PIMCO RAE US Fund (PKAIX) Sharpe Ratio: 1.40

PKAIX's Sharpe Ratio of 1.40 indicates that for each unit of volatility, it generates 1.40 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.

PKAIX Sharpe Ratio Rank

Above Average

PKAIX ranks above 77.1% 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

PKAIX Sharpe Ratio Market Positioning

The chart shows PKAIX'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%): 0.71 or lower
Yellow zone (middle 50%): 0.71 to 1.43
Green zone (top 25%): 1.43 or higher
Top 1%: 3.54+
Median: 1.04 — half of all investments score higher

How it compares to other similar mutual funds

The table compares PIMCO RAE US Fund's Sharpe Ratio with other mutual funds in the Large Cap Value Equities category across multiple time periods, showing how PKAIX'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
VIHAX	Vanguard International High Dividend Yield Index Fund Admiral Shares	2.32
TOWFX	Towpath Focus Fund	1.86
FGINX	Delaware Growth and Income Fund	1.84
DODFX	Dodge & Cox International Stock Fund	1.82
VALAX	Al Frank Fund	1.63
NPRTX	Neuberger Berman Large Cap Value Fund	1.59
SLVRX	Columbia Select Large Cap Value Fund Class R	1.59
NEIMX	Neiman Large Cap Value Fund	1.58
BBISX	Sterling Capital Behavioral Large Cap Value Equity Fund	1.57
FDGFX	Fidelity Dividend Growth Fund	1.53
PKAIX	PIMCO RAE US Fund	1.40

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows PKAIX'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 PKAIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore PKAIX risk-adjusted metrics in detail

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

PKAIX Sortino Ratio