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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PIMCO Global Core Asset 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.
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Returns By Period
PIMCO Global Core Asset Allocation Fund (PGAIX) has returned -0.31% so far this year and 18.93% over the past 12 months. Over the last ten years, PGAIX has returned 8.16% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
PIMCO Global Core Asset Allocation Fund
- 1D
- 0.00%
- 1M
- -7.24%
- YTD
- -0.31%
- 6M
- 4.92%
- 1Y
- 18.93%
- 3Y*
- 14.29%
- 5Y*
- 6.98%
- 10Y*
- 8.16%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 30, 2008, PGAIX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, your investment would double in approximately 10.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +8.6%, while the worst month was Mar 2020 at -10.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, PGAIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +5.7%, while the worst single day was Mar 12, 2020 at -7.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.14% | 3.20% | -7.24% | -0.31% | |||||||||
| 2025 | 3.00% | 0.99% | -2.75% | -0.13% | 3.91% | 3.37% | 0.82% | 2.24% | 2.52% | 2.33% | 0.70% | 2.13% | 20.68% |
| 2024 | 3.22% | 2.23% | 2.67% | -3.51% | 3.71% | 1.65% | 1.41% | 1.60% | 1.64% | -1.88% | 2.53% | -1.15% | 14.76% |
| 2023 | 4.79% | -3.23% | 2.57% | 0.88% | -1.19% | 3.17% | 2.35% | -2.22% | -4.30% | -2.70% | 7.81% | 4.66% | 12.48% |
| 2022 | -4.19% | -2.96% | 0.51% | -6.29% | 0.23% | -6.74% | 5.56% | -2.75% | -6.87% | 3.21% | 5.29% | -2.86% | -17.38% |
| 2021 | -0.89% | 0.97% | 1.88% | 2.80% | 1.50% | 0.78% | 0.84% | 1.60% | -2.94% | 2.40% | -0.96% | 2.99% | 11.35% |
Benchmark Metrics
PIMCO Global Core Asset Allocation Fund has an annualized alpha of 0.92%, beta of 0.48, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 31, 2008.
- This fund participated in 68.93% of S&P 500 Index downside but only 57.12% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.48 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.92%
- Beta
- 0.48
- R²
- 0.78
- Upside Capture
- 57.12%
- Downside Capture
- 68.93%
Expense Ratio
PGAIX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
PGAIX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PIMCO Global Core Asset Allocation Fund (PGAIX) and compare them to a chosen benchmark (S&P 500 Index).
| PGAIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 0.90 | +1.12 |
Sortino ratioReturn per unit of downside risk | 2.62 | 1.39 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.21 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.40 | +0.69 |
Martin ratioReturn relative to average drawdown | 8.82 | 6.61 | +2.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PGAIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
PIMCO Global Core Asset Allocation Fund provided a 2.56% dividend yield over the last twelve months, with an annual payout of $0.44 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.44 | $0.31 | $0.63 | $0.21 | $0.13 | $0.16 | $1.47 | $0.33 | $0.37 | $0.21 | $0.19 |
Dividend yield | 2.56% | 1.78% | 4.27% | 1.54% | 1.07% | 1.10% | 10.94% | 2.49% | 3.12% | 1.67% | 1.66% |
Monthly Dividends
The table displays the monthly dividend distributions for PIMCO Global Core Asset Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.13 | $0.13 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.18 | $0.31 |
| 2024 | $0.37 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.63 |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.21 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.13 |
| 2021 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 |
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 Global Core Asset 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 Global Core Asset Allocation Fund was 26.75%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current PIMCO Global Core Asset Allocation Fund drawdown is 7.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.75% | Feb 13, 2020 | 27 | Mar 23, 2020 | 93 | Aug 4, 2020 | 120 |
| -22.49% | Jan 5, 2022 | 194 | Oct 12, 2022 | 361 | Mar 21, 2024 | 555 |
| -16.84% | Apr 28, 2015 | 201 | Feb 11, 2016 | 258 | Feb 21, 2017 | 459 |
| -14.27% | May 9, 2013 | 32 | Jun 24, 2013 | 438 | Mar 20, 2015 | 470 |
| -14.11% | Nov 5, 2008 | 84 | Mar 9, 2009 | 57 | May 29, 2009 | 141 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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