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PIMCO Mortgage Opportunities and Bond Fund (PMZIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US72201U6385

Issuer

PIMCO

Inception Date

Oct 21, 2012

Min. Investment

$1,000,000

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PMZIX vs. CLMVX PMZIX vs. BIL PMZIX vs. FSRNX PMZIX vs. AGG PMZIX vs. GIOIX
Popular comparisons:
PMZIX vs. CLMVX PMZIX vs. BIL PMZIX vs. FSRNX PMZIX vs. AGG PMZIX vs. GIOIX

Performance

Performance Chart

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


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.49%
12.53%
PMZIX (PIMCO Mortgage Opportunities and Bond Fund)
Benchmark (^GSPC)

Returns By Period

PIMCO Mortgage Opportunities and Bond Fund had a return of 4.69% year-to-date (YTD) and 8.15% in the last 12 months. Over the past 10 years, PIMCO Mortgage Opportunities and Bond Fund had an annualized return of 3.15%, while the S&P 500 had an annualized return of 11.21%, indicating that PIMCO Mortgage Opportunities and Bond Fund did not perform as well as the benchmark.


PMZIX

YTD

4.69%

1M

-0.02%

6M

3.49%

1Y

8.15%

5Y (annualized)

2.47%

10Y (annualized)

3.15%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of PMZIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.41%0.07%1.06%-1.24%1.57%0.70%1.95%1.13%0.81%-1.60%4.69%
20232.02%-0.53%0.41%0.47%0.16%0.60%0.45%0.06%-0.96%-1.44%3.28%2.35%6.97%
2022-0.29%-0.36%-1.37%-1.97%-0.27%-1.98%1.49%-0.61%-2.73%-0.91%1.51%0.54%-6.84%
20210.52%0.16%-0.27%0.56%-0.02%0.36%0.65%-0.01%-0.10%0.00%0.08%0.10%2.05%
20200.75%0.52%-4.77%2.21%1.33%1.30%0.85%1.09%0.26%0.29%0.80%0.83%5.43%
20190.55%0.25%0.74%0.36%0.39%0.53%0.46%0.29%0.43%0.64%-0.09%0.36%5.02%
2018-0.27%-0.02%0.56%-0.10%0.55%0.09%0.17%0.39%0.05%0.09%0.19%-0.17%1.55%
20170.72%0.52%0.29%0.61%1.00%0.19%0.52%0.99%0.09%0.26%0.00%0.16%5.49%
20160.16%-0.29%1.01%0.82%0.17%0.99%0.91%0.01%0.83%0.44%-0.80%0.60%4.95%
20150.71%0.25%0.36%0.45%0.28%-0.09%0.39%-0.10%0.27%0.20%0.08%-0.11%2.73%
20141.35%0.58%0.16%0.42%1.07%0.14%0.25%0.52%-0.07%0.49%0.43%-0.17%5.29%
20130.91%0.51%0.52%1.04%-0.37%-1.74%0.07%0.07%1.26%1.08%0.33%-0.38%3.32%

Expense Ratio

PMZIX features an expense ratio of 0.60%, falling within the medium range.


Expense ratio chart for PMZIX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PMZIX is 65, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PMZIX is 6565
Combined Rank
The Sharpe Ratio Rank of PMZIX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of PMZIX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of PMZIX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of PMZIX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PMZIX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PIMCO Mortgage Opportunities and Bond Fund (PMZIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PMZIX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.005.002.082.53
The chart of Sortino ratio for PMZIX, currently valued at 3.39, compared to the broader market0.005.0010.003.393.39
The chart of Omega ratio for PMZIX, currently valued at 1.41, compared to the broader market1.002.003.004.001.411.47
The chart of Calmar ratio for PMZIX, currently valued at 2.09, compared to the broader market0.005.0010.0015.0020.002.093.65
The chart of Martin ratio for PMZIX, currently valued at 9.42, compared to the broader market0.0020.0040.0060.0080.00100.009.4216.21
PMZIX
^GSPC

The current PIMCO Mortgage Opportunities and Bond Fund Sharpe ratio is 2.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PIMCO Mortgage Opportunities and Bond Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.08
2.53
PMZIX (PIMCO Mortgage Opportunities and Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

PIMCO Mortgage Opportunities and Bond Fund provided a 7.90% dividend yield over the last twelve months, with an annual payout of $0.73 per share.


4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.73$0.63$0.68$0.39$0.43$0.47$0.47$0.40$0.57$0.45$0.43$0.44

Dividend yield

7.90%6.69%7.19%3.62%3.95%4.35%4.34%3.61%5.24%4.11%3.89%4.01%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.06$0.06$0.06$0.05$0.06$0.06$0.06$0.07$0.06$0.06$0.00$0.59
2023$0.05$0.05$0.06$0.04$0.05$0.05$0.04$0.05$0.05$0.06$0.06$0.09$0.63
2022$0.03$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.05$0.04$0.04$0.27$0.68
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.07$0.39
2020$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.11$0.43
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.15$0.47
2018$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.14$0.47
2017$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.08$0.40
2016$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.25$0.57
2015$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.13$0.45
2014$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.02$0.02$0.06$0.43
2013$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.44

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.02%
-0.53%
PMZIX (PIMCO Mortgage Opportunities and Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO Mortgage Opportunities and Bond 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 Mortgage Opportunities and Bond Fund was 9.46%, occurring on Oct 20, 2022. Recovery took 321 trading sessions.

The current PIMCO Mortgage Opportunities and Bond Fund drawdown is 2.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.46%Dec 6, 2021221Oct 20, 2022321Feb 1, 2024542
-8.42%Mar 4, 202016Mar 25, 202069Jul 2, 202085
-3%May 3, 201347Jul 10, 201380Oct 31, 2013127
-2.32%Oct 2, 202421Oct 30, 2024
-1.81%Apr 1, 202419Apr 25, 202414May 15, 202433

Volatility

Volatility Chart

The current PIMCO Mortgage Opportunities and Bond Fund volatility is 0.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.90%
3.97%
PMZIX (PIMCO Mortgage Opportunities and Bond Fund)
Benchmark (^GSPC)