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STPZ vs. BOND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STPZ vs. BOND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 1-5 Year US TIPS Index ETF (STPZ) and PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

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STPZ vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STPZ
PIMCO 1-5 Year US TIPS Index ETF
0.83%6.40%4.30%4.28%-4.49%5.64%5.44%4.83%0.04%0.51%
BOND
PIMCO Active Bond ETF
-0.02%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%

Returns By Period

In the year-to-date period, STPZ achieves a 0.83% return, which is significantly higher than BOND's -0.02% return. Over the past 10 years, STPZ has outperformed BOND with an annualized return of 2.82%, while BOND has yielded a comparatively lower 2.24% annualized return.


STPZ

1D
0.07%
1M
-0.12%
YTD
0.83%
6M
1.08%
1Y
3.83%
3Y*
4.47%
5Y*
3.05%
10Y*
2.82%

BOND

1D
0.25%
1M
-2.06%
YTD
-0.02%
6M
1.43%
1Y
5.07%
3Y*
4.76%
5Y*
0.62%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STPZ vs. BOND - Expense Ratio Comparison

STPZ has a 0.20% expense ratio, which is lower than BOND's 0.54% expense ratio.


Return for Risk

STPZ vs. BOND — Risk / Return Rank

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

STPZ
STPZ Risk / Return Rank: 8585
Overall Rank
STPZ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
STPZ Sortino Ratio Rank: 8686
Sortino Ratio Rank
STPZ Omega Ratio Rank: 8484
Omega Ratio Rank
STPZ Calmar Ratio Rank: 8989
Calmar Ratio Rank
STPZ Martin Ratio Rank: 8181
Martin Ratio Rank

BOND
BOND Risk / Return Rank: 6060
Overall Rank
BOND Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 6262
Sortino Ratio Rank
BOND Omega Ratio Rank: 5656
Omega Ratio Rank
BOND Calmar Ratio Rank: 6666
Calmar Ratio Rank
BOND Martin Ratio Rank: 5252
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.

STPZ vs. BOND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 1-5 Year US TIPS Index ETF (STPZ) 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.


STPZBONDDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.08

+0.53

Sortino ratio

Return per unit of downside risk

2.30

1.51

+0.79

Omega ratio

Gain probability vs. loss probability

1.33

1.20

+0.13

Calmar ratio

Return relative to maximum drawdown

2.92

1.58

+1.34

Martin ratio

Return relative to average drawdown

8.71

4.65

+4.06

STPZ vs. BOND - Sharpe Ratio Comparison

The current STPZ Sharpe Ratio is 1.61, which is higher than the BOND Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of STPZ and BOND, 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


STPZBONDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.08

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.11

+0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.44

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.63

+0.26

Correlation

The correlation between STPZ and BOND is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

STPZ vs. BOND - Dividend Comparison

STPZ's dividend yield for the trailing twelve months is around 3.59%, less than BOND's 5.18% yield.


TTM20252024202320222021202020192018201720162015
STPZ
PIMCO 1-5 Year US TIPS Index ETF
3.59%3.65%1.97%1.63%5.88%3.65%1.86%1.76%2.23%1.51%0.65%0.49%
BOND
PIMCO Active Bond ETF
5.18%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%

Drawdowns

STPZ vs. BOND - Drawdown Comparison

The maximum STPZ drawdown since its inception was -6.77%, smaller than the maximum BOND drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for STPZ and BOND.


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Drawdown Indicators


STPZBONDDifference

Max Drawdown

Largest peak-to-trough decline

-6.77%

-19.71%

+12.94%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-3.29%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-6.70%

-19.71%

+13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-6.77%

-19.71%

+12.94%

Current Drawdown

Current decline from peak

-0.37%

-2.06%

+1.69%

Average Drawdown

Average peak-to-trough decline

-1.32%

-3.53%

+2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

1.12%

-0.67%

Volatility

STPZ vs. BOND - Volatility Comparison

The current volatility for PIMCO 1-5 Year US TIPS Index ETF (STPZ) is 0.72%, while PIMCO Active Bond ETF (BOND) has a volatility of 1.82%. This indicates that STPZ experiences smaller price fluctuations and is considered to be less risky than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STPZBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

1.82%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.21%

2.70%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

4.72%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

5.73%

-2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.98%

5.07%

-2.09%