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TIPZ vs. PYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIPZ vs. PYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Broad US TIPS Index ETF (TIPZ) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). The values are adjusted to include any dividend payments, if applicable.

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TIPZ vs. PYLD - Yearly Performance Comparison


2026 (YTD)202520242023
TIPZ
PIMCO Broad US TIPS Index ETF
1.47%5.87%1.52%1.45%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
-0.92%9.57%7.69%5.60%

Returns By Period

In the year-to-date period, TIPZ achieves a 1.47% return, which is significantly higher than PYLD's -0.92% return.


TIPZ

1D
0.08%
1M
-1.41%
YTD
1.47%
6M
0.35%
1Y
2.98%
3Y*
2.97%
5Y*
1.07%
10Y*
2.40%

PYLD

1D
0.50%
1M
-2.28%
YTD
-0.92%
6M
0.90%
1Y
5.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIPZ vs. PYLD - Expense Ratio Comparison

TIPZ has a 0.20% expense ratio, which is lower than PYLD's 0.55% expense ratio.


Return for Risk

TIPZ vs. PYLD — Risk / Return Rank

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

TIPZ
TIPZ Risk / Return Rank: 3737
Overall Rank
TIPZ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TIPZ Sortino Ratio Rank: 3232
Sortino Ratio Rank
TIPZ Omega Ratio Rank: 3131
Omega Ratio Rank
TIPZ Calmar Ratio Rank: 4848
Calmar Ratio Rank
TIPZ Martin Ratio Rank: 3838
Martin Ratio Rank

PYLD
PYLD Risk / Return Rank: 8383
Overall Rank
PYLD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PYLD Sortino Ratio Rank: 8989
Sortino Ratio Rank
PYLD Omega Ratio Rank: 8787
Omega Ratio Rank
PYLD Calmar Ratio Rank: 7575
Calmar Ratio Rank
PYLD Martin Ratio Rank: 7676
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.

TIPZ vs. PYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Broad US TIPS Index ETF (TIPZ) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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.


TIPZPYLDDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.72

-1.07

Sortino ratio

Return per unit of downside risk

0.90

2.39

-1.49

Omega ratio

Gain probability vs. loss probability

1.12

1.34

-0.22

Calmar ratio

Return relative to maximum drawdown

1.19

1.84

-0.66

Martin ratio

Return relative to average drawdown

3.44

7.60

-4.16

TIPZ vs. PYLD - Sharpe Ratio Comparison

The current TIPZ Sharpe Ratio is 0.65, which is lower than the PYLD Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of TIPZ and PYLD, 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


TIPZPYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.72

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.99

-1.47

Correlation

The correlation between TIPZ and PYLD is 0.81, 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

TIPZ vs. PYLD - Dividend Comparison

TIPZ's dividend yield for the trailing twelve months is around 4.44%, less than PYLD's 6.36% yield.


TTM20252024202320222021202020192018201720162015
TIPZ
PIMCO Broad US TIPS Index ETF
4.44%4.74%4.44%4.69%7.14%4.41%1.47%1.65%2.23%1.70%1.06%0.56%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
6.36%6.21%6.40%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TIPZ vs. PYLD - Drawdown Comparison

The maximum TIPZ drawdown since its inception was -15.77%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for TIPZ and PYLD.


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Drawdown Indicators


TIPZPYLDDifference

Max Drawdown

Largest peak-to-trough decline

-15.77%

-4.52%

-11.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-3.25%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-15.77%

Max Drawdown (10Y)

Largest decline over 10 years

-15.77%

Current Drawdown

Current decline from peak

-2.51%

-2.28%

-0.23%

Average Drawdown

Average peak-to-trough decline

-4.36%

-0.64%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.79%

+0.20%

Volatility

TIPZ vs. PYLD - Volatility Comparison

The current volatility for PIMCO Broad US TIPS Index ETF (TIPZ) is 1.45%, while PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) has a volatility of 1.61%. This indicates that TIPZ experiences smaller price fluctuations and is considered to be less risky than PYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPZPYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.61%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.12%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

3.43%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

4.00%

+2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

4.00%

+1.86%