- ISIN
- US04045F7096
- CUSIP
- 694289414
- Inception Date
- Dec 30, 2003
- Category
- Diversified Portfolio
- 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
POCAX Performance Chart
Pacific Funds Portfolio Optimization Moderate (POCAX) is up 7.1% since the beginning of the year. POCAX is currently trading at $13 per share. Investors who bought $1,000 worth of POCAX shares 5 years ago would now be looking at an investment worth $1,296.
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Returns By Period
Pacific Funds Portfolio Optimization Moderate (POCAX) has returned 7.14% so far this year and 16.65% over the past 12 months. Over the last ten years, POCAX has returned 8.09% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
Pacific Funds Portfolio Optimization Moderate
- 1D
- -0.23%
- 1M
- 1.01%
- YTD
- 7.14%
- 6M
- 6.63%
- 1Y
- 16.65%
- 3Y*
- 13.05%
- 5Y*
- 5.32%
- 10Y*
- 8.09%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
POCAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2004, POCAX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +9.1%, while the worst month was Oct 2008 at -12.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, POCAX closed higher 51% of trading days. The best single day was Dec 8, 2022 with a return of +22.6%, while the worst single day was Dec 9, 2022 at -18.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.81% | 0.56% | -4.25% | 6.53% | 2.99% | -0.38% | 7.14% | ||||||
| 2025 | 2.25% | -0.42% | -3.48% | 0.09% | 3.86% | 3.72% | 1.06% | 1.85% | 1.74% | 1.48% | 0.61% | -0.34% | 12.91% |
| 2024 | 0.19% | 2.34% | 2.19% | -3.22% | 3.42% | 1.61% | 2.02% | 1.64% | 1.53% | -1.50% | 3.90% | -2.76% | 11.62% |
| 2023 | 5.25% | -2.49% | 1.64% | 1.01% | -0.90% | 3.52% | 2.23% | -1.80% | -3.48% | -2.20% | 6.56% | 4.42% | 13.95% |
| 2022 | -4.81% | -2.41% | -0.07% | -6.98% | 0.24% | -7.00% | 5.80% | -3.11% | -7.26% | 3.91% | 5.17% | -2.75% | -18.67% |
| 2021 | -0.86% | 2.10% | 1.70% | 3.48% | 0.94% | 1.20% | 0.73% | 1.64% | -3.03% | 3.39% | -2.18% | 2.46% | 11.94% |
Benchmark Metrics
Pacific Funds Portfolio Optimization Moderate has an annualized alpha of 1.06%, beta of 0.59, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 02, 2004.
- This fund participated in 71.25% of S&P 500 Index downside but only 64.92% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.59 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
- 1.06%
- Beta
- 0.59
- R²
- 0.72
- Upside Capture
- 64.92%
- Downside Capture
- 71.25%
Expense Ratio
POCAX has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
POCAX ranks 55 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Pacific Funds Portfolio Optimization Moderate (POCAX) 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.
| POCAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.46 | +0.23 |
| Martin ratioReturn relative to average drawdown | 11.93 | 10.92 | +1.01 |
Dividends
Dividend History
Pacific Funds Portfolio Optimization Moderate provided a 6.88% dividend yield over the last twelve months, with an annual payout of $0.90 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.90 | $0.90 | $0.34 | $0.18 | $2.18 | $1.24 | $0.43 | $0.63 | $2.45 | $0.55 | $0.72 | $0.86 |
Dividend yield | 6.88% | 7.37% | 2.97% | 1.68% | 22.92% | 8.62% | 3.11% | 5.02% | 22.38% | 3.85% | 5.44% | 6.68% |
Monthly Dividends
The table displays the monthly dividend distributions for Pacific Funds Portfolio Optimization Moderate. 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 | $0.90 | $0.90 |
| 2024 | $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 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.18 | $2.18 |
| 2021 | $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 |
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. 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 was 40.19%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.
The current Pacific Funds Portfolio Optimization Moderate drawdown is 0.68%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -40.19%Mar 2009 | 1y 4mo | 1y 8mo | 3y 4dNov 2007 - Nov 2010 |
COVID crash2020 | -26.59%Mar 2020 | 1mo 2d | 4mo 13d | 5mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -24.92%Oct 2022 | 11mo 9d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
Rate-hike selloffLate 2018 | -14.17%Dec 2018 | 10mo 28d | 5mo 27d | 1y 4moJan 2018 - Jun 2019 |
2011 correction2011 | -13.76%Oct 2011 | 5mo 4d | 4mo 16d | 9mo 20dMay 2011 - Feb 2012 |
Drawdown Indicators
| POCAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.19% | -56.78% | +16.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -9.10% | +2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -12.03% | -18.90% | +6.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.92% | -25.43% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -26.59% | -33.92% | +7.33% |
Current DrawdownCurrent decline from peak | -0.68% | -3.21% | +2.53% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -10.71% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 2.04% | -0.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with POCAX
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