PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund

10-Year Study

CORP.US · · US · ETF

Executive Summary: PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund has compounded at 2.9% annually over the last 10 years, with a maximum drawdown of 19.5% and an annualized volatility of 7.3%.

1Y CAGR
+5.6%
3Y CAGR
+5.6%
5Y CAGR
+1.0%
10Y CAGR
+2.9%

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 →
19.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +14.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.9-2.30.8————————-0.3%
20250.62.2-0.20.5-0.51.9-0.01.11.50.30.9-0.47.9%
2024-0.1-1.51.1-2.31.90.72.31.81.7-2.51.4-1.82.5%
20234.4-3.33.20.7-1.40.30.4-0.8-2.6-1.75.65.19.9%
2022-3.0-1.7-2.8-5.31.2-2.73.5-3.5-4.6-1.05.2-0.8-15.0%
2021-1.2-2.0-1.31.10.51.81.3-0.3-1.20.4-0.0-0.1-1.2%
20202.20.9-6.24.32.22.12.9-1.2-0.7-0.43.00.59.7%
20192.60.22.50.51.32.60.52.9-0.40.40.30.614.8%
2018-0.9-2.00.2-1.20.4-0.30.80.7-0.3-1.8-0.31.7-3.0%
20170.60.7-0.11.11.10.60.80.7-0.50.6-0.31.16.6%
2016———1.4-0.12.41.30.1-0.3-0.9-3.10.81.5%

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 7.3%. The dominant macroeconomic risk driver is LQD.US, accounting for 80.9% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110139.894348240614
2016-05-0110129.182279772067
2016-06-0110371.901399082057
2016-07-0110510.811844526728
2016-08-0110525.514955322496
2016-09-0110490.136028025985
2016-10-0110391.634886144431
2016-11-0110073.931287554598
2016-12-0110153.835280814172
2017-01-0110213.382186647746
2017-02-0110289.71087115585
2017-03-0110276.947850380257
2017-04-0110392.95137580098
2017-05-0110503.23163566218
2017-06-0110562.833972639188
2017-07-0110645.758963215892
2017-08-0110723.34870623711
2017-09-0110674.125850868051
2017-10-0110733.423316556173
2017-11-0110705.735460411077
2017-12-0110819.785038025762
2018-01-0110719.4546684109
2018-02-0110506.626793197489
2018-03-0110527.732201059844
2018-04-0110404.148466774572
2018-05-0110450.003880180038
2018-06-0110414.708099598678
2018-07-0110495.91472472894
2018-08-0110567.434757544177
2018-09-0110530.988780736569
2018-10-0110344.643134298574
2018-11-0110317.27400722822
2018-12-0110497.120352098624
2019-01-0110772.668566107182
2019-02-0110790.739118866544
2019-03-0111060.480920600428
2019-04-0111118.212456486552
2019-05-0111261.903838052373
2019-06-0111553.291501297088
2019-07-0111607.198288286289
2019-08-0111945.522272233431
2019-09-0111896.867586084565
2019-10-0111944.718520653641
2019-11-0111982.869005121836
2019-12-0112050.176271036116
2020-01-0112319.114321190216
2020-02-0112427.89794017871
2020-03-0111661.215937562358
2020-04-0112160.44267311146
2020-05-0112426.720028380745
2020-06-0112686.525797654154
2020-07-0113052.121904170637
2020-08-0112901.529345247334
2020-09-0112816.5811179353
2020-10-0112768.785614509654
2020-11-0113150.581472694616
2020-12-0113220.05055320281
2021-01-0113058.011463160461
2021-02-0112801.781002638521
2021-03-0112634.36509168311
2021-04-0112772.998381410609
2021-05-0112836.938205361299
2021-06-0113062.917119354335
2021-07-0113236.707611804615
2021-08-0113201.19010664952
2021-09-0113036.906055298108
2021-10-0113082.913904348017
2021-11-0113077.523225649096
2021-12-0113063.457573002815
2022-01-0112667.526773242276
2022-02-0112451.761047426884
2022-03-0112106.494312764682
2022-04-0111462.190417063923
2022-05-0111600.019955211636
2022-06-0111282.759805769272
2022-07-0111682.9588035742
2022-08-0111277.091971353184
2022-09-0110760.473714551781
2022-10-0110649.264983038069
2022-11-0111204.823618101595
2022-12-0111109.814638256357
2023-01-0111597.206824682378
2023-02-0111218.431963814548
2023-03-0111572.082658921088
2023-04-0111649.339815081705
2023-05-0111491.915367730204
2023-06-0111527.155717168132
2023-07-0111573.510010864502
2023-08-0111482.949380279815
2023-09-0111189.45533358462
2023-10-0111003.317553934501
2023-11-0111618.326090330589
2023-12-0112211.439325070394
2024-01-0112195.114853329194
2024-02-0112016.183122325445
2024-03-0112148.996141992417
2024-04-0111870.10820159198
2024-05-0112090.654863528523
2024-06-0112170.01840313962
2024-07-0112451.456176138
2024-08-0112670.79721070486
2024-09-0112882.017582758695
2024-10-0112566.115496330458
2024-11-0112743.633733176646
2024-12-0112514.204230504865
2025-01-0112583.936608944368
2025-02-0112858.778075874146
2025-03-0112829.607436642202
2025-04-0112889.514644908093
2025-05-0112818.673643599917
2025-06-0113062.98640828363
2025-07-0113060.284140041238
2025-08-0113206.442207489854
2025-09-0113401.088667657035
2025-10-0113447.470676925124
2025-11-0113562.518015121614
2025-12-0113508.749805990998
2026-01-0113557.071905279261
2026-02-0113679.02042083324
2026-03-0113363.062903261569
2026-04-0113472.53941154298
Annual Return Matrix
YearAnnual Return
20170.06558603116892336
2018-0.029821727954219557
20190.1479506633099621
20200.09708358250149485
2021-0.011845112056856455
2022-0.1495502185259049
20230.09915779179794981
20240.024793547867276056
20250.07947333743058205
2026-0.002680514108859944
Total Factor Risk
0.07293092317538186
VTI.US Exposure
0.025985269092876285
VEA.US Exposure
0.015479060919050372
VWO.US Exposure
0.004936028703224936
QQQ.US Exposure
-0.010068930679195578
VTV.US Exposure
-0.007983045832397449
IJR.US Exposure
-0.0029613228466081817
QUAL.US Exposure
-0.007672879548329822
SHV.US Exposure
0.17090118716880703
TLT.US Exposure
-0.0081137138404597
LQD.US Exposure
0.808865207622529
HYG.US Exposure
-0.006051522293957807
GLD.US Exposure
-0.00045023705387324336
USO.US Exposure
0.0035275529446728102
VNQ.US Exposure
0.004340687931841449
BTC-USD.CC Exposure
-0.0014597491348898976
CPER.US Exposure
-0.0025795167146092472
VIX.INDX Exposure
-0.005855251054200789
UUP.US Exposure
-0.004881228837644937
TIP.US Exposure
0.01905928396605225
Idiosyncratic Exposure
0.004983119487112327
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.3%

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 →4.69%
Market Cap$0
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
$104
Avg Yield on Cost
1.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$103.931.04%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 →
+0.5%
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 →
1.9% 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 →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund a high-risk investment?

PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund (CORP.US) has an annualized volatility of 7.3% and experienced a maximum drawdown of 19.5% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, CORP.US has generated a Compound Annual Growth Rate (CAGR) of 2.9%. It has had a positive return in 60% 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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