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VBU.NEO vs. PLDI.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBU.NEO vs. PLDI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) and PIMCO Low Duration Monthly Income Fund (Canada) (PLDI.TO). The values are adjusted to include any dividend payments, if applicable.

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VBU.NEO vs. PLDI.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
-0.88%1.31%-2.90%4.56%-13.69%-2.10%7.24%6.22%
PLDI.TO
PIMCO Low Duration Monthly Income Fund (Canada)
-0.80%6.61%5.92%5.62%-2.88%1.59%0.36%3.40%

Returns By Period

In the year-to-date period, VBU.NEO achieves a -0.88% return, which is significantly lower than PLDI.TO's -0.80% return.


VBU.NEO

1D
0.28%
1M
-2.10%
YTD
-0.88%
6M
-1.47%
1Y
-1.33%
3Y*
-0.36%
5Y*
-2.28%
10Y*
0.06%

PLDI.TO

1D
-0.05%
1M
-1.77%
YTD
-0.80%
6M
0.48%
1Y
3.72%
3Y*
5.59%
5Y*
2.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBU.NEO vs. PLDI.TO - Expense Ratio Comparison


Return for Risk

VBU.NEO vs. PLDI.TO — Risk / Return Rank

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

VBU.NEO
VBU.NEO Risk / Return Rank: 66
Overall Rank
VBU.NEO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VBU.NEO Sortino Ratio Rank: 66
Sortino Ratio Rank
VBU.NEO Omega Ratio Rank: 55
Omega Ratio Rank
VBU.NEO Calmar Ratio Rank: 66
Calmar Ratio Rank
VBU.NEO Martin Ratio Rank: 55
Martin Ratio Rank

PLDI.TO
PLDI.TO Risk / Return Rank: 4747
Overall Rank
PLDI.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PLDI.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
PLDI.TO Omega Ratio Rank: 4040
Omega Ratio Rank
PLDI.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
PLDI.TO Martin Ratio Rank: 4949
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.

VBU.NEO vs. PLDI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) and PIMCO Low Duration Monthly Income Fund (Canada) (PLDI.TO). 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.


VBU.NEOPLDI.TODifference

Sharpe ratio

Return per unit of total volatility

-0.28

0.84

-1.12

Sortino ratio

Return per unit of downside risk

-0.32

1.18

-1.51

Omega ratio

Gain probability vs. loss probability

0.96

1.16

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.38

1.44

-1.82

Martin ratio

Return relative to average drawdown

-0.84

4.78

-5.63

VBU.NEO vs. PLDI.TO - Sharpe Ratio Comparison

The current VBU.NEO Sharpe Ratio is -0.28, which is lower than the PLDI.TO Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VBU.NEO and PLDI.TO, 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


VBU.NEOPLDI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

0.84

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

1.00

-1.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.99

-0.89

Correlation

The correlation between VBU.NEO and PLDI.TO is 0.22, 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.


Dividends

VBU.NEO vs. PLDI.TO - Dividend Comparison

VBU.NEO has not paid dividends to shareholders, while PLDI.TO's dividend yield for the trailing twelve months is around 4.28%.


TTM20252024202320222021202020192018201720162015
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
0.00%0.00%0.24%2.72%2.31%1.83%2.14%2.36%2.28%2.20%2.19%2.18%
PLDI.TO
PIMCO Low Duration Monthly Income Fund (Canada)
4.28%4.37%7.04%5.80%3.29%2.04%4.71%2.49%0.00%0.00%0.00%0.00%

Drawdowns

VBU.NEO vs. PLDI.TO - Drawdown Comparison

The maximum VBU.NEO drawdown since its inception was -19.38%, which is greater than PLDI.TO's maximum drawdown of -6.86%. Use the drawdown chart below to compare losses from any high point for VBU.NEO and PLDI.TO.


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Drawdown Indicators


VBU.NEOPLDI.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.38%

-6.86%

-12.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-2.55%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-18.46%

-5.45%

-13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-19.38%

Current Drawdown

Current decline from peak

-14.39%

-1.82%

-12.57%

Average Drawdown

Average peak-to-trough decline

-5.92%

-0.79%

-5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

0.77%

+0.65%

Volatility

VBU.NEO vs. PLDI.TO - Volatility Comparison

Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) and PIMCO Low Duration Monthly Income Fund (Canada) (PLDI.TO) have volatilities of 1.59% and 1.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBU.NEOPLDI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.54%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

3.10%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

4.44%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

4.72%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

5.44%

+0.48%