STOT vs. PIMIX
Compare and contrast key facts about SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) and PIMCO Income Fund Institutional Class (PIMIX).
STOT is an actively managed fund by State Street. It was launched on Apr 13, 2016. PIMIX is managed by PIMCO. It was launched on Mar 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STOT or PIMIX.
Performance
STOT vs. PIMIX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with STOT having a 4.63% return and PIMIX slightly higher at 4.75%.
STOT
4.63%
0.15%
3.08%
6.24%
1.95%
N/A
PIMIX
4.75%
-0.33%
3.56%
9.25%
3.17%
4.16%
Key characteristics
| STOT | PIMIX | |
|---|---|---|
| Sharpe Ratio | 4.31 | 2.17 |
| Sortino Ratio | 6.98 | 3.29 |
| Omega Ratio | 2.02 | 1.43 |
| Calmar Ratio | 8.82 | 2.55 |
| Martin Ratio | 33.03 | 10.52 |
| Ulcer Index | 0.19% | 0.89% |
| Daily Std Dev | 1.47% | 4.31% |
| Max Drawdown | -6.07% | -13.39% |
| Current Drawdown | -0.29% | -1.80% |
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STOT vs. PIMIX - Expense Ratio Comparison
STOT has a 0.45% expense ratio, which is lower than PIMIX's 0.62% expense ratio.
Correlation
The correlation between STOT and PIMIX is 0.35, 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.
Risk-Adjusted Performance
STOT vs. PIMIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) 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.
Dividends
STOT vs. PIMIX - Dividend Comparison
STOT's dividend yield for the trailing twelve months is around 5.07%, less than PIMIX's 6.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STOT SPDR DoubleLine Short Duration Total Return Tactical ETF | 5.07% | 4.53% | 2.53% | 1.77% | 1.66% | 2.61% | 2.50% | 1.95% | 2.07% | 0.00% | 0.00% | 0.00% |
PIMIX PIMCO Income Fund Institutional Class | 6.25% | 6.21% | 6.40% | 4.02% | 4.89% | 5.86% | 5.68% | 5.41% | 5.57% | 7.84% | 6.30% | 5.46% |
Drawdowns
STOT vs. PIMIX - Drawdown Comparison
The maximum STOT drawdown since its inception was -6.07%, smaller than the maximum PIMIX drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for STOT and PIMIX. For additional features, visit the drawdowns tool.
Volatility
STOT vs. PIMIX - Volatility Comparison
The current volatility for SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) is 0.44%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.04%. This indicates that STOT 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.