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PONPX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PONPX and BND is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

PONPX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Fund Class I-2 (PONPX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
192.42%
57.56%
PONPX
BND

Key characteristics

Sharpe Ratio

PONPX:

2.08

BND:

1.33

Sortino Ratio

PONPX:

3.18

BND:

1.93

Omega Ratio

PONPX:

1.42

BND:

1.23

Calmar Ratio

PONPX:

3.06

BND:

0.52

Martin Ratio

PONPX:

9.21

BND:

3.43

Ulcer Index

PONPX:

0.93%

BND:

2.05%

Daily Std Dev

PONPX:

4.12%

BND:

5.31%

Max Drawdown

PONPX:

-13.39%

BND:

-18.84%

Current Drawdown

PONPX:

-0.93%

BND:

-6.87%

Returns By Period

In the year-to-date period, PONPX achieves a 2.60% return, which is significantly lower than BND's 2.74% return. Over the past 10 years, PONPX has outperformed BND with an annualized return of 4.22%, while BND has yielded a comparatively lower 1.43% annualized return.


PONPX

YTD

2.60%

1M

0.13%

6M

3.40%

1Y

9.19%

5Y*

4.79%

10Y*

4.22%

BND

YTD

2.74%

1M

0.67%

6M

1.94%

1Y

7.62%

5Y*

-0.84%

10Y*

1.43%

*Annualized

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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.


Expense ratio chart for PONPX: current value is 0.72%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PONPX: 0.72%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

PONPX vs. BND — Risk-Adjusted Performance Rank

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

PONPX
The Risk-Adjusted Performance Rank of PONPX is 9393
Overall Rank
The Sharpe Ratio Rank of PONPX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PONPX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PONPX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PONPX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PONPX is 9393
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7979
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PONPX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.00
PONPX: 2.08
BND: 1.33
The chart of Sortino ratio for PONPX, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.00
PONPX: 3.18
BND: 1.93
The chart of Omega ratio for PONPX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.00
PONPX: 1.42
BND: 1.23
The chart of Calmar ratio for PONPX, currently valued at 3.06, compared to the broader market0.002.004.006.008.0010.00
PONPX: 3.06
BND: 0.52
The chart of Martin ratio for PONPX, currently valued at 9.21, compared to the broader market0.0010.0020.0030.0040.0050.00
PONPX: 9.21
BND: 3.43

The current PONPX Sharpe Ratio is 2.08, which is higher than the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of PONPX and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
2.08
1.33
PONPX
BND

Dividends

PONPX vs. BND - Dividend Comparison

PONPX's dividend yield for the trailing twelve months is around 6.10%, more than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
PONPX
PIMCO Income Fund Class I-2
6.10%6.16%6.10%6.28%3.92%4.79%5.76%5.58%5.32%5.47%7.64%6.18%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.93%
-6.87%
PONPX
BND

Volatility

PONPX vs. BND - Volatility Comparison

The current volatility for PIMCO Income Fund Class I-2 (PONPX) is 1.97%, while Vanguard Total Bond Market ETF (BND) has a volatility of 2.19%. 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.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.97%
2.19%
PONPX
BND