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PONPX vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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PONPX vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PONPX
PIMCO Income Fund Class I-2
-1.01%10.96%5.33%9.24%-9.14%2.51%5.73%7.99%0.53%8.52%
VUG
Vanguard Growth ETF
-9.39%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Returns By Period

In the year-to-date period, PONPX achieves a -1.01% return, which is significantly higher than VUG's -9.39% return. Over the past 10 years, PONPX has underperformed VUG with an annualized return of 4.59%, while VUG has yielded a comparatively higher 16.16% annualized return.


PONPX

1D
0.37%
1M
-2.36%
YTD
-1.01%
6M
1.30%
1Y
6.17%
3Y*
7.22%
5Y*
3.32%
10Y*
4.59%

VUG

1D
1.09%
1M
-4.37%
YTD
-9.39%
6M
-8.17%
1Y
18.52%
3Y*
21.59%
5Y*
11.67%
10Y*
16.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PONPX vs. VUG - Expense Ratio Comparison

PONPX has a 0.72% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

PONPX vs. VUG — Risk / Return Rank

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

PONPX
PONPX Risk / Return Rank: 7979
Overall Rank
PONPX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PONPX Sortino Ratio Rank: 8282
Sortino Ratio Rank
PONPX Omega Ratio Rank: 7373
Omega Ratio Rank
PONPX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PONPX Martin Ratio Rank: 7979
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 4444
Overall Rank
VUG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VUG Omega Ratio Rank: 4646
Omega Ratio Rank
VUG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VUG Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PONPX vs. VUG - Risk-Adjusted Trends 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.


PONPXVUGDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.82

+0.69

Sortino ratio

Return per unit of downside risk

2.16

1.32

+0.84

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.10

Calmar ratio

Return relative to maximum drawdown

1.98

1.19

+0.79

Martin ratio

Return relative to average drawdown

7.83

4.15

+3.68

PONPX vs. VUG - Sharpe Ratio Comparison

The current PONPX Sharpe Ratio is 1.51, which is higher than the VUG Sharpe Ratio of 0.82. 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.


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Sharpe Ratios by Period


PONPXVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.82

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.53

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

0.76

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.82

0.57

+1.25

Correlation

The correlation between PONPX and VUG is 0.16, 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.


Dividends

PONPX vs. VUG - Dividend Comparison

PONPX's dividend yield for the trailing twelve months is around 5.46%, more than VUG's 0.45% yield.


TTM20252024202320222021202020192018201720162015
PONPX
PIMCO Income Fund Class I-2
5.46%5.91%6.16%6.11%4.89%3.92%4.78%5.73%5.56%5.27%5.42%7.77%
VUG
Vanguard Growth ETF
0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

PONPX vs. VUG - Drawdown Comparison

The maximum PONPX drawdown since its inception was -13.41%, 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.


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Drawdown Indicators


PONPXVUGDifference

Max Drawdown

Largest peak-to-trough decline

-13.41%

-50.68%

+37.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-16.53%

+12.84%

Max Drawdown (5Y)

Largest decline over 5 years

-13.41%

-35.61%

+22.20%

Max Drawdown (10Y)

Largest decline over 10 years

-13.41%

-35.61%

+22.20%

Current Drawdown

Current decline from peak

-2.88%

-12.25%

+9.37%

Average Drawdown

Average peak-to-trough decline

-1.44%

-7.13%

+5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

4.72%

-3.79%

Volatility

PONPX vs. VUG - Volatility Comparison

The current volatility for PIMCO Income Fund Class I-2 (PONPX) is 1.90%, while Vanguard Growth ETF (VUG) has a volatility of 7.12%. 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.


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Volatility by Period


PONPXVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

7.12%

-5.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

12.70%

-10.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

22.70%

-18.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.74%

22.22%

-17.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.19%

21.38%

-17.19%