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PQIPX vs. VTWNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PQIPX vs. VTWNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Dividend and Income Fund (PQIPX) and Vanguard Target Retirement 2020 Fund (VTWNX). The values are adjusted to include any dividend payments, if applicable.

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PQIPX vs. VTWNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PQIPX
PIMCO Dividend and Income Fund
2.71%17.26%7.08%11.93%-6.37%18.45%-1.54%15.53%-8.78%16.08%
VTWNX
Vanguard Target Retirement 2020 Fund
-1.57%12.17%7.57%12.71%-14.17%8.15%12.05%17.64%-4.23%11.83%

Returns By Period

In the year-to-date period, PQIPX achieves a 2.71% return, which is significantly higher than VTWNX's -1.57% return. Over the past 10 years, PQIPX has outperformed VTWNX with an annualized return of 7.76%, while VTWNX has yielded a comparatively lower 6.31% annualized return.


PQIPX

1D
0.27%
1M
-4.40%
YTD
2.71%
6M
5.27%
1Y
15.37%
3Y*
11.89%
5Y*
7.47%
10Y*
7.76%

VTWNX

1D
0.11%
1M
-4.29%
YTD
-1.57%
6M
0.06%
1Y
9.17%
3Y*
8.51%
5Y*
4.17%
10Y*
6.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PQIPX vs. VTWNX - Expense Ratio Comparison

PQIPX has a 0.81% expense ratio, which is higher than VTWNX's 0.08% expense ratio.


Return for Risk

PQIPX vs. VTWNX — Risk / Return Rank

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

PQIPX
PQIPX Risk / Return Rank: 9191
Overall Rank
PQIPX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PQIPX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PQIPX Omega Ratio Rank: 9191
Omega Ratio Rank
PQIPX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PQIPX Martin Ratio Rank: 9393
Martin Ratio Rank

VTWNX
VTWNX Risk / Return Rank: 8282
Overall Rank
VTWNX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VTWNX Sortino Ratio Rank: 8383
Sortino Ratio Rank
VTWNX Omega Ratio Rank: 7979
Omega Ratio Rank
VTWNX Calmar Ratio Rank: 8282
Calmar Ratio Rank
VTWNX Martin Ratio Rank: 8282
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.

PQIPX vs. VTWNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Dividend and Income Fund (PQIPX) and Vanguard Target Retirement 2020 Fund (VTWNX). 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.


PQIPXVTWNXDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.48

+0.48

Sortino ratio

Return per unit of downside risk

2.59

2.11

+0.49

Omega ratio

Gain probability vs. loss probability

1.42

1.30

+0.11

Calmar ratio

Return relative to maximum drawdown

2.38

1.98

+0.40

Martin ratio

Return relative to average drawdown

11.27

8.25

+3.02

PQIPX vs. VTWNX - Sharpe Ratio Comparison

The current PQIPX Sharpe Ratio is 1.97, which is higher than the VTWNX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PQIPX and VTWNX, 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


PQIPXVTWNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.48

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.57

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.77

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.52

+0.08

Correlation

The correlation between PQIPX and VTWNX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PQIPX vs. VTWNX - Dividend Comparison

PQIPX's dividend yield for the trailing twelve months is around 2.91%, less than VTWNX's 8.33% yield.


TTM20252024202320222021202020192018201720162015
PQIPX
PIMCO Dividend and Income Fund
2.91%2.05%3.02%4.35%5.51%3.96%2.69%3.79%3.73%2.69%3.46%11.08%
VTWNX
Vanguard Target Retirement 2020 Fund
8.33%8.20%9.35%6.20%4.99%19.57%6.28%3.54%4.94%0.73%2.74%4.15%

Drawdowns

PQIPX vs. VTWNX - Drawdown Comparison

The maximum PQIPX drawdown since its inception was -33.13%, smaller than the maximum VTWNX drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for PQIPX and VTWNX.


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Drawdown Indicators


PQIPXVTWNXDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-42.16%

+9.03%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

-4.50%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-19.38%

+3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.13%

-19.38%

-13.75%

Current Drawdown

Current decline from peak

-4.40%

-4.32%

-0.08%

Average Drawdown

Average peak-to-trough decline

-4.95%

-4.83%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

1.08%

+0.28%

Volatility

PQIPX vs. VTWNX - Volatility Comparison

PIMCO Dividend and Income Fund (PQIPX) has a higher volatility of 3.09% compared to Vanguard Target Retirement 2020 Fund (VTWNX) at 2.40%. This indicates that PQIPX's price experiences larger fluctuations and is considered to be riskier than VTWNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PQIPXVTWNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

2.40%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

4.83%

3.81%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

7.99%

6.31%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.71%

7.37%

+1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.18%

8.26%

+3.92%