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

Correlation

The correlation between PONPX and FBND is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

PONPX vs. FBND - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
53.87%
27.37%
PONPX
FBND

Key characteristics

Sharpe Ratio

PONPX:

1.86

FBND:

1.26

Sortino Ratio

PONPX:

2.83

FBND:

1.84

Omega Ratio

PONPX:

1.37

FBND:

1.22

Calmar Ratio

PONPX:

2.73

FBND:

0.74

Martin Ratio

PONPX:

8.16

FBND:

3.62

Ulcer Index

PONPX:

0.94%

FBND:

1.88%

Daily Std Dev

PONPX:

4.10%

FBND:

5.38%

Max Drawdown

PONPX:

-13.40%

FBND:

-17.25%

Current Drawdown

PONPX:

-0.80%

FBND:

-3.23%

Returns By Period

In the year-to-date period, PONPX achieves a 2.73% return, which is significantly higher than FBND's 2.44% return. Over the past 10 years, PONPX has outperformed FBND with an annualized return of 4.20%, while FBND has yielded a comparatively lower 2.21% annualized return.


PONPX

YTD

2.73%

1M

-0.43%

6M

3.30%

1Y

7.23%

5Y*

4.66%

10Y*

4.20%

FBND

YTD

2.44%

1M

-0.94%

6M

1.66%

1Y

6.12%

5Y*

0.67%

10Y*

2.21%

*Annualized

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PONPX vs. FBND - Expense Ratio Comparison

PONPX has a 0.72% expense ratio, which is higher than FBND's 0.36% expense ratio.


Risk-Adjusted Performance

PONPX vs. FBND — 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 9292
Overall Rank
The Sharpe Ratio Rank of PONPX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PONPX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of PONPX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of PONPX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PONPX is 9292
Martin Ratio Rank

FBND
The Risk-Adjusted Performance Rank of FBND is 7979
Overall Rank
The Sharpe Ratio Rank of FBND is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FBND is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FBND is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FBND is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FBND is 7575
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. FBND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class I-2 (PONPX) and Fidelity Total Bond ETF (FBND). 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 1.86, which is higher than the FBND Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of PONPX and FBND, 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 Ratio0.501.001.502.002.50December2025FebruaryMarchAprilMay
1.86
1.26
PONPX
FBND

Dividends

PONPX vs. FBND - Dividend Comparison

PONPX's dividend yield for the trailing twelve months is around 6.13%, more than FBND's 4.65% yield.


TTM20242023202220212020201920182017201620152014
PONPX
PIMCO Income Fund Class I-2
6.13%6.17%6.12%6.29%3.92%4.74%5.71%5.54%5.30%5.47%7.72%6.41%
FBND
Fidelity Total Bond ETF
4.65%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%

Drawdowns

PONPX vs. FBND - Drawdown Comparison

The maximum PONPX drawdown since its inception was -13.40%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for PONPX and FBND. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-0.80%
-3.23%
PONPX
FBND

Volatility

PONPX vs. FBND - Volatility Comparison

The current volatility for PIMCO Income Fund Class I-2 (PONPX) is 2.00%, while Fidelity Total Bond ETF (FBND) has a volatility of 2.30%. This indicates that PONPX experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%December2025FebruaryMarchAprilMay
2.00%
2.30%
PONPX
FBND