VSGDX vs. PDMIX
Compare and contrast key facts about Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and PIMCO GNMA and Government Securities Fund (PDMIX).
VSGDX is managed by Vanguard. It was launched on Feb 12, 2001. PDMIX is managed by PIMCO. It was launched on Jul 30, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGDX or PDMIX.
Key characteristics
| VSGDX | PDMIX | |
|---|---|---|
| YTD Return | 3.45% | 1.72% |
| 1Y Return | 6.16% | 8.70% |
| 3Y Return (Ann) | 0.42% | -1.97% |
| 5Y Return (Ann) | 0.96% | -0.09% |
| 10Y Return (Ann) | 1.23% | 1.20% |
| Sharpe Ratio | 2.36 | 1.38 |
| Sortino Ratio | 3.79 | 2.04 |
| Omega Ratio | 1.49 | 1.25 |
| Calmar Ratio | 1.10 | 0.61 |
| Martin Ratio | 12.72 | 5.74 |
| Ulcer Index | 0.49% | 1.52% |
| Daily Std Dev | 2.66% | 6.33% |
| Max Drawdown | -8.19% | -17.68% |
| Current Drawdown | -1.17% | -6.71% |
Correlation
The correlation between VSGDX and PDMIX is 0.73, 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.
Performance
VSGDX vs. PDMIX - Performance Comparison
In the year-to-date period, VSGDX achieves a 3.45% return, which is significantly higher than PDMIX's 1.72% return. Both investments have delivered pretty close results over the past 10 years, with VSGDX having a 1.23% annualized return and PDMIX not far behind at 1.20%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VSGDX vs. PDMIX - Expense Ratio Comparison
VSGDX has a 0.10% expense ratio, which is lower than PDMIX's 0.50% expense ratio.
Risk-Adjusted Performance
VSGDX vs. PDMIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and PIMCO GNMA and Government Securities Fund (PDMIX). 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.
Dividends
VSGDX vs. PDMIX - Dividend Comparison
VSGDX's dividend yield for the trailing twelve months is around 3.56%, less than PDMIX's 4.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSGDX Vanguard Short-Term Federal Fund Admiral Shares | 3.56% | 3.42% | 1.77% | 0.58% | 1.40% | 2.41% | 2.02% | 1.41% | 1.18% | 0.97% | 0.71% | 0.64% |
PDMIX PIMCO GNMA and Government Securities Fund | 4.52% | 4.05% | 5.08% | 2.03% | 2.40% | 3.43% | 3.11% | 2.96% | 2.92% | 2.14% | 2.51% | 3.32% |
Drawdowns
VSGDX vs. PDMIX - Drawdown Comparison
The maximum VSGDX drawdown since its inception was -8.19%, smaller than the maximum PDMIX drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for VSGDX and PDMIX. For additional features, visit the drawdowns tool.
Volatility
VSGDX vs. PDMIX - Volatility Comparison
The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.68%, while PIMCO GNMA and Government Securities Fund (PDMIX) has a volatility of 1.57%. This indicates that VSGDX experiences smaller price fluctuations and is considered to be less risky than PDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.