PTSHX vs. VUBFX
Compare and contrast key facts about PIMCO Short Term Fund (PTSHX) and Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX).
PTSHX is managed by PIMCO. It was launched on Oct 7, 1987. VUBFX is managed by Vanguard. It was launched on Feb 24, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTSHX or VUBFX.
Key characteristics
| PTSHX | VUBFX | |
|---|---|---|
| YTD Return | 5.31% | 4.79% |
| 1Y Return | 6.36% | 6.20% |
| 3Y Return (Ann) | 3.71% | 3.20% |
| 5Y Return (Ann) | 2.86% | 2.40% |
| Sharpe Ratio | 4.05 | 6.22 |
| Sortino Ratio | 18.82 | 12.31 |
| Omega Ratio | 6.95 | 3.68 |
| Calmar Ratio | 60.91 | 31.72 |
| Martin Ratio | 112.19 | 138.51 |
| Ulcer Index | 0.06% | 0.05% |
| Daily Std Dev | 1.57% | 1.01% |
| Max Drawdown | -6.26% | -1.86% |
| Current Drawdown | 0.00% | -0.10% |
Correlation
The correlation between PTSHX and VUBFX is -0.02. 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.
Performance
PTSHX vs. VUBFX - Performance Comparison
In the year-to-date period, PTSHX achieves a 5.31% return, which is significantly higher than VUBFX's 4.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PTSHX vs. VUBFX - Expense Ratio Comparison
PTSHX has a 0.45% expense ratio, which is higher than VUBFX's 0.20% expense ratio.
Risk-Adjusted Performance
PTSHX vs. VUBFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Short Term Fund (PTSHX) and Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX). 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
PTSHX vs. VUBFX - Dividend Comparison
PTSHX's dividend yield for the trailing twelve months is around 5.20%, more than VUBFX's 5.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSHX PIMCO Short Term Fund | 5.20% | 4.51% | 3.27% | 0.63% | 1.78% | 2.92% | 2.50% | 1.67% | 1.81% | 1.58% | 1.53% | 1.09% |
VUBFX Vanguard Ultra-Short-Term Bond Fund Investor Shares | 5.00% | 4.05% | 1.28% | 0.53% | 1.53% | 2.57% | 2.13% | 1.41% | 0.98% | 0.49% | 0.00% | 0.00% |
Drawdowns
PTSHX vs. VUBFX - Drawdown Comparison
The maximum PTSHX drawdown since its inception was -6.26%, which is greater than VUBFX's maximum drawdown of -1.86%. Use the drawdown chart below to compare losses from any high point for PTSHX and VUBFX. For additional features, visit the drawdowns tool.
Volatility
PTSHX vs. VUBFX - Volatility Comparison
PIMCO Short Term Fund (PTSHX) has a higher volatility of 0.53% compared to Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) at 0.25%. This indicates that PTSHX's price experiences larger fluctuations and is considered to be riskier than VUBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.