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PTSHX vs. BSV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTSHX vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Short Term Fund (PTSHX) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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PTSHX vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTSHX
PIMCO Short Term Fund
0.55%4.88%6.43%6.09%-0.55%0.02%2.75%2.74%1.51%2.43%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.13%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Returns By Period

In the year-to-date period, PTSHX achieves a 0.55% return, which is significantly higher than BSV's 0.13% return. Over the past 10 years, PTSHX has outperformed BSV with an annualized return of 2.94%, while BSV has yielded a comparatively lower 1.97% annualized return.


PTSHX

1D
0.00%
1M
-0.21%
YTD
0.55%
6M
1.81%
1Y
4.32%
3Y*
5.64%
5Y*
3.39%
10Y*
2.94%

BSV

1D
0.14%
1M
-0.78%
YTD
0.13%
6M
1.33%
1Y
4.13%
3Y*
4.27%
5Y*
1.68%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTSHX vs. BSV - Expense Ratio Comparison

PTSHX has a 0.45% expense ratio, which is higher than BSV's 0.03% expense ratio.


Return for Risk

PTSHX vs. BSV — Risk / Return Rank

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

PTSHX
PTSHX Risk / Return Rank: 9999
Overall Rank
PTSHX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PTSHX Sortino Ratio Rank: 100100
Sortino Ratio Rank
PTSHX Omega Ratio Rank: 9999
Omega Ratio Rank
PTSHX Calmar Ratio Rank: 9999
Calmar Ratio Rank
PTSHX Martin Ratio Rank: 9999
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 9393
Overall Rank
BSV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSV Omega Ratio Rank: 9393
Omega Ratio Rank
BSV Calmar Ratio Rank: 9292
Calmar Ratio Rank
BSV Martin Ratio Rank: 9292
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.

PTSHX vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Short Term Fund (PTSHX) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


PTSHXBSVDifference

Sharpe ratio

Return per unit of total volatility

3.23

2.08

+1.15

Sortino ratio

Return per unit of downside risk

10.36

3.31

+7.04

Omega ratio

Gain probability vs. loss probability

3.43

1.41

+2.02

Calmar ratio

Return relative to maximum drawdown

11.16

3.25

+7.91

Martin ratio

Return relative to average drawdown

43.24

12.45

+30.79

PTSHX vs. BSV - Sharpe Ratio Comparison

The current PTSHX Sharpe Ratio is 3.23, which is higher than the BSV Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of PTSHX and BSV, 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


PTSHXBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.23

2.08

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.48

0.62

+1.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.20

0.83

+1.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.70

0.86

+0.84

Correlation

The correlation between PTSHX and BSV is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PTSHX vs. BSV - Dividend Comparison

PTSHX's dividend yield for the trailing twelve months is around 4.22%, more than BSV's 3.90% yield.


TTM20252024202320222021202020192018201720162015
PTSHX
PIMCO Short Term Fund
4.22%4.75%5.16%4.51%2.80%0.63%1.78%2.92%2.65%1.69%1.67%1.57%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.90%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%

Drawdowns

PTSHX vs. BSV - Drawdown Comparison

The maximum PTSHX drawdown since its inception was -5.12%, smaller than the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for PTSHX and BSV.


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Drawdown Indicators


PTSHXBSVDifference

Max Drawdown

Largest peak-to-trough decline

-5.12%

-8.54%

+3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-0.41%

-1.29%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-2.33%

-8.54%

+6.21%

Max Drawdown (10Y)

Largest decline over 10 years

-4.79%

-8.54%

+3.75%

Current Drawdown

Current decline from peak

-0.21%

-0.78%

+0.57%

Average Drawdown

Average peak-to-trough decline

-0.19%

-0.98%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

0.34%

-0.23%

Volatility

PTSHX vs. BSV - Volatility Comparison

The current volatility for PIMCO Short Term Fund (PTSHX) is 0.21%, while Vanguard Short-Term Bond Index Fund ETF Shares (BSV) has a volatility of 0.77%. This indicates that PTSHX experiences smaller price fluctuations and is considered to be less risky than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTSHXBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

0.77%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

1.19%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

2.00%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.37%

2.71%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.34%

2.37%

-1.03%