PIMCO GNMA and Government Securities Fund (PDMIX) Sharpe Ratio: 1.10

PDMIX's Sharpe Ratio of 1.10 indicates that for each unit of volatility, it generates 1.10 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

PDMIX Sharpe Ratio Rank

Above Average

PDMIX ranks above 61.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

PDMIX Sharpe Ratio Market Positioning

The chart shows PDMIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.65 or lower
Yellow zone (middle 50%): 0.65 to 1.37
Green zone (top 25%): 1.37 or higher
Top 1%: 3.59+
Median: 1.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares PIMCO GNMA and Government Securities Fund's Sharpe Ratio with other mutual funds in the Government Bonds category across multiple time periods, showing how PDMIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.

Symbol	Name	1Y Sharpe Ratio
GUSTX	GMO U.S. Treasury Fund	3.37
FEUGX	Federated Hermes Adjustable Rate Fund	3.33
VSBIX	Vanguard Short-Term Treasury Index Fund Institutional Shares	2.66
VSBSX	Vanguard Short-Term Treasury Index Fund Admiral Shares	2.56
MDSIX	Integrity Short Term Government Fund	2.34
TCSGX	SEI Daily Income Trust Short-Duration Government Fund	2.04
CFSTX	Commerce Short Term Government Fund	1.99
NEFLX	Loomis Sayles Limited Term Government And Agency Fund	1.95
VFFIX	Victory INCORE Fund for Income Class I	1.94
TWUSX	American Century Short-Term Government Fund	1.94
PDMIX	PIMCO GNMA and Government Securities Fund	1.10

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows PDMIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PDMIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore PDMIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

PDMIX Sortino Ratio