PONPX vs. IVV
Compare and contrast key facts about PIMCO Income Fund Class I-2 (PONPX) and iShares Core S&P 500 ETF (IVV).
PONPX is managed by PIMCO. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PONPX or IVV.
Performance
PONPX vs. IVV - Performance Comparison
Returns By Period
In the year-to-date period, PONPX achieves a 4.76% return, which is significantly lower than IVV's 26.15% return. Over the past 10 years, PONPX has underperformed IVV with an annualized return of 4.04%, while IVV has yielded a comparatively higher 13.16% annualized return.
PONPX
4.76%
-0.15%
3.90%
9.34%
3.07%
4.04%
IVV
26.15%
1.77%
13.61%
32.34%
15.68%
13.16%
Key characteristics
| PONPX | IVV | |
|---|---|---|
| Sharpe Ratio | 2.15 | 2.70 |
| Sortino Ratio | 3.25 | 3.60 |
| Omega Ratio | 1.42 | 1.50 |
| Calmar Ratio | 2.37 | 3.90 |
| Martin Ratio | 10.29 | 17.56 |
| Ulcer Index | 0.90% | 1.87% |
| Daily Std Dev | 4.30% | 12.16% |
| Max Drawdown | -13.39% | -55.25% |
| Current Drawdown | -1.72% | -0.85% |
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PONPX vs. IVV - Expense Ratio Comparison
PONPX has a 0.72% expense ratio, which is higher than IVV's 0.03% expense ratio.
Correlation
The correlation between PONPX and IVV is 0.15, 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.
Risk-Adjusted Performance
PONPX vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class I-2 (PONPX) and iShares Core S&P 500 ETF (IVV). 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. IVV - Dividend Comparison
PONPX's dividend yield for the trailing twelve months is around 6.13%, more than IVV's 1.25% 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% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
PONPX vs. IVV - Drawdown Comparison
The maximum PONPX drawdown since its inception was -13.39%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PONPX and IVV. For additional features, visit the drawdowns tool.
Volatility
PONPX vs. IVV - Volatility Comparison
The current volatility for PIMCO Income Fund Class I-2 (PONPX) is 1.00%, while iShares Core S&P 500 ETF (IVV) has a volatility of 3.98%. This indicates that PONPX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.