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ISIN
US04045F5926
CUSIP
69447T771
Inception Date
Jun 29, 2011
Category
Bank Loan
Min. Investment
$500,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

PLFRX Performance Chart

Pacific Funds Floating Rate Income (PLFRX) is up 1.0% since the beginning of the year. PLFRX is currently trading at $9 per share. Investors who bought $1,000 worth of PLFRX shares 5 years ago would now be looking at an investment worth $1,326.


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S&P 500 Index

Returns By Period

Pacific Funds Floating Rate Income (PLFRX) has returned 0.99% so far this year and 5.81% over the past 12 months. Over the last ten years, PLFRX has returned 5.08% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Pacific Funds Floating Rate Income

1D
0.00%
1M
0.12%
YTD
0.99%
6M
1.61%
1Y
5.81%
3Y*
7.99%
5Y*
5.81%
10Y*
5.08%

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)

PLFRX Monthly Returns History

Based on dividend-adjusted daily data since Jul 1, 2011, PLFRX's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.

Historically, 76% of months were positive and 24% were negative. The best month was Oct 2011 with a return of +4.3%, while the worst month was Mar 2020 at -9.5%. The longest winning streak lasted 21 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PLFRX closed higher 29% of trading days. The best single day was Mar 26, 2020 with a return of +3.8%, while the worst single day was Mar 19, 2020 at -3.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.03%-1.21%0.74%1.28%0.55%-0.32%0.99%
20250.62%0.11%-0.36%0.08%1.38%0.95%0.84%0.61%0.60%0.37%0.59%0.72%6.68%
20240.56%1.11%0.97%0.56%0.74%0.37%0.69%0.40%0.68%0.69%0.86%0.46%8.38%
20232.64%0.57%0.32%1.30%-0.25%2.16%1.44%1.18%0.66%0.17%1.40%1.57%13.94%
20220.40%-0.43%0.04%-0.16%-2.49%-2.99%1.87%1.61%-2.45%1.26%1.29%0.18%-2.01%
20210.85%0.46%0.01%0.53%0.62%0.42%-0.06%0.43%0.55%-0.00%-0.05%0.52%4.36%

Benchmark Metrics

Pacific Funds Floating Rate Income has an annualized alpha of 4.01%, beta of 0.07, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since July 01, 2011.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (19.89%) than losses (10.70%) - typical of diversified or defensive assets.
  • Beta of 0.07 may look defensive, but with R2 of 0.12 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 0.12 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.

Alpha
4.01%
Beta
0.07
0.12
Upside Capture
19.89%
Downside Capture
10.70%

Expense Ratio

PLFRX has an expense ratio of 0.68%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PLFRX ranks 82 for risk / return — in the top 82% 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.


PLFRX Risk / Return Rank: 8282
Overall Rank
PLFRX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PLFRX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PLFRX Omega Ratio Rank: 9696
Omega Ratio Rank
PLFRX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PLFRX Martin Ratio Rank: 6262
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 Pacific Funds Floating Rate Income (PLFRX) 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.


PLFRXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+2.50

Omega ratioGain probability vs. loss probability

1.80

1.37

+0.44

Calmar ratioReturn relative to maximum drawdown

3.37

2.78

+0.58

Martin ratioReturn relative to average drawdown

11.48

12.44

-0.96

Dividends

Dividend History

Pacific Funds Floating Rate Income provided a 7.10% dividend yield over the last twelve months, with an annual payout of $0.66 per share.


4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.66$0.68$0.80$0.85$0.40$0.36$0.36$0.51$0.49$0.45$0.43$0.44

Dividend yield

7.10%7.18%8.47%8.92%4.39%3.65%3.68%5.10%5.03%4.46%4.21%4.52%

Monthly Dividends

The table displays the monthly dividend distributions for Pacific Funds Floating Rate Income. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.05$0.07$0.05$0.05$0.00$0.26
2025$0.06$0.05$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.05$0.05$0.06$0.68
2024$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.07$0.06$0.06$0.80
2023$0.06$0.06$0.07$0.07$0.08$0.07$0.07$0.07$0.07$0.08$0.07$0.08$0.85
2022$0.03$0.03$0.03$0.03$0.00$0.00$0.00$0.05$0.05$0.05$0.06$0.07$0.40
2021$0.03$0.04$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.04$0.03$0.36

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 Pacific Funds Floating Rate Income. 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 Pacific Funds Floating Rate Income was 18.75%, occurring on Mar 23, 2020. Recovery took 175 trading sessions.

The current Pacific Funds Floating Rate Income drawdown is 0.32%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-18.75%Mar 2020
1mo 19d8mo 12d
10mo 1dFeb 2020 - Nov 2020
2011 pullback2011
-6.51%Aug 2011
26d4mo 14d
5mo 10dJul 2011 - Jan 2012
Bear market2022
-6.44%Jul 2022
5mo 3d6mo 29d
12mo 2dFeb 2022 - Jan 2023
Rate-hike selloffLate 2018
-3.98%Dec 2018
2mo 19d2mo
4mo 19dOct 2018 - Feb 2019
2014 pullback2014
-3.23%Dec 2014
3mo 9d4mo 5d
7mo 14dSep 2014 - Apr 2015

Drawdown Indicators


PLFRXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-56.78%

+38.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

-9.10%

+7.37%

Max Drawdown (3Y)

Largest decline over 3 years

-2.17%

-18.90%

+16.73%

Max Drawdown (5Y)

Largest decline over 5 years

-6.44%

-25.43%

+18.99%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

-33.92%

+15.17%

Current Drawdown

Current decline from peak

-0.32%

-1.80%

+1.48%

Average Drawdown

Average peak-to-trough decline

-0.73%

-10.71%

+9.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

2.03%

-1.52%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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