- ISIN
- US72202L4216
- Issuer
- PIMCO
- Inception Date
- Jun 5, 2015
- Category
- Small Cap Value Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
PMJIX Performance Chart
PIMCO RAE US Small Fund (PMJIX) is up 19.0% since the beginning of the year. PMJIX is currently trading at $14 per share. Investors who bought $1,000 worth of PMJIX shares 5 years ago would now be looking at an investment worth $1,757.
Loading charts...
Returns By Period
PIMCO RAE US Small Fund (PMJIX) has returned 19.00% so far this year and 37.25% over the past 12 months. Over the last ten years, PMJIX has had an annualized return of 13.75%, just under the S&P 500 Index benchmark’s 13.88%.
PIMCO RAE US Small Fund
- 1D
- 0.80%
- 1M
- 4.53%
- YTD
- 19.00%
- 6M
- 15.62%
- 1Y
- 37.25%
- 3Y*
- 21.25%
- 5Y*
- 11.93%
- 10Y*
- 13.75%
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%
PMJIX Monthly Returns History
Based on dividend-adjusted daily data since Jun 5, 2015, PMJIX's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +19.7%, while the worst month was Mar 2020 at -27.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, PMJIX closed higher 50% of trading days. The best single day was Dec 9, 2021 with a return of +61.2%, while the worst single day was Dec 10, 2021 at -39.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.27% | 2.08% | -4.16% | 10.98% | 3.60% | 2.44% | 19.00% | ||||||
| 2025 | 3.07% | -7.15% | -4.31% | -4.31% | 4.20% | 2.88% | 0.84% | 6.76% | 1.39% | -0.77% | 3.88% | -0.56% | 5.11% |
| 2024 | -0.31% | 5.63% | 5.62% | -5.04% | 6.39% | -2.03% | 7.45% | -2.19% | 2.51% | -1.23% | 11.44% | -6.49% | 22.05% |
| 2023 | 9.58% | -4.26% | -4.10% | -3.05% | -2.90% | 10.89% | 7.25% | -2.84% | -1.46% | -5.01% | 6.47% | 9.78% | 19.77% |
| 2022 | -1.39% | 3.79% | 2.40% | -5.91% | 2.28% | -12.39% | 9.19% | -2.21% | -11.89% | 17.61% | 5.14% | -7.20% | -4.62% |
| 2021 | 9.49% | 10.15% | 4.79% | 2.07% | 6.30% | 4.74% | -7.61% | 2.79% | 0.73% | 4.60% | -5.72% | 2.69% | 39.15% |
Benchmark Metrics
PIMCO RAE US Small Fund has an annualized alpha of 2.75%, beta of 1.02, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since June 05, 2015.
- This fund participated in 110.46% of S&P 500 Index downside but only 108.08% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.33 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
- 2.75%
- Beta
- 1.02
- R²
- 0.33
- Upside Capture
- 108.08%
- Downside Capture
- 110.46%
Expense Ratio
PMJIX has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PMJIX ranks 72 for risk / return — better than 72% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PIMCO RAE US Small Fund (PMJIX) 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.
| PMJIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.90 | 2.78 | +2.12 |
| Martin ratioReturn relative to average drawdown | 14.55 | 12.44 | +2.11 |
Dividends
Dividend History
PIMCO RAE US Small Fund provided a 2.65% dividend yield over the last twelve months, with an annual payout of $0.37 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.37 | $0.37 | $0.37 | $0.12 | $0.81 | $6.16 | $1.05 | $0.18 | $0.73 | $0.55 | $0.14 | $0.15 |
Dividend yield | 2.65% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Monthly Dividends
The table displays the monthly dividend distributions for PIMCO RAE US Small Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.37 | $0.37 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.81 | $0.81 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.16 | $6.16 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the PIMCO RAE US Small 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 RAE US Small Fund was 49.75%, occurring on Sep 26, 2022. Recovery took 901 trading sessions.
The current PIMCO RAE US Small Fund drawdown is 2.12%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -49.75%Sep 2022 | 9mo 20d | 3y 7mo | 4y 4moDec 2021 - May 2026 |
COVID crash2020 | -48.16%Mar 2020 | 1y 6mo | 8mo 20d | 2y 3moSep 2018 - Dec 2020 |
2016 bear market2016 | -23.68%Feb 2016 | 7mo 22d | 6mo 14d | 1y 2moJun 2015 - Aug 2016 |
2021 correction2021 | -14.37%Dec 2021 | 22d | 8d | 1moNov 2021 - Dec 2021 |
2021 correction2021 | -13.61%Aug 2021 | 2mo 4d | 2mo 7d | 4mo 11dJun 2021 - Oct 2021 |
Drawdown Indicators
| PMJIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.75% | -56.78% | +7.03% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -9.10% | +1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -26.04% | -18.90% | -7.14% |
Max Drawdown (5Y)Largest decline over 5 years | -49.75% | -25.43% | -24.32% |
Max Drawdown (10Y)Largest decline over 10 years | -49.75% | -33.92% | -15.83% |
Current DrawdownCurrent decline from peak | -2.12% | -1.80% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -16.15% | -10.71% | -5.44% |
Ulcer IndexDepth 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.
Loading charts...
Build a portfolio with PMJIX
Add PIMCO RAE US Small Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with PMJIX