PZRMX vs. BAMY

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO Inflation Response Multi-Asset Fund (PZRMX) and Brookstone Yield ETF (BAMY).

PZRMX is managed by PIMCO. It was launched on Aug 31, 2001. BAMY is an actively managed fund by Brookstone. It was launched on Sep 27, 2023.

Performance

PZRMX vs. BAMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Inflation Response Multi-Asset Fund (PZRMX) and Brookstone Yield ETF (BAMY). The values are adjusted to include any dividend payments, if applicable.

PZRMX vs. BAMY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PZRMX PIMCO Inflation Response Multi-Asset Fund	2.77%	16.18%	12.47%	4.95%
BAMY Brookstone Yield ETF	-0.46%	12.93%	10.60%	5.20%

Returns By Period

In the year-to-date period, PZRMX achieves a 2.77% return, which is significantly higher than BAMY's -0.46% return.

PZRMX

• 1D: 0.65%
• 1M: -2.62%
• YTD: 2.77%
• 6M: 5.17%
• 1Y: 12.48%
• 3Y*: 12.02%
• 5Y*: 8.51%
• 10Y*: 7.17%

BAMY

• 1D: 0.93%
• 1M: -1.05%
• YTD: -0.46%
• 6M: 2.71%
• 1Y: 12.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PZRMX vs. BAMY - Expense Ratio Comparison

PZRMX has a 1.18% expense ratio, which is lower than BAMY's 1.48% expense ratio.

BAMY

Brookstone Yield ETF

PZRMX

PIMCO Inflation Response Multi-Asset Fund

Return for Risk

PZRMX vs. BAMY — Risk / Return Rank

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

PZRMX

PZRMX Risk / Return Rank: 91
PZRMX Sharpe Ratio Rank: 92
PZRMX Sortino Ratio Rank: 91
PZRMX Omega Ratio Rank: 87
PZRMX Calmar Ratio Rank: 92
PZRMX Martin Ratio Rank: 95

BAMY

BAMY Risk / Return Rank: 91
BAMY Sharpe Ratio Rank: 88
BAMY Sortino Ratio Rank: 92
BAMY Omega Ratio Rank: 95
BAMY Calmar Ratio Rank: 87
BAMY Martin Ratio Rank: 95

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.

PZRMX vs. BAMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund (PZRMX) and Brookstone Yield ETF (BAMY). 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.

	PZRMX	BAMY	Difference
Sharpe ratio Return per unit of total volatility	1.95	1.87	+0.09
Sortino ratio Return per unit of downside risk	2.60	2.73	-0.13
Omega ratio Gain probability vs. loss probability	1.37	1.46	-0.09
Calmar ratio Return relative to maximum drawdown	2.78	2.75	+0.04
Martin ratio Return relative to average drawdown	12.67	15.03	-2.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PZRMX vs. BAMY - Sharpe Ratio Comparison

The current PZRMX Sharpe Ratio is 1.95, which is comparable to the BAMY Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of PZRMX and BAMY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PZRMX	BAMY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	1.87	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.02	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.95	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	1.85	-1.20

Correlation

The correlation between PZRMX and BAMY is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PZRMX vs. BAMY - Dividend Comparison

PZRMX's dividend yield for the trailing twelve months is around 2.29%, less than BAMY's 8.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PZRMX PIMCO Inflation Response Multi-Asset Fund	2.29%	2.35%	9.84%	0.00%	13.86%	11.20%	0.54%	2.56%	11.15%	6.06%	0.16%	2.73%
BAMY Brookstone Yield ETF	8.04%	7.16%	8.20%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PZRMX vs. BAMY - Drawdown Comparison

The maximum PZRMX drawdown since its inception was -19.71%, which is greater than BAMY's maximum drawdown of -6.03%. Use the drawdown chart below to compare losses from any high point for PZRMX and BAMY.

Drawdown Indicators

	PZRMX	BAMY	Difference
Max Drawdown Largest peak-to-trough decline	-19.71%	-6.03%	-13.68%
Max Drawdown (1Y) Largest decline over 1 year	-4.96%	-4.60%	-0.36%
Max Drawdown (5Y) Largest decline over 5 years	-14.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-18.18%	—	—
Current Drawdown Current decline from peak	-2.72%	-1.42%	-1.30%
Average Drawdown Average peak-to-trough decline	-4.64%	-0.54%	-4.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.09%	0.84%	+0.25%

Volatility

PZRMX vs. BAMY - Volatility Comparison

PIMCO Inflation Response Multi-Asset Fund (PZRMX) has a higher volatility of 2.33% compared to Brookstone Yield ETF (BAMY) at 2.00%. This indicates that PZRMX's price experiences larger fluctuations and is considered to be riskier than BAMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PZRMX	BAMY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.33%	2.00%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	4.73%	3.54%	+1.19%
Volatility (1Y) Calculated over the trailing 1-year period	6.81%	6.77%	+0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.38%	6.16%	+2.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.56%	6.16%	+1.40%