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Pacific Funds Portfolio Optimization Moderate-Cons...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US04045F4028
CUSIP
694289448
Inception Date
Dec 30, 2003
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Pacific Funds Portfolio Optimization Moderate-Conservative (POBAX) has returned -2.60% so far this year and 8.63% over the past 12 months. Over the last ten years, POBAX has returned 5.22% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Pacific Funds Portfolio Optimization Moderate-Conservative

1D
0.09%
1M
-4.90%
YTD
-2.60%
6M
-0.96%
1Y
8.63%
3Y*
8.00%
5Y*
2.92%
10Y*
5.22%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2004, POBAX's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, your investment would double in approximately 13.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +7.0%, while the worst month was Mar 2020 at -9.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, POBAX closed higher 50% of trading days. The best single day was Dec 8, 2022 with a return of +13.4%, while the worst single day was Dec 9, 2022 at -12.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.43%0.97%-4.90%-2.60%
20251.84%0.38%-2.18%0.10%2.61%2.83%0.73%1.64%1.43%1.06%0.70%-0.09%11.53%
20240.10%1.11%1.90%-2.75%2.72%0.98%2.33%1.61%1.50%-1.66%2.81%-2.57%8.17%
20234.61%-2.41%1.72%0.84%-1.05%2.43%1.65%-1.42%-2.89%-1.91%5.63%4.03%11.33%
2022-3.78%-2.25%-0.77%-5.77%0.27%-5.83%4.64%-2.77%-6.27%2.33%4.66%-2.05%-16.92%
2021-0.73%1.14%0.89%2.72%0.93%0.85%0.69%1.14%-2.33%2.07%-1.66%1.79%7.64%

Benchmark Metrics

Pacific Funds Portfolio Optimization Moderate-Conservative has an annualized alpha of 1.40%, beta of 0.39, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 05, 2004.

  • This fund participated in 53.61% of S&P 500 Index downside but only 47.66% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.39 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.40%
Beta
0.39
0.69
Upside Capture
47.66%
Downside Capture
53.61%

Expense Ratio

POBAX has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

POBAX ranks 57 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


POBAX Risk / Return Rank: 5757
Overall Rank
POBAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
POBAX Sortino Ratio Rank: 5555
Sortino Ratio Rank
POBAX Omega Ratio Rank: 5757
Omega Ratio Rank
POBAX Calmar Ratio Rank: 5252
Calmar Ratio Rank
POBAX 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 Portfolio Optimization Moderate-Conservative (POBAX) and compare them to a chosen benchmark (S&P 500 Index).


POBAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.18

Sortino ratio

Return per unit of downside risk

1.54

1.39

+0.15

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.30

1.40

-0.10

Martin ratio

Return relative to average drawdown

5.91

6.61

-0.69

Explore POBAX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Pacific Funds Portfolio Optimization Moderate-Conservative provided a 3.14% dividend yield over the last twelve months, with an annual payout of $0.34 per share.


5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.34$0.34$0.38$0.26$1.24$0.85$0.32$0.26$2.00$0.41$0.51$0.64

Dividend yield

3.14%3.06%3.68%2.67%13.64%6.84%2.56%2.31%20.06%3.22%4.32%5.46%

Monthly Dividends

The table displays the monthly dividend distributions for Pacific Funds Portfolio Optimization Moderate-Conservative. 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.24$1.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.85$0.85

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 Portfolio Optimization Moderate-Conservative. 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 Portfolio Optimization Moderate-Conservative was 29.15%, occurring on Mar 9, 2009. Recovery took 255 trading sessions.

The current Pacific Funds Portfolio Optimization Moderate-Conservative drawdown is 5.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.15%Nov 1, 2007339Mar 9, 2009255Mar 12, 2010594
-22.33%Nov 10, 2021234Oct 14, 2022484Sep 19, 2024718
-20.92%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-10.47%Jan 30, 2018228Dec 24, 2018115Jun 11, 2019343
-10.22%Apr 27, 2015202Feb 11, 2016104Jul 12, 2016306

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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