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PYLD vs. LDUR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PYLD and LDUR is -0.80. 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

PYLD vs. LDUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) and PIMCO Enhanced Low Duration Active ETF (LDUR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

PYLD:

3.78%

LDUR:

3.30%

Max Drawdown

PYLD:

-0.31%

LDUR:

-0.30%

Current Drawdown

PYLD:

-0.08%

LDUR:

-0.17%

Returns By Period


PYLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LDUR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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PYLD vs. LDUR - Expense Ratio Comparison

PYLD has a 0.55% expense ratio, which is lower than LDUR's 0.56% expense ratio.


Risk-Adjusted Performance

PYLD vs. LDUR — Risk-Adjusted Performance Rank

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

PYLD
The Risk-Adjusted Performance Rank of PYLD is 9595
Overall Rank
The Sharpe Ratio Rank of PYLD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of PYLD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of PYLD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of PYLD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PYLD is 9494
Martin Ratio Rank

LDUR
The Risk-Adjusted Performance Rank of LDUR is 9797
Overall Rank
The Sharpe Ratio Rank of LDUR is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of LDUR is 9898
Sortino Ratio Rank
The Omega Ratio Rank of LDUR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of LDUR is 9797
Calmar Ratio Rank
The Martin Ratio Rank of LDUR is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PYLD vs. LDUR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) and PIMCO Enhanced Low Duration Active ETF (LDUR). 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.



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Dividends

PYLD vs. LDUR - Dividend Comparison

PYLD's dividend yield for the trailing twelve months is around 6.03%, more than LDUR's 4.75% yield.


TTM20242023202220212020201920182017201620152014
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
6.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LDUR
PIMCO Enhanced Low Duration Active ETF
4.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PYLD vs. LDUR - Drawdown Comparison

The maximum PYLD drawdown since its inception was -0.31%, roughly equal to the maximum LDUR drawdown of -0.30%. Use the drawdown chart below to compare losses from any high point for PYLD and LDUR. For additional features, visit the drawdowns tool.


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Volatility

PYLD vs. LDUR - Volatility Comparison


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