SBMX vs. BOND
Compare and contrast key facts about Sberbank MOEX Russia Total Return ETF (SBMX) and PIMCO Active Bond ETF (BOND).
SBMX and BOND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SBMX is a passively managed fund by Sberbank Asset Management that tracks the performance of the MOEX Total Return. It was launched on Aug 3, 2018. BOND is an actively managed fund by PIMCO. It was launched on Mar 1, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBMX or BOND.
Performance
SBMX vs. BOND - Performance Comparison
Returns By Period
In the year-to-date period, SBMX achieves a -11.22% return, which is significantly lower than BOND's 3.08% return.
SBMX
-11.22%
-5.68%
-20.32%
-13.42%
3.26%
N/A
BOND
3.08%
-0.34%
3.59%
8.65%
0.20%
1.86%
Key characteristics
| SBMX | BOND | |
|---|---|---|
| Sharpe Ratio | -0.71 | 1.57 |
| Sortino Ratio | -0.88 | 2.25 |
| Omega Ratio | 0.89 | 1.28 |
| Calmar Ratio | -0.44 | 0.60 |
| Martin Ratio | -1.09 | 5.77 |
| Ulcer Index | 11.48% | 1.50% |
| Daily Std Dev | 17.39% | 5.53% |
| Max Drawdown | -54.16% | -19.71% |
| Current Drawdown | -26.77% | -6.82% |
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SBMX vs. BOND - Expense Ratio Comparison
SBMX has a 0.99% expense ratio, which is higher than BOND's 0.57% expense ratio.
Correlation
The correlation between SBMX and BOND is -0.00. 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.
Risk-Adjusted Performance
SBMX vs. BOND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank MOEX Russia Total Return ETF (SBMX) and PIMCO Active Bond ETF (BOND). 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
SBMX vs. BOND - Dividend Comparison
SBMX has not paid dividends to shareholders, while BOND's dividend yield for the trailing twelve months is around 5.56%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBMX Sberbank MOEX Russia Total Return ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BOND PIMCO Active Bond ETF | 5.56% | 4.78% | 3.44% | 2.58% | 2.66% | 3.38% | 3.47% | 2.87% | 2.85% | 4.14% | 4.13% | 2.82% |
Drawdowns
SBMX vs. BOND - Drawdown Comparison
The maximum SBMX drawdown since its inception was -54.16%, which is greater than BOND's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for SBMX and BOND. For additional features, visit the drawdowns tool.
Volatility
SBMX vs. BOND - Volatility Comparison
Sberbank MOEX Russia Total Return ETF (SBMX) has a higher volatility of 9.68% compared to PIMCO Active Bond ETF (BOND) at 1.36%. This indicates that SBMX's price experiences larger fluctuations and is considered to be riskier than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.