PortfoliosLab logoPortfoliosLab logo
PMTGX vs. VSBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMTGX vs. VSBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIA MBS Bond Fund (PMTGX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PMTGX vs. VSBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMTGX
PIA MBS Bond Fund
-0.09%7.83%0.96%4.73%-11.37%-1.18%3.85%6.02%0.76%2.35%
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
0.28%5.11%4.37%4.28%-3.87%-0.67%3.11%3.53%1.52%0.40%

Returns By Period

In the year-to-date period, PMTGX achieves a -0.09% return, which is significantly lower than VSBIX's 0.28% return. Over the past 10 years, PMTGX has underperformed VSBIX with an annualized return of 1.21%, while VSBIX has yielded a comparatively higher 1.76% annualized return.


PMTGX

1D
0.24%
1M
-1.77%
YTD
-0.09%
6M
1.29%
1Y
4.36%
3Y*
3.65%
5Y*
0.24%
10Y*
1.21%

VSBIX

1D
0.04%
1M
-0.33%
YTD
0.28%
6M
1.24%
1Y
3.69%
3Y*
4.12%
5Y*
1.86%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PMTGX vs. VSBIX - Expense Ratio Comparison

PMTGX has a 0.23% expense ratio, which is higher than VSBIX's 0.05% 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%.


Return for Risk

PMTGX vs. VSBIX — Risk / Return Rank

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

PMTGX
PMTGX Risk / Return Rank: 4242
Overall Rank
PMTGX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PMTGX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PMTGX Omega Ratio Rank: 3333
Omega Ratio Rank
PMTGX Calmar Ratio Rank: 5757
Calmar Ratio Rank
PMTGX Martin Ratio Rank: 3333
Martin Ratio Rank

VSBIX
VSBIX Risk / Return Rank: 9797
Overall Rank
VSBIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VSBIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
VSBIX Omega Ratio Rank: 9696
Omega Ratio Rank
VSBIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VSBIX Martin Ratio Rank: 9797
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. VSBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIA MBS Bond Fund (PMTGX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). 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.


PMTGXVSBIXDifference

Sharpe ratio

Return per unit of total volatility

1.01

2.65

-1.63

Sortino ratio

Return per unit of downside risk

1.47

4.33

-2.86

Omega ratio

Gain probability vs. loss probability

1.18

1.58

-0.39

Calmar ratio

Return relative to maximum drawdown

1.60

4.70

-3.11

Martin ratio

Return relative to average drawdown

4.30

18.02

-13.72

PMTGX vs. VSBIX - Sharpe Ratio Comparison

The current PMTGX Sharpe Ratio is 1.01, which is lower than the VSBIX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of PMTGX and VSBIX, 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 graphics...

Sharpe Ratios by Period


PMTGXVSBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.65

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.96

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

1.16

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.09

-0.36

Correlation

The correlation between PMTGX and VSBIX is 0.68, 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

PMTGX vs. VSBIX - Dividend Comparison

PMTGX's dividend yield for the trailing twelve months is around 3.78%, more than VSBIX's 3.59% yield.


TTM20252024202320222021202020192018201720162015
PMTGX
PIA MBS Bond Fund
3.78%4.10%4.16%3.48%2.17%0.79%2.12%2.96%2.76%2.75%2.96%2.79%
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
3.59%3.99%4.52%3.31%1.14%0.65%1.74%2.28%1.81%1.11%0.80%0.74%

Drawdowns

PMTGX vs. VSBIX - Drawdown Comparison

The maximum PMTGX drawdown since its inception was -17.09%, which is greater than VSBIX's maximum drawdown of -5.74%. Use the drawdown chart below to compare losses from any high point for PMTGX and VSBIX.


Loading graphics...

Drawdown Indicators


PMTGXVSBIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.09%

-5.74%

-11.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-0.81%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-5.74%

-11.12%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

-5.74%

-11.35%

Current Drawdown

Current decline from peak

-2.23%

-0.44%

-1.79%

Average Drawdown

Average peak-to-trough decline

-2.13%

-0.59%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.21%

+0.95%

Volatility

PMTGX vs. VSBIX - Volatility Comparison

PIA MBS Bond Fund (PMTGX) has a higher volatility of 1.79% compared to Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) at 0.51%. This indicates that PMTGX's price experiences larger fluctuations and is considered to be riskier than VSBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PMTGXVSBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

0.51%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

0.82%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.94%

1.42%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

1.94%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.72%

1.53%

+3.19%