Pimco Dynamic Credit Allocation Fund (PDCC)

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The chart shows the growth of an initial investment of $10,000 in Pimco Dynamic Credit Allocation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Based on dividend-adjusted daily data since Jul 18, 2024, PDCC's average daily return is -0.03%, while the average monthly return is -0.61%.

Historically, 50% of months were positive and 50% were negative. The best month was Aug 2025 with a return of +9.4%, while the worst month was Jul 2025 at -8.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PDCC closed higher 43% of trading days. The best single day was Apr 15, 2025 with a return of +10.0%, while the worst single day was Jul 30, 2025 at -6.8%.

Pimco Dynamic Credit Allocation Fund has an annualized alpha of -9.23%, beta of 0.17, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 19, 2024.

• This fund participated in 92.65% of S&P 500 Index downside but only -8.21% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.17 may look defensive, but with R² of 0.02 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R² of 0.02 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

The table below present risk-adjusted performance metrics for Pimco Dynamic Credit Allocation Fund (PDCC) and compare them to a chosen benchmark (S&P 500 Index).

Pimco Dynamic Credit Allocation Fund provided a 16.31% dividend yield over the last twelve months, with an annual payout of $2.20 per share.

The table displays the monthly dividend distributions for Pimco Dynamic Credit Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Pimco Dynamic Credit Allocation 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 Dynamic Credit Allocation Fund was 26.58%, occurring on Dec 26, 2025. The portfolio has not yet recovered.

The chart below shows the rolling one-month volatility.