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

Correlation

The correlation between PONPX and VUG 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.


-0.50.00.51.0
Correlation: 0.1

Performance

PONPX vs. VUG - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
192.42%
624.59%
PONPX
VUG

Key characteristics

Sharpe Ratio

PONPX:

2.08

VUG:

0.57

Sortino Ratio

PONPX:

3.18

VUG:

0.95

Omega Ratio

PONPX:

1.42

VUG:

1.13

Calmar Ratio

PONPX:

3.06

VUG:

0.62

Martin Ratio

PONPX:

9.21

VUG:

2.22

Ulcer Index

PONPX:

0.93%

VUG:

6.42%

Daily Std Dev

PONPX:

4.12%

VUG:

24.95%

Max Drawdown

PONPX:

-13.39%

VUG:

-50.68%

Current Drawdown

PONPX:

-0.93%

VUG:

-11.84%

Returns By Period

In the year-to-date period, PONPX achieves a 2.60% return, which is significantly higher than VUG's -8.15% return. Over the past 10 years, PONPX has underperformed VUG with an annualized return of 4.22%, while VUG has yielded a comparatively higher 14.23% annualized return.


PONPX

YTD

2.60%

1M

0.13%

6M

3.40%

1Y

9.19%

5Y*

4.79%

10Y*

4.22%

VUG

YTD

-8.15%

1M

-1.58%

6M

-3.83%

1Y

14.94%

5Y*

17.28%

10Y*

14.23%

*Annualized

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PONPX vs. VUG - Expense Ratio Comparison

PONPX has a 0.72% expense ratio, which is higher than VUG's 0.04% 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 VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

PONPX vs. VUG — 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

VUG
The Risk-Adjusted Performance Rank of VUG is 6464
Overall Rank
The Sharpe Ratio Rank of VUG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6262
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. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class I-2 (PONPX) and Vanguard Growth ETF (VUG). 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
VUG: 0.57
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
VUG: 0.95
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
VUG: 1.13
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
VUG: 0.62
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
VUG: 2.22

The current PONPX Sharpe Ratio is 2.08, which is higher than the VUG Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of PONPX and VUG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
2.08
0.57
PONPX
VUG

Dividends

PONPX vs. VUG - Dividend Comparison

PONPX's dividend yield for the trailing twelve months is around 6.10%, more than VUG's 0.52% 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%
VUG
Vanguard Growth ETF
0.52%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

PONPX vs. VUG - Drawdown Comparison

The maximum PONPX drawdown since its inception was -13.39%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for PONPX and VUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.93%
-11.84%
PONPX
VUG

Volatility

PONPX vs. VUG - Volatility Comparison

The current volatility for PIMCO Income Fund Class I-2 (PONPX) is 1.97%, while Vanguard Growth ETF (VUG) has a volatility of 16.77%. This indicates that PONPX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
1.97%
16.77%
PONPX
VUG