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ISIN
US72201W6755
Issuer
PIMCO
Inception Date
Sep 30, 2011
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

PCFIX Performance Chart

PIMCO RAE PLUS Small Fund (PCFIX) is up 17.1% since the beginning of the year. PCFIX is currently trading at $21 per share. Investors who bought $1,000 worth of PCFIX shares 5 years ago would now be looking at an investment worth $1,498.


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S&P 500 Index

Returns By Period

PIMCO RAE PLUS Small Fund (PCFIX) has returned 17.08% so far this year and 38.35% over the past 12 months. Over the last decade, PCFIX has posted an annualized return of 13.78%, slightly higher than the S&P 500 Index benchmark’s 13.75%.


PIMCO RAE PLUS Small Fund

1D
1.15%
1M
4.71%
YTD
17.08%
6M
17.14%
1Y
38.35%
3Y*
22.33%
5Y*
8.42%
10Y*
13.78%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCFIX Monthly Returns History

Based on dividend-adjusted daily data since Oct 3, 2011, PCFIX's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +22.4%, while the worst month was Mar 2020 at -30.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PCFIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -14.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.30%2.40%-5.25%11.50%3.57%1.15%17.08%
20254.07%-6.50%-6.07%-4.58%4.14%3.48%0.62%8.37%0.69%-0.34%3.89%-0.06%6.78%
2024-0.45%5.87%5.60%-5.57%5.52%-1.91%8.69%-1.32%2.37%-1.22%11.63%-8.21%20.88%
20239.60%-5.07%-5.12%-3.34%-3.07%11.03%7.16%-2.86%-1.82%-5.36%7.40%10.66%18.04%
2022-1.64%2.86%2.23%-6.11%0.85%-14.60%10.11%-2.29%-13.06%16.57%4.12%-7.81%-12.46%
20218.86%10.34%4.48%1.65%7.37%3.95%-7.27%2.15%0.86%3.67%-5.40%4.53%39.43%

Benchmark Metrics

PIMCO RAE PLUS Small Fund has an annualized alpha of 0.31%, beta of 1.12, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since October 04, 2011.

  • This fund participated in 121.11% of S&P 500 Index downside but only 121.08% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.12 and R2 of 0.67, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.31%
Beta
1.12
0.67
Upside Capture
121.08%
Downside Capture
121.11%

Expense Ratio

PCFIX has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PCFIX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


PCFIX Risk / Return Rank: 6262
Overall Rank
PCFIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PCFIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
PCFIX Omega Ratio Rank: 4545
Omega Ratio Rank
PCFIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
PCFIX Martin Ratio Rank: 7272
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PIMCO RAE PLUS Small Fund (PCFIX) and compare them to S&P 500 Index.


PCFIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.14

2.39

-0.25

Sortino ratio

Return per unit of downside risk

3.04

3.25

-0.21

Omega ratio

Gain probability vs. loss probability

1.36

1.43

-0.07

Calmar ratio

Return relative to maximum drawdown

4.28

3.11

+1.17

Martin ratio

Return relative to average drawdown

13.79

14.38

-0.59

Dividends

Dividend History

PIMCO RAE PLUS Small Fund provided a 2.55% dividend yield over the last twelve months, with an annual payout of $0.54 per share.


0.00%50.00%100.00%150.00%200.00%$0.00$10.00$20.00$30.00$40.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.54$0.41$1.07$0.33$1.77$38.29$7.23$1.16$4.78$4.44$0.00$9.24

Dividend yield

2.55%2.24%6.12%2.12%13.29%224.73%18.00%2.63%12.78%9.33%0.00%26.50%

Monthly Dividends

The table displays the monthly dividend distributions for PIMCO RAE PLUS Small Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.13$0.00$0.00$0.00$0.13
2025$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.16$0.00$0.00$0.00$0.41
2024$0.00$0.00$0.43$0.00$0.00$0.33$0.00$0.00$0.30$0.00$0.00$0.00$1.07
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2022$0.00$0.00$1.22$0.00$0.00$0.21$0.00$0.00$0.17$0.00$0.00$0.18$1.77
2021$0.00$0.00$6.92$0.00$0.00$3.52$0.00$0.00$4.76$0.00$0.00$23.09$38.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO RAE PLUS Small Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PIMCO RAE PLUS Small Fund was 52.02%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-52.02%Mar 2020
1y 6mo8mo 16d
2y 3moSep 2018 - Dec 2020
Bear market2022
-28.76%Sep 2022
10mo 21d1y 5mo
2y 3moNov 2021 - Mar 2024
2025 selloff2025
-28.08%Apr 2025
4mo 13d8mo 6d
1y 14dNov 2024 - Dec 2025
2016 bear market2016
-27.81%Feb 2016
7mo 22d6mo 29d
1y 2moJun 2015 - Sep 2016
2021 correction2021
-14.82%Aug 2021
2mo 11d2mo 16d
4mo 27dJun 2021 - Nov 2021

Drawdown Indicators


PCFIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-56.78%

+4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-9.10%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-28.08%

-18.90%

-9.18%

Max Drawdown (5Y)

Largest decline over 5 years

-28.76%

-25.43%

-3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-52.02%

-33.92%

-18.10%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.85%

-10.72%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

1.97%

+0.78%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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