMTGX vs. PBBBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIA MBS Bond Fund (PMTGX) and PIA BBB Bond Fund (PBBBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PMTGX achieves a 0.42% return, which is significantly lower than PBBBX's 0.60% return. Over the past 10 years, PMTGX has underperformed PBBBX with an annualized return of 1.19%, while PBBBX has yielded a comparatively higher 2.90% annualized return.


PMTGX

1D
0.12%
1M
1.15%
YTD
0.42%
6M
0.59%
1Y
5.54%
3Y*
3.86%
5Y*
0.28%
10Y*
1.19%

PBBBX

1D
0.12%
1M
1.16%
YTD
0.60%
6M
0.91%
1Y
5.54%
3Y*
5.65%
5Y*
0.40%
10Y*
2.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMTGX vs. PBBBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMTGX
PIA MBS Bond Fund
0.42%7.83%0.96%4.73%-11.37%-1.18%3.85%6.02%0.76%2.35%
PBBBX
PIA BBB Bond Fund
0.60%8.14%2.41%9.19%-16.35%-1.20%9.37%16.49%-3.02%7.16%

Correlation

The correlation between PMTGX and PBBBX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2006

0.77

The correlation between PMTGX and PBBBX shifts across timeframes, from 0.77 (all time) to 0.91 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PMTGX vs. PBBBX — Risk / Return Rank

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

PMTGX
PMTGX Risk / Return Rank: 2222
Overall Rank
PMTGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PMTGX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PMTGX Omega Ratio Rank: 2323
Omega Ratio Rank
PMTGX Calmar Ratio Rank: 2020
Calmar Ratio Rank
PMTGX Martin Ratio Rank: 1919
Martin Ratio Rank

PBBBX
PBBBX Risk / Return Rank: 2626
Overall Rank
PBBBX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PBBBX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PBBBX Omega Ratio Rank: 2727
Omega Ratio Rank
PBBBX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PBBBX Martin Ratio Rank: 2323
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.

PMTGX vs. PBBBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIA MBS Bond Fund (PMTGX) and PIA BBB Bond Fund (PBBBX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PMTGXPBBBXDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

1.51

1.72

-0.21

Martin ratioReturn relative to average drawdown

4.56

5.21

-0.65

PMTGX vs. PBBBX - Sharpe Ratio Comparison

The current PMTGX Sharpe Ratio is 1.29, which is comparable to the PBBBX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of PMTGX and PBBBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PMTGX vs. PBBBX - Drawdown Comparison

The maximum PMTGX drawdown since its inception was -17.09%, smaller than the maximum PBBBX drawdown of -23.00%. Use the drawdown chart below to compare losses from any high point for PMTGX and PBBBX.


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Drawdown Indicators


PMTGXPBBBXDifference

Max Drawdown

Largest peak-to-trough decline

-17.09%

-23.00%

+5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-3.30%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-7.66%

-6.39%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-23.00%

+6.14%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

-23.00%

+5.91%

Current Drawdown

Current decline from peak

-1.73%

-1.02%

-0.71%

Average Drawdown

Average peak-to-trough decline

-2.13%

-3.48%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.09%

+0.13%

Volatility

PMTGX vs. PBBBX - Volatility Comparison

PIA MBS Bond Fund (PMTGX) and PIA BBB Bond Fund (PBBBX) have volatilities of 1.26% and 1.20%, 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


PMTGXPBBBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.20%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.24%

3.11%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

4.07%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.29%

6.68%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

6.03%

-1.26%

PMTGX vs. PBBBX - Expense Ratio Comparison

PMTGX has a 0.23% expense ratio, which is higher than PBBBX's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PMTGX vs. PBBBX - Dividend Comparison

PMTGX's dividend yield for the trailing twelve months is around 3.72%, less than PBBBX's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
PBBBX
PIA BBB Bond Fund
3.77%4.02%3.82%3.57%3.24%2.85%3.16%3.78%4.20%3.75%3.95%4.12%
PMTGX
PIA MBS Bond Fund
3.72%4.10%4.16%3.48%2.17%0.79%2.12%2.96%2.76%2.75%2.96%2.79%

Frequently Asked Questions


PMTGX and PBBBX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PMTGX has higher volatility (1.26%) compared to PBBBX (1.20%). In terms of maximum drawdown, PMTGX dropped -17.09% vs PBBBX's -23.00%.

PBBBX currently has the higher Sharpe Ratio (1.40 vs 1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PMTGX and PBBBX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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