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VEXRX vs. PGOVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEXRX vs. PGOVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Explorer Fund Admiral Shares (VEXRX) and PIMCO Long-Term U.S. Government Fund (PGOVX). The values are adjusted to include any dividend payments, if applicable.

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VEXRX vs. PGOVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEXRX
Vanguard Explorer Fund Admiral Shares
-0.08%7.19%17.40%19.90%-23.23%16.07%31.51%31.42%-2.34%22.64%
PGOVX
PIMCO Long-Term U.S. Government Fund
-0.61%6.44%-7.62%1.46%-29.39%-4.59%17.83%13.44%-2.10%9.08%

Returns By Period

In the year-to-date period, VEXRX achieves a -0.08% return, which is significantly higher than PGOVX's -0.61% return. Over the past 10 years, VEXRX has outperformed PGOVX with an annualized return of 12.16%, while PGOVX has yielded a comparatively lower -1.12% annualized return.


VEXRX

1D
3.79%
1M
-5.77%
YTD
-0.08%
6M
1.70%
1Y
17.15%
3Y*
12.10%
5Y*
4.38%
10Y*
12.16%

PGOVX

1D
0.07%
1M
-3.62%
YTD
-0.61%
6M
-0.89%
1Y
-0.13%
3Y*
-2.34%
5Y*
-5.46%
10Y*
-1.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEXRX vs. PGOVX - Expense Ratio Comparison

VEXRX has a 0.29% expense ratio, which is lower than PGOVX's 1.05% expense ratio.


Return for Risk

VEXRX vs. PGOVX — Risk / Return Rank

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

VEXRX
VEXRX Risk / Return Rank: 4040
Overall Rank
VEXRX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VEXRX Sortino Ratio Rank: 3737
Sortino Ratio Rank
VEXRX Omega Ratio Rank: 3232
Omega Ratio Rank
VEXRX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VEXRX Martin Ratio Rank: 4949
Martin Ratio Rank

PGOVX
PGOVX Risk / Return Rank: 77
Overall Rank
PGOVX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PGOVX Sortino Ratio Rank: 55
Sortino Ratio Rank
PGOVX Omega Ratio Rank: 44
Omega Ratio Rank
PGOVX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PGOVX Martin Ratio Rank: 99
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.

VEXRX vs. PGOVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Explorer Fund Admiral Shares (VEXRX) and PIMCO Long-Term U.S. Government Fund (PGOVX). 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.


VEXRXPGOVXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.05

+0.74

Sortino ratio

Return per unit of downside risk

1.26

0.14

+1.11

Omega ratio

Gain probability vs. loss probability

1.17

1.02

+0.15

Calmar ratio

Return relative to maximum drawdown

1.21

0.35

+0.86

Martin ratio

Return relative to average drawdown

5.07

0.81

+4.26

VEXRX vs. PGOVX - Sharpe Ratio Comparison

The current VEXRX Sharpe Ratio is 0.79, which is higher than the PGOVX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of VEXRX and PGOVX, 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


VEXRXPGOVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.05

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

-0.38

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

-0.08

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.50

-0.06

Correlation

The correlation between VEXRX and PGOVX is -0.24. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VEXRX vs. PGOVX - Dividend Comparison

VEXRX's dividend yield for the trailing twelve months is around 7.55%, more than PGOVX's 3.61% yield.


TTM20252024202320222021202020192018201720162015
VEXRX
Vanguard Explorer Fund Admiral Shares
7.55%7.54%12.72%0.89%5.22%16.17%6.76%5.08%11.13%11.46%4.63%10.89%
PGOVX
PIMCO Long-Term U.S. Government Fund
3.61%3.86%1.19%1.05%2.09%6.93%27.91%2.60%3.25%2.88%3.31%81.57%

Drawdowns

VEXRX vs. PGOVX - Drawdown Comparison

The maximum VEXRX drawdown since its inception was -57.26%, which is greater than PGOVX's maximum drawdown of -46.64%. Use the drawdown chart below to compare losses from any high point for VEXRX and PGOVX.


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Drawdown Indicators


VEXRXPGOVXDifference

Max Drawdown

Largest peak-to-trough decline

-57.26%

-46.64%

-10.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-8.77%

-5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

-41.48%

+8.81%

Max Drawdown (10Y)

Largest decline over 10 years

-39.86%

-46.64%

+6.78%

Current Drawdown

Current decline from peak

-6.76%

-38.14%

+31.38%

Average Drawdown

Average peak-to-trough decline

-10.00%

-9.11%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.81%

-0.43%

Volatility

VEXRX vs. PGOVX - Volatility Comparison

Vanguard Explorer Fund Admiral Shares (VEXRX) has a higher volatility of 7.50% compared to PIMCO Long-Term U.S. Government Fund (PGOVX) at 3.78%. This indicates that VEXRX's price experiences larger fluctuations and is considered to be riskier than PGOVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEXRXPGOVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

3.78%

+3.72%

Volatility (6M)

Calculated over the trailing 6-month period

13.17%

6.24%

+6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

10.85%

+11.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

14.45%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.81%

13.77%

+8.04%