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

Correlation

The correlation between PYLD and PIMIX is 0.81, 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.


-0.50.00.51.00.8

Performance

PYLD vs. PIMIX - 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 Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.60%
2.91%
PYLD
PIMIX

Key characteristics

Sharpe Ratio

PYLD:

1.91

PIMIX:

1.23

Sortino Ratio

PYLD:

2.72

PIMIX:

1.82

Omega Ratio

PYLD:

1.36

PIMIX:

1.23

Calmar Ratio

PYLD:

3.31

PIMIX:

2.18

Martin Ratio

PYLD:

9.16

PIMIX:

5.35

Ulcer Index

PYLD:

0.75%

PIMIX:

0.96%

Daily Std Dev

PYLD:

3.60%

PIMIX:

4.18%

Max Drawdown

PYLD:

-4.52%

PIMIX:

-13.39%

Current Drawdown

PYLD:

-1.10%

PIMIX:

-1.76%

Returns By Period

In the year-to-date period, PYLD achieves a 6.97% return, which is significantly higher than PIMIX's 4.80% return.


PYLD

YTD

6.97%

1M

-0.38%

6M

4.60%

1Y

6.95%

5Y*

N/A

10Y*

N/A

PIMIX

YTD

4.80%

1M

-0.71%

6M

2.91%

1Y

5.34%

5Y*

2.98%

10Y*

4.35%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PYLD vs. PIMIX - Expense Ratio Comparison

PYLD has a 0.55% expense ratio, which is lower than PIMIX's 0.62% expense ratio.


PIMIX
PIMCO Income Fund Institutional Class
Expense ratio chart for PIMIX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for PYLD: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

PYLD vs. PIMIX - 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 Income Fund Institutional Class (PIMIX). 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.


Sharpe ratio
The chart of Sharpe ratio for PYLD, currently valued at 1.91, compared to the broader market0.002.004.001.911.23
The chart of Sortino ratio for PYLD, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.002.721.82
The chart of Omega ratio for PYLD, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.23
The chart of Calmar ratio for PYLD, currently valued at 3.31, compared to the broader market0.005.0010.0015.003.312.18
The chart of Martin ratio for PYLD, currently valued at 9.16, compared to the broader market0.0020.0040.0060.0080.00100.009.165.35
PYLD
PIMIX

The current PYLD Sharpe Ratio is 1.91, which is higher than the PIMIX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of PYLD and PIMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.91
1.23
PYLD
PIMIX

Dividends

PYLD vs. PIMIX - Dividend Comparison

PYLD's dividend yield for the trailing twelve months is around 5.45%, less than PIMIX's 6.28% yield.


TTM20232022202120202019201820172016201520142013
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
5.45%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PIMIX
PIMCO Income Fund Institutional Class
6.28%6.21%6.40%4.02%4.89%5.86%5.68%5.41%5.57%7.84%6.30%5.46%

Drawdowns

PYLD vs. PIMIX - Drawdown Comparison

The maximum PYLD drawdown since its inception was -4.52%, smaller than the maximum PIMIX drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for PYLD and PIMIX. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.10%
-1.76%
PYLD
PIMIX

Volatility

PYLD vs. PIMIX - Volatility Comparison

The current volatility for PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) is 0.75%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.08%. This indicates that PYLD experiences smaller price fluctuations and is considered to be less risky than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%JulyAugustSeptemberOctoberNovemberDecember
0.75%
1.08%
PYLD
PIMIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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