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CUSIP
72202L454
Issuer
PIMCO
Inception Date
Jun 5, 2015
Region
North America (United States)
Leveraged
1x (No leverage)
Min. Investment
$1,000
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

PMJAX Performance Chart

PIMCO RAE US Small Fund Class A (PMJAX) is up 18.8% since the beginning of the year. PMJAX is currently trading at $13 per share. Investors who bought $1,000 worth of PMJAX shares 5 years ago would now be looking at an investment worth $1,716.


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S&P 500 Index

Returns By Period

PIMCO RAE US Small Fund Class A (PMJAX) has returned 18.76% so far this year and 37.00% over the past 12 months. Over the last ten years, PMJAX has had an annualized return of 13.24%, just under the S&P 500 Index benchmark’s 13.54%.


PIMCO RAE US Small Fund Class A

1D
0.77%
1M
4.52%
YTD
18.76%
6M
15.83%
1Y
37.00%
3Y*
20.63%
5Y*
11.40%
10Y*
13.24%

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMJAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, PMJAX's average daily return is +0.07%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +19.7%, while the worst month was Mar 2020 at -27.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PMJAX closed higher 50% of trading days. The best single day was Dec 9, 2021 with a return of +63.2%, while the worst single day was Dec 10, 2021 at -40.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.16%2.10%-4.20%10.90%3.63%2.41%18.76%
20253.02%-7.12%-4.31%-4.40%4.08%2.92%0.88%6.69%1.27%-0.81%3.89%-0.40%4.89%
2024-0.43%5.64%5.54%-5.06%6.35%-2.12%7.48%-2.29%2.53%-1.28%11.39%-7.22%20.53%
20239.57%-4.19%-4.25%-3.05%-2.88%10.92%7.05%-2.72%-1.52%-5.09%6.49%10.07%19.76%
2022-1.43%3.80%2.37%-6.00%2.24%-12.38%9.13%-2.29%-11.84%17.55%5.09%-7.32%-5.07%
20219.36%10.15%4.72%2.04%6.27%4.76%-7.68%2.77%0.67%4.62%-5.77%2.61%38.48%

Benchmark Metrics

PIMCO RAE US Small Fund Class A has an annualized alpha of 3.57%, beta of 1.03, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund captured 108.92% of S&P 500 Index gains and 108.73% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.31 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
3.57%
Beta
1.03
0.31
Upside Capture
108.92%
Downside Capture
108.73%

Expense Ratio

PMJAX has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PMJAX ranks 71 for risk / return — better than 71% 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.


PMJAX Risk / Return Rank: 7171
Overall Rank
PMJAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PMJAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
PMJAX Omega Ratio Rank: 5151
Omega Ratio Rank
PMJAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PMJAX Martin Ratio Rank: 8383
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 RAE US Small Fund Class A (PMJAX) 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.


PMJAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

4.84

2.66

+2.18

Martin ratioReturn relative to average drawdown

14.41

11.86

+2.54

Dividends

Dividend History

PIMCO RAE US Small Fund Class A provided a 2.79% dividend yield over the last twelve months, with an annual payout of $0.37 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.37$0.37$0.27$0.13$0.79$6.14$1.03$0.15$0.73$0.52$0.13

Dividend yield

2.79%3.31%2.48%1.40%10.08%67.74%9.44%1.37%7.72%4.51%1.16%

Monthly Dividends

The table displays the monthly dividend distributions for PIMCO RAE US Small Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.79
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.14$6.14

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 RAE US Small Fund Class A. 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 RAE US Small Fund Class A was 50.53%, occurring on Sep 26, 2022. Recovery took 917 trading sessions.

The current PIMCO RAE US Small Fund Class A drawdown is 2.08%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-50.53%Sep 2022
9mo 20d3y 8mo
4y 5moDec 2021 - May 2026
COVID crash2020
-48.49%Mar 2020
1y 6mo8mo 21d
2y 3moSep 2018 - Dec 2020
2021 correction2021
-14.41%Dec 2021
22d8d
1moNov 2021 - Dec 2021
2021 correction2021
-13.66%Aug 2021
2mo 4d2mo 7d
4mo 11dJun 2021 - Oct 2021
2016 correction2016
-11.71%Feb 2016
1mo 6d21d
1mo 27dJan 2016 - Mar 2016

Drawdown Indicators


PMJAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.53%

-56.78%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.66%

-9.10%

+1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-26.72%

-18.90%

-7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-50.53%

-25.43%

-25.10%

Max Drawdown (10Y)

Largest decline over 10 years

-50.53%

-33.92%

-16.61%

Current Drawdown

Current decline from peak

-2.08%

-2.49%

+0.41%

Average Drawdown

Average peak-to-trough decline

-16.95%

-10.72%

-6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.03%

+0.53%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add PIMCO RAE US Small Fund Class A to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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