PIMCO Moderate Duration Fund (PMDRX)

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The chart shows the growth of an initial investment of $10,000 in PIMCO Moderate Duration Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

PIMCO Moderate Duration Fund (PMDRX) has returned -1.15% so far this year and 4.25% over the past 12 months. Over the last ten years, PMDRX has returned 2.37% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Dec 31, 1996, PMDRX's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, your investment would double in approximately 15.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Dec 2008 with a return of +4.3%, while the worst month was Sep 2008 at -4.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PMDRX closed higher 41% of trading days. The best single day was May 29, 2009 with a return of +1.6%, while the worst single day was Sep 16, 2008 at -1.9%.

PIMCO Moderate Duration Fund has an annualized alpha of 4.71%, beta of -0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 02, 1997.

• This fund captured 12.82% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.64%) — a profile typical of hedging or uncorrelated assets.
• Beta of -0.01 may look defensive, but with R² of 0.00 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 0.00 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.

PMDRX has an expense ratio of 0.46%, placing it in the medium range.

PMDRX ranks 70 for risk / return — better than 70% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for PIMCO Moderate Duration Fund (PMDRX) and compare them to a chosen benchmark (S&P 500 Index).

PIMCO Moderate Duration Fund provided a 4.09% dividend yield over the last twelve months, with an annual payout of $0.38 per share. The fund has been increasing its distributions for 4 consecutive years.

The table displays the monthly dividend distributions for PIMCO Moderate Duration Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the PIMCO Moderate Duration 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 Moderate Duration Fund was 13.19%, occurring on Oct 20, 2022. Recovery took 591 trading sessions.

The current PIMCO Moderate Duration Fund drawdown is 2.60%.

The chart below shows the rolling one-month volatility.