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

Correlation

The correlation between PONPX and BOND is -0.03. 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.


Performance

PONPX vs. BOND - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PONPX:

1.42

BOND:

0.74

Sortino Ratio

PONPX:

2.15

BOND:

1.05

Omega Ratio

PONPX:

1.28

BOND:

1.12

Calmar Ratio

PONPX:

2.11

BOND:

0.38

Martin Ratio

PONPX:

6.17

BOND:

1.99

Ulcer Index

PONPX:

0.96%

BOND:

2.02%

Daily Std Dev

PONPX:

4.12%

BOND:

5.69%

Max Drawdown

PONPX:

-13.39%

BOND:

-19.71%

Current Drawdown

PONPX:

-1.64%

BOND:

-6.08%

Returns By Period

In the year-to-date period, PONPX achieves a 1.86% return, which is significantly higher than BOND's 1.09% return. Over the past 10 years, PONPX has outperformed BOND with an annualized return of 4.07%, while BOND has yielded a comparatively lower 1.80% annualized return.


PONPX

YTD

1.86%

1M

0.41%

6M

2.51%

1Y

5.80%

3Y*

5.29%

5Y*

4.22%

10Y*

4.07%

BOND

YTD

1.09%

1M

0.21%

6M

0.83%

1Y

4.19%

3Y*

1.94%

5Y*

-0.20%

10Y*

1.80%

*Annualized

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PIMCO Income Fund Class I-2

PIMCO Active Bond ETF

PONPX vs. BOND - Expense Ratio Comparison

PONPX has a 0.72% expense ratio, which is higher than BOND's 0.57% expense ratio.


Risk-Adjusted Performance

PONPX vs. BOND — 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 8989
Overall Rank
The Sharpe Ratio Rank of PONPX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PONPX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of PONPX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PONPX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of PONPX is 8989
Martin Ratio Rank

BOND
The Risk-Adjusted Performance Rank of BOND is 5757
Overall Rank
The Sharpe Ratio Rank of BOND is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of BOND is 6363
Sortino Ratio Rank
The Omega Ratio Rank of BOND is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BOND is 4444
Calmar Ratio Rank
The Martin Ratio Rank of BOND is 5555
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. BOND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class I-2 (PONPX) and PIMCO Active Bond ETF (BOND). 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 current PONPX Sharpe Ratio is 1.42, which is higher than the BOND Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PONPX and BOND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PONPX vs. BOND - Dividend Comparison

PONPX's dividend yield for the trailing twelve months is around 6.17%, more than BOND's 5.16% yield.


TTM20242023202220212020201920182017201620152014
PONPX
PIMCO Income Fund Class I-2
6.17%6.16%6.10%6.28%3.92%4.79%5.76%5.58%5.32%5.47%7.64%6.18%
BOND
PIMCO Active Bond ETF
5.16%5.02%4.78%3.44%2.58%2.66%3.38%3.47%2.87%2.85%4.14%4.13%

Drawdowns

PONPX vs. BOND - Drawdown Comparison

The maximum PONPX drawdown since its inception was -13.39%, smaller than the maximum BOND drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for PONPX and BOND. For additional features, visit the drawdowns tool.


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Volatility

PONPX vs. BOND - Volatility Comparison

The current volatility for PIMCO Income Fund Class I-2 (PONPX) is 1.43%, while PIMCO Active Bond ETF (BOND) has a volatility of 1.93%. This indicates that PONPX experiences smaller price fluctuations and is considered to be less risky than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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