PCM Fund Inc. (PCM) Sortino Ratio
Sortino ratio is not yet available for PCM. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
PCM Sortino Ratio Rank
PCM ranks above 8.9% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
How it compares to other similar mutual funds
The table compares PCM's Sortino Ratio with other similar investments across multiple time periods.
Data shows available time periods plus all-time averages, as of Feb 7, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XILSX | Pioneer ILS Interval Fund | 71.70 | |||
| SRRIX | Stone Ridge Reinsurance Risk Premium Interval Fund | 44.31 | |||
| CBYYX | Victory Pioneer Cat Bond Fund Class Y | 25.47 | |||
| FHQFX | Fidelity Series Treasury Bill Index Fund | 23.67 | |||
| NUSIX | Navigator Ultra Short Term Bond Fund | 20.79 | |||
| PAIPX | PIMCO Short Asset Investment Fund | 18.97 | |||
| CAPIX | Calamos Aksia Alternative Credit and Income Fund Class I | 18.85 | |||
| MUIIX | Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio | 18.58 | |||
| ATOIX | abrdn Ultra Short Municipal Income Fund | 18.38 | |||
| BUBSX | Baird Ultra Short Bond Fund | 17.90 | |||
| PCM | PCM Fund Inc. | 0.22 |
Historical Sortino Ratio
The chart shows PCM's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when PCM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore PCM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.