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PIMCO sees low-return environment likely for next 3-5 years

Plausible outlook. And, the last sentence lines up with what the Fed chair recently said....
“Given historically low yields and high equity valuations, it makes sense for portfolio managers and asset allocators alike to lower their return expectations rather than stretch too far and extend too far down the quality spectrum in hope of maintaining historical levels of returns,” PIMCO said.

“While central banks including the Fed have the means to provide a backstop for asset markets in times of crisis, credibly achieving their inflation targets requires a tool they cannot control: fiscal policy.”/blockquote>

https://reuters.com/article/us-pimco-outlook/pimco-sees-low-return-environment-likely-for-next-3-5-years-idUSKBN26S2C4

Comments

  • Tough to invest in bonds.
  • Just put several years of cash equally into BND, BSV, and LDUR, so we shall see how it goes (lots overlap of course) compared w near-zero MMF.
  • BSV, so simple yet so good. Also like in the "near cash" space VNLA, GILPX,, THIIX, SNGVX, BBBMX (misstep in Q1 this year, but basically first one in last 20 years, not a single down year).
  • edited October 2020
    I prefer VCORX or BIV over BSV, a bit more volatility but much better returns (chart)
  • In the current interest rate environment, I would require "near cash" to:

    (a) be only slightly volatile - the more volatile a fund is, the longer one might have to wait to cash out even accepting a modest loss;
    (b) have relatively small max drawdowns - it could take "forever" to recover from a significant drop

    Bonds are more predictable than stocks in the sense that one can say, given a particular condition, how a particular bond will behave. If one bond with basic attributes (maturity, duration, credit quality) similar to another pays more, there's a reason.

    Even (and perhaps especially) if a fund has never exhibited a risk, if it is yielding more, there's a risk there somewhere. The rule of thumb I follow is that the less obvious the risk and the less likely it is to happen, the more catastrophic it will be if the risk is realized.

    I think one objective for "near cash" is to reduce the likelihood, however small, of such a catastrophic event. "Near cash" is not an investment one is planning to hold for many years. It does not have the time to prove its long term mettle.

    VCORX has 2½ times the volatility of BSV (3.67% vs 1.51% over three years). It has a duration of 6.4 years (per Vanguard). No wonder it (and BIV) took off since March 20th. But do you really expect interest rates to drop again just as much? That would be a drop to 0.0%. (Between March 18th and October 8th, 7 year treasury rates dropped from 1.08% to 0.54%; another 0.54% drop would take them down to 0.0%.)

    Regarding BSV, this still carries some interest rate risk, some volatility, some credit risk. Its 30 day SEC yield is 0.34%. These don't compare favorably with no-penalty CDs from Ally Bank (11 month, 0.60% - 0.65%), and Marcus Bank (7 month, 0.55%). Though the ETF does have the advantage of finer granularity (you don't have to cash out everything) and ETFs can be easier to invest in than CDs with an IRA.

    As to bonds in general, I substantially agree with one of the quotes in the Barron's article that @hank cited in another thread: "Rieder recommends more stocks and, in the bond portfolio, only half in traditional fixed income, with the other half split between alternatives and cash."

    Personally, I'm not into alternatives, but increasing equity and using cash rather than bonds to protect against sequence of return risk makes sense to me. Especially since one doesn't do much better with bonds these days than with cash unless one is taking outsized risks.
  • edited October 2020
    Unfortunately most retirees I know including myself don't want to increase volatility and/or use cash + alternatives. The only choice most have are bond funds.
    I have looked for alternative for years and couldn't find any that proved to be a good consistent one for years.

    In my case as a trader, I'm at over 99% in bonds most times but trades riskier stuff for hours-days several times annually. The results are much better than my specific goals (making 6% annually, never lose 3% from any last top, SD < 3).

    For someone who is not a trader and still want to have bond funds, they may look beyond "simple" bond funds. PIMIX used to be a great one and it's still OK but other funds may be PTIAX,TSIIX(both multi) + MNCPX(Non Trad) + HY Munis(VWALX).
    Another good choice is a fund like PRWCX where the manager have been using flexible approach.
  • FD1000 said:

    Unfortunately most retirees I know including myself don't want to increase volatility and/or use cash + alternatives. The only choice most have are bond funds.
    I have looked for alternative for years and couldn't find any that proved to be a good consistent one for years.

    In my case as a trader, I'm at over 99% in bonds most times but trades riskier stuff for hours-days several times annually. The results are much better than my specific goals (making 6% annually, never lose 3% from any last top, SD < 3).

    For someone who is not a trader and still want to have bond funds, they may look beyond "simple" bond funds. PIMIX used to be a great one and it's still OK but other funds may be PTIAX,TSIIX(both multi) + MNCPX(Non Trad) + HY Munis(VWALX).
    Another good choice is a fund like PRWCX where the manager have been using flexible approach.

    FD1000 said:

    I prefer VCORX or BIV over BSV, a bit more volatility but much better returns (chart)

    VCOR is not a near cash vehicle. BSV is, and also is inversely correlated to the market, making it a good choice to combine with near cash positions that do better but are correlated to the market (a bit) like GILPX and THIIX. In a balanced basket there is a very low probability of losing significant dollars, and they should materially outperform something like a high yield on line savings account (in the .70%-.80 range these days).
  • yeah, that's the hope of my 3-part chicken cocktail
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