PIMCO Active Bond Exchange-Traded Fund

10-Year Study

BOND.US · · US · ETF

Executive Summary: PIMCO Active Bond Exchange-Traded Fund has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 18.3% and an annualized volatility of 8.8%.

1Y CAGR
+6.4%
3Y CAGR
+5.2%
5Y CAGR
+0.6%
10Y CAGR
+2.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
18.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +8.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.51.1-2.50.8————————-0.0%
20250.62.6-0.1-0.1-0.71.7-0.11.41.31.00.6-0.18.4%
2024-0.0-1.01.1-2.51.91.12.31.41.4-2.41.3-1.72.8%
20233.8-2.31.70.7-0.8-0.10.1-0.6-2.6-2.04.94.67.3%
2022-2.0-1.6-3.1-3.80.3-2.32.7-2.8-4.8-1.43.7-0.2-14.6%
2021-0.5-1.1-1.31.00.20.81.1-0.0-0.8-0.2-0.00.1-0.8%
20202.01.5-4.43.50.71.61.6-0.30.1-0.71.30.87.8%
20191.30.21.80.11.41.20.52.0-0.40.00.2-0.28.5%
2018-0.8-0.90.5-0.90.60.10.00.6-0.5-0.50.31.90.4%
20170.80.70.10.60.8-0.10.71.1-0.30.00.00.34.8%
2016———0.8-0.21.60.70.00.5-0.6-2.30.81.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 8.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.2% of variance. Idiosyncratic stock-specific factors contribute 1.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110075.956600115644
2016-05-0110059.79388456175
2016-06-0110222.604673310432
2016-07-0110292.234957994626
2016-08-0110293.187306554199
2016-09-0110347.824903914832
2016-10-0110281.963198530664
2016-11-0110041.631237032752
2016-12-0110119.438114349852
2017-01-0110202.033944423658
2017-02-0110271.201659807492
2017-03-0110281.935988571817
2017-04-0110345.539267371858
2017-05-0110423.97197374239
2017-06-0110418.081017652461
2017-07-0110487.003843406686
2017-08-0110602.4829087446
2017-09-0110565.858304139316
2017-10-0110567.844631134994
2017-11-0110571.327505867148
2017-12-0110600.687051460834
2018-01-0110510.676507601784
2018-02-0110420.44828407197
2018-03-0110472.691405054251
2018-04-0110377.07560967314
2018-05-0110435.209686745351
2018-06-0110449.399680282984
2018-07-0110454.487942586988
2018-08-0110519.764633855992
2018-09-0110469.698309581305
2018-10-0110413.278459916328
2018-11-0110444.161763205333
2018-12-0110640.454406312709
2019-01-0110774.014489303085
2019-02-0110795.823271317302
2019-03-0110994.809700350328
2019-04-0111006.305907962314
2019-05-0111160.327880004083
2019-06-0111293.779123159078
2019-07-0111352.783918914325
2019-08-0111582.109452059454
2019-09-0111539.784361076156
2019-10-0111539.784361076156
2019-11-0111568.558892554676
2019-12-0111549.25342675419
2020-01-0111779.585728376585
2020-02-0111958.953777082414
2020-03-0111433.434236930718
2020-04-0111828.618074215163
2020-05-0111915.200163259753
2020-06-0112103.928437808238
2020-07-0112295.268868405838
2020-08-0112257.569470426175
2020-09-0112273.949865650828
2020-10-0112194.088636440936
2020-11-0112354.137614366859
2020-12-0112449.753409747967
2021-01-0112392.517261317642
2021-02-0112254.644399850347
2021-03-0112097.71096221217
2021-04-0112223.965171252677
2021-05-0112243.950886024284
2021-06-0112343.008741199279
2021-07-0112477.888507193633
2021-08-0112475.65729056835
2021-09-0112377.13002959083
2021-10-0112346.845345396416
2021-11-0112345.716132104351
2021-12-0112353.634230128228
2022-01-0112104.105302540731
2022-02-0111911.744498486445
2022-03-0111542.042787660284
2022-04-0111102.139383014182
2022-05-0111140.886364409374
2022-06-0110882.67745995034
2022-07-0111171.388728274549
2022-08-0110861.195197442265
2022-09-0110336.981735315125
2022-10-0110192.524063807354
2022-11-0110573.88524199857
2022-12-0110554.130811877147
2023-01-0110953.069623482195
2023-02-0110701.527158940171
2023-03-0110886.378014353253
2023-04-0110964.674670929562
2023-05-0110873.14036937519
2023-06-0110858.90956089929
2023-07-0110868.433046495018
2023-08-0110807.564368558893
2023-09-0110527.31539743546
2023-10-0110316.914390666985
2023-11-0110822.570660861875
2023-12-0111319.669399000035
2024-01-0111316.009659535392
2024-02-0111206.013400904732
2024-03-0111334.335566817455
2024-04-0111048.65820890446
2024-05-0111260.78704805959
2024-06-0111379.476888541207
2024-07-0111646.692289377914
2024-08-0111807.938505493012
2024-09-0111968.572497534098
2024-10-0111676.405564436585
2024-11-0111833.311792115916
2024-12-0111633.413829461582
2025-01-0111704.173327437842
2025-02-0112003.945444032515
2025-03-0111997.455868847997
2025-04-0111989.646610659503
2025-05-0111908.520118363322
2025-06-0112114.853236284482
2025-07-0112104.295772252644
2025-08-0112268.671133634913
2025-09-0112428.801741437364
2025-10-0112552.48460936703
2025-11-0112621.652324750858
2025-12-0112609.380633311794
2026-01-0112677.119825856265
2026-02-0112818.611611849938
2026-03-0112504.336587190912
2026-04-0112609.094928743922
Annual Return Matrix
YearAnnual Return
20170.047556883264946226
20180.003751394099158478
20190.08540979414397132
20200.07797040637343189
2021-0.007720568950745577
2022-0.14566591374888083
20230.07253449864970252
20240.02771674855533024
20250.08389341410503048
2026-0.000022658096870853406
Total Factor Risk
0.08767016825970791
VTI.US Exposure
0.01970210135047312
VEA.US Exposure
0.024960237509442727
VWO.US Exposure
0.009826902440542845
QQQ.US Exposure
-0.007662960847812955
VTV.US Exposure
0.007757581754118627
IJR.US Exposure
-0.004146310072313599
QUAL.US Exposure
-0.029578437633098635
SHV.US Exposure
0.6220911617949954
TLT.US Exposure
0.06894217951618548
LQD.US Exposure
0.23985367226715962
HYG.US Exposure
-0.008460194110568937
GLD.US Exposure
-0.0044796502222491956
USO.US Exposure
0.003720099509145513
VNQ.US Exposure
0.00478895880836596
BTC-USD.CC Exposure
-0.0011226421099439759
CPER.US Exposure
0.00006417489829311493
VIX.INDX Exposure
-0.0021928721306793326
UUP.US Exposure
-0.007497740998145404
TIP.US Exposure
0.04661994415198934
Idiosyncratic Exposure
0.016813794124100424
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
8.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.04%
Market Cap$14.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$103
Avg Yield on Cost
1.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$103.41.03%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is PIMCO Active Bond Exchange-Traded Fund a high-risk investment?

PIMCO Active Bond Exchange-Traded Fund (BOND.US) has an annualized volatility of 8.8% and experienced a maximum drawdown of 18.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BOND.US?

Over the past 10 years, BOND.US has generated a Compound Annual Growth Rate (CAGR) of 2.3%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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