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ISIN
US72201P1003
Issuer
PIMCO
Inception Date
Oct 28, 2008
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PGAIX Performance Chart

PIMCO Global Core Asset Allocation Fund (PGAIX) is up 12.6% since the beginning of the year. PGAIX is currently trading at $19 per share. Investors who bought $1,000 worth of PGAIX shares 5 years ago would now be looking at an investment worth $1,527.


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S&P 500 Index

Returns By Period

PIMCO Global Core Asset Allocation Fund (PGAIX) has returned 12.64% so far this year and 28.58% over the past 12 months. Over the last ten years, PGAIX has returned 9.33% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


PIMCO Global Core Asset Allocation Fund

1D
0.22%
1M
2.03%
YTD
12.64%
6M
13.01%
1Y
28.58%
3Y*
17.82%
5Y*
8.84%
10Y*
9.33%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGAIX Monthly Returns History

Based on dividend-adjusted daily data since Oct 30, 2008, PGAIX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.14%3.20%-6.05%6.19%4.59%0.46%12.64%
20253.00%0.99%-2.75%-0.13%3.91%3.37%0.82%2.24%2.52%2.33%0.70%2.13%20.68%
20243.22%2.23%2.67%-3.51%3.71%1.65%1.41%1.60%1.64%-1.88%2.53%-1.15%14.76%
20234.79%-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 1.07%, beta of 0.48, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 30, 2008.

  • This fund participated in 68.63% of S&P 500 Index downside but only 56.94% 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
1.07%
Beta
0.48
0.78
Upside Capture
56.94%
Downside Capture
68.63%

Expense Ratio

PGAIX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PGAIX ranks 93 for risk / return — in the top 93% 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.


PGAIX Risk / Return Rank: 9393
Overall Rank
PGAIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PGAIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PGAIX Omega Ratio Rank: 9393
Omega Ratio Rank
PGAIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PGAIX Martin Ratio Rank: 9090
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 Global Core Asset Allocation Fund (PGAIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PGAIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.68

1.37

+0.31

Calmar ratioReturn relative to maximum drawdown

3.90

2.78

+1.12

Martin ratioReturn relative to average drawdown

16.59

12.44

+4.15

Dividends

Dividend History

PIMCO Global Core Asset Allocation Fund provided a 7.36% dividend yield over the last twelve months, with an annual payout of $1.36 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.502016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$1.36$0.31$0.63$0.21$0.13$0.16$1.47$0.33$0.37$0.21$0.19

Dividend yield

7.36%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.13$0.00$0.00$0.92$1.05
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 0.38%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-26.75%Mar 2020
1mo 9d4mo 14d
5mo 23dFeb 2020 - Aug 2020
Bear market2022
-22.49%Oct 2022
9mo 10d1y 5mo
2y 2moJan 2022 - Mar 2024
2016 correction2016
-16.84%Feb 2016
9mo 19d1y 11d
1y 10moApr 2015 - Feb 2017
2013 correction2013
-14.27%Jun 2013
1mo 16d1y 8mo
1y 10moMay 2013 - Mar 2015
Financial crisis2007–2009
-14.11%Mar 2009
4mo 4d2mo 21d
6mo 25dNov 2008 - May 2009

Drawdown Indicators


PGAIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.75%

-56.78%

+30.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-9.10%

+1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-10.71%

-18.90%

+8.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.49%

-25.43%

+2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-26.75%

-33.92%

+7.17%

Current Drawdown

Current decline from peak

-0.38%

-1.80%

+1.42%

Average Drawdown

Average peak-to-trough decline

-4.66%

-10.71%

+6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.03%

-0.32%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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