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SBIFX vs. PLRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBIFX vs. PLRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant Bond Income Fund (SBIFX) and PIMCO Long Duration Total Return Fund (PLRIX). The values are adjusted to include any dividend payments, if applicable.

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SBIFX vs. PLRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBIFX
Sextant Bond Income Fund
-0.81%7.29%-0.05%5.30%-17.54%-2.37%8.83%10.24%-1.13%5.14%
PLRIX
PIMCO Long Duration Total Return Fund
-1.66%8.78%-2.18%7.24%-28.32%-1.53%17.77%18.62%-3.83%12.79%

Returns By Period

In the year-to-date period, SBIFX achieves a -0.81% return, which is significantly higher than PLRIX's -1.66% return. Over the past 10 years, SBIFX has underperformed PLRIX with an annualized return of 1.28%, while PLRIX has yielded a comparatively higher 1.87% annualized return.


SBIFX

1D
0.00%
1M
-2.88%
YTD
-0.81%
6M
-0.12%
1Y
3.57%
3Y*
2.67%
5Y*
-0.90%
10Y*
1.28%

PLRIX

1D
1.14%
1M
-5.22%
YTD
-1.66%
6M
-1.21%
1Y
1.96%
3Y*
1.84%
5Y*
-2.56%
10Y*
1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBIFX vs. PLRIX - Expense Ratio Comparison

SBIFX has a 0.65% expense ratio, which is higher than PLRIX's 0.50% expense ratio.


Return for Risk

SBIFX vs. PLRIX — Risk / Return Rank

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

SBIFX
SBIFX Risk / Return Rank: 2626
Overall Rank
SBIFX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SBIFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SBIFX Omega Ratio Rank: 1818
Omega Ratio Rank
SBIFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SBIFX Martin Ratio Rank: 2525
Martin Ratio Rank

PLRIX
PLRIX Risk / Return Rank: 1313
Overall Rank
PLRIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PLRIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
PLRIX Omega Ratio Rank: 1010
Omega Ratio Rank
PLRIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
PLRIX Martin Ratio Rank: 1414
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.

SBIFX vs. PLRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Bond Income Fund (SBIFX) and PIMCO Long Duration Total Return Fund (PLRIX). 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.


SBIFXPLRIXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.32

+0.33

Sortino ratio

Return per unit of downside risk

0.95

0.49

+0.46

Omega ratio

Gain probability vs. loss probability

1.12

1.06

+0.05

Calmar ratio

Return relative to maximum drawdown

1.01

0.55

+0.46

Martin ratio

Return relative to average drawdown

2.76

1.35

+1.41

SBIFX vs. PLRIX - Sharpe Ratio Comparison

The current SBIFX Sharpe Ratio is 0.65, which is higher than the PLRIX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of SBIFX and PLRIX, 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


SBIFXPLRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.32

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.21

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.16

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.44

+0.17

Correlation

The correlation between SBIFX and PLRIX is 0.88, 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.


Dividends

SBIFX vs. PLRIX - Dividend Comparison

SBIFX's dividend yield for the trailing twelve months is around 3.54%, less than PLRIX's 4.24% yield.


TTM20252024202320222021202020192018201720162015
SBIFX
Sextant Bond Income Fund
3.54%3.57%3.19%2.60%2.14%2.33%2.39%2.86%3.22%3.04%2.92%3.30%
PLRIX
PIMCO Long Duration Total Return Fund
4.24%4.57%3.75%3.19%3.32%6.55%13.35%11.38%5.19%6.51%9.97%8.51%

Drawdowns

SBIFX vs. PLRIX - Drawdown Comparison

The maximum SBIFX drawdown since its inception was -24.98%, smaller than the maximum PLRIX drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for SBIFX and PLRIX.


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Drawdown Indicators


SBIFXPLRIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-37.41%

+12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-7.14%

+3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-23.64%

-36.81%

+13.17%

Max Drawdown (10Y)

Largest decline over 10 years

-24.98%

-37.41%

+12.43%

Current Drawdown

Current decline from peak

-11.04%

-22.03%

+10.99%

Average Drawdown

Average peak-to-trough decline

-4.06%

-8.31%

+4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

2.91%

-1.67%

Volatility

SBIFX vs. PLRIX - Volatility Comparison

The current volatility for Sextant Bond Income Fund (SBIFX) is 1.66%, while PIMCO Long Duration Total Return Fund (PLRIX) has a volatility of 3.74%. This indicates that SBIFX experiences smaller price fluctuations and is considered to be less risky than PLRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBIFXPLRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

3.74%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

5.77%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

5.68%

9.85%

-4.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.61%

12.45%

-4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.64%

11.45%

-4.81%