PONPX vs. VUG
Compare and contrast key facts about PIMCO Income Fund Class I-2 (PONPX) and Vanguard Growth ETF (VUG).
PONPX is managed by PIMCO. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PONPX or VUG.
Performance
PONPX vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, PONPX achieves a 4.76% return, which is significantly lower than VUG's 30.43% return. Over the past 10 years, PONPX has underperformed VUG with an annualized return of 4.04%, while VUG has yielded a comparatively higher 15.50% annualized return.
PONPX
4.76%
-0.15%
3.90%
9.34%
3.07%
4.04%
VUG
30.43%
2.58%
15.17%
35.89%
19.11%
15.50%
Key characteristics
| PONPX | VUG | |
|---|---|---|
| Sharpe Ratio | 2.15 | 2.17 |
| Sortino Ratio | 3.25 | 2.83 |
| Omega Ratio | 1.42 | 1.40 |
| Calmar Ratio | 2.37 | 2.82 |
| Martin Ratio | 10.29 | 11.11 |
| Ulcer Index | 0.90% | 3.29% |
| Daily Std Dev | 4.30% | 16.83% |
| Max Drawdown | -13.39% | -50.68% |
| Current Drawdown | -1.72% | -1.19% |
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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.
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.
Risk-Adjusted Performance
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.
Dividends
PONPX vs. VUG - Dividend Comparison
PONPX's dividend yield for the trailing twelve months is around 6.13%, more than VUG's 0.49% 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% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
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.
Volatility
PONPX vs. VUG - Volatility Comparison
The current volatility for PIMCO Income Fund Class I-2 (PONPX) is 1.00%, while Vanguard Growth ETF (VUG) has a volatility of 5.29%. 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.