PONPX vs. BND
Compare and contrast key facts about PIMCO Income Fund Class I-2 (PONPX) and Vanguard Total Bond Market ETF (BND).
PONPX is managed by PIMCO. 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: PONPX or BND.
Performance
PONPX vs. BND - Performance Comparison
Returns By Period
In the year-to-date period, PONPX achieves a 4.76% return, which is significantly higher than BND's 1.70% return. Over the past 10 years, PONPX has outperformed BND with an annualized return of 4.03%, while BND has yielded a comparatively lower 1.38% annualized return.
PONPX
4.76%
0.14%
3.90%
9.34%
3.07%
4.03%
BND
1.70%
-0.51%
3.15%
6.10%
-0.32%
1.38%
Key characteristics
| PONPX | BND | |
|---|---|---|
| Sharpe Ratio | 2.17 | 1.08 |
| Sortino Ratio | 3.29 | 1.58 |
| Omega Ratio | 1.43 | 1.19 |
| Calmar Ratio | 2.40 | 0.42 |
| Martin Ratio | 10.33 | 3.46 |
| Ulcer Index | 0.90% | 1.76% |
| Daily Std Dev | 4.30% | 5.65% |
| Max Drawdown | -13.39% | -18.84% |
| Current Drawdown | -1.72% | -9.07% |
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PONPX vs. BND - Expense Ratio Comparison
PONPX has a 0.72% expense ratio, which is higher than BND's 0.03% expense ratio.
Correlation
The correlation between PONPX and BND is 0.51, 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.
Risk-Adjusted Performance
PONPX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class I-2 (PONPX) 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
PONPX vs. BND - Dividend Comparison
PONPX's dividend yield for the trailing twelve months is around 6.13%, more than BND's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PONPX PIMCO Income Fund Class I-2 | 6.13% | 6.10% | 6.28% | 3.92% | 4.79% | 5.76% | 5.58% | 5.32% | 5.47% | 7.64% | 6.18% | 5.37% |
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
PONPX vs. BND - Drawdown Comparison
The maximum PONPX drawdown since its inception was -13.39%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for PONPX and BND. For additional features, visit the drawdowns tool.
Volatility
PONPX vs. BND - Volatility Comparison
The current volatility for PIMCO Income Fund Class I-2 (PONPX) is 1.00%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.50%. This indicates that PONPX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.