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UCON vs. PIMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UCON and PIMIX is 0.18, 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.


Performance

UCON vs. PIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust TCW Unconstrained Plus Bond ETF (UCON) and PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

UCON:

1.68

PIMIX:

1.65

Sortino Ratio

UCON:

2.41

PIMIX:

2.36

Omega Ratio

UCON:

1.32

PIMIX:

1.31

Calmar Ratio

UCON:

2.86

PIMIX:

2.30

Martin Ratio

UCON:

7.03

PIMIX:

6.81

Ulcer Index

UCON:

0.68%

PIMIX:

0.94%

Daily Std Dev

UCON:

2.86%

PIMIX:

4.11%

Max Drawdown

UCON:

-15.31%

PIMIX:

-13.39%

Current Drawdown

UCON:

-1.18%

PIMIX:

-1.07%

Returns By Period

In the year-to-date period, UCON achieves a 0.79% return, which is significantly lower than PIMIX's 2.48% return.


UCON

YTD

0.79%

1M

-0.06%

6M

1.16%

1Y

4.78%

3Y*

4.15%

5Y*

3.19%

10Y*

N/A

PIMIX

YTD

2.48%

1M

1.00%

6M

3.16%

1Y

6.52%

3Y*

5.62%

5Y*

4.44%

10Y*

4.25%

*Annualized

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UCON vs. PIMIX - Expense Ratio Comparison

UCON has a 0.76% expense ratio, which is higher than PIMIX's 0.62% expense ratio.


Risk-Adjusted Performance

UCON vs. PIMIX — Risk-Adjusted Performance Rank

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

UCON
The Risk-Adjusted Performance Rank of UCON is 9292
Overall Rank
The Sharpe Ratio Rank of UCON is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of UCON is 9393
Sortino Ratio Rank
The Omega Ratio Rank of UCON is 9191
Omega Ratio Rank
The Calmar Ratio Rank of UCON is 9595
Calmar Ratio Rank
The Martin Ratio Rank of UCON is 8989
Martin Ratio Rank

PIMIX
The Risk-Adjusted Performance Rank of PIMIX is 9191
Overall Rank
The Sharpe Ratio Rank of PIMIX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of PIMIX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of PIMIX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PIMIX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of PIMIX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UCON vs. PIMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust TCW Unconstrained Plus Bond ETF (UCON) 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.


The current UCON Sharpe Ratio is 1.68, which is comparable to the PIMIX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of UCON and PIMIX, 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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Dividends

UCON vs. PIMIX - Dividend Comparison

UCON's dividend yield for the trailing twelve months is around 4.41%, less than PIMIX's 6.25% yield.


TTM20242023202220212020201920182017201620152014
UCON
First Trust TCW Unconstrained Plus Bond ETF
4.41%4.95%4.75%3.12%2.20%3.14%3.50%1.76%0.00%0.00%0.00%0.00%
PIMIX
PIMCO Income Fund Institutional Class
6.25%6.27%6.21%6.40%4.02%4.89%5.86%5.68%5.41%5.57%7.84%6.30%

Drawdowns

UCON vs. PIMIX - Drawdown Comparison

The maximum UCON drawdown since its inception was -15.31%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for UCON and PIMIX. For additional features, visit the drawdowns tool.


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Volatility

UCON vs. PIMIX - Volatility Comparison

The current volatility for First Trust TCW Unconstrained Plus Bond ETF (UCON) is 0.99%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.36%. This indicates that UCON 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.


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