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ISIN
US72201W7902
Issuer
PIMCO
Inception Date
Apr 28, 2011
Category
Bank Loan
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

PSRIX Performance Chart

PIMCO Low Duration Credit Fund (PSRIX) is up 0.9% since the beginning of the year. PSRIX is currently trading at $9 per share. Investors who bought $1,000 worth of PSRIX shares 5 years ago would now be looking at an investment worth $1,286.


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S&P 500 Index

Returns By Period

PIMCO Low Duration Credit Fund (PSRIX) has returned 0.87% so far this year and 5.80% over the past 12 months. Over the last ten years, PSRIX has returned 4.22% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


PIMCO Low Duration Credit Fund

1D
0.00%
1M
0.41%
YTD
0.87%
6M
1.46%
1Y
5.80%
3Y*
8.10%
5Y*
5.16%
10Y*
4.22%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSRIX Monthly Returns History

Based on dividend-adjusted daily data since May 2, 2011, PSRIX's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.

Historically, 70% of months were positive and 30% were negative. The best month was Jul 2022 with a return of +2.8%, while the worst month was Mar 2020 at -10.3%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PSRIX closed higher 27% of trading days. The best single day was Mar 26, 2020 with a return of +3.5%, while the worst single day was Mar 18, 2020 at -3.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.01%-0.37%-0.25%1.32%0.41%-0.22%0.87%
20250.88%0.24%-0.75%-0.06%1.94%1.10%0.60%0.86%0.68%0.33%0.52%0.70%7.25%
20240.28%0.75%1.16%0.11%1.18%0.45%1.23%1.04%0.92%0.33%1.22%0.35%9.40%
20232.66%-0.10%0.34%-0.11%-0.45%1.56%1.37%0.78%-0.35%-1.15%2.72%2.61%10.22%
2022-0.56%-0.41%-0.02%-0.49%-1.26%-4.05%2.82%0.00%-2.41%1.79%1.37%0.15%-3.22%
20210.70%0.19%-0.29%0.47%0.32%0.52%0.03%0.44%0.28%-0.05%-0.51%1.23%3.39%

Benchmark Metrics

PIMCO Low Duration Credit Fund has an annualized alpha of 2.94%, beta of 0.08, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since May 02, 2011.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (19.02%) than losses (15.39%) - typical of diversified or defensive assets.
  • Beta of 0.08 may look defensive, but with R2 of 0.16 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.16 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.94%
Beta
0.08
0.16
Upside Capture
19.02%
Downside Capture
15.39%

Expense Ratio

PSRIX has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PSRIX ranks 83 for risk / return — in the top 83% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PSRIX Risk / Return Rank: 8383
Overall Rank
PSRIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PSRIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PSRIX Omega Ratio Rank: 8989
Omega Ratio Rank
PSRIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
PSRIX Martin Ratio Rank: 8282
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 Low Duration Credit Fund (PSRIX) 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.


PSRIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.60

1.37

+0.23

Calmar ratioReturn relative to maximum drawdown

3.51

2.78

+0.72

Martin ratioReturn relative to average drawdown

14.26

12.44

+1.82

Dividends

Dividend History

PIMCO Low Duration Credit Fund provided a 6.93% dividend yield over the last twelve months, with an annual payout of $0.62 per share. The fund has been increasing its distributions for 3 consecutive years.


3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.62$0.66$0.65$0.52$0.30$0.40$0.34$0.48$0.43$0.39$0.37$0.38

Dividend yield

6.93%7.18%7.13%5.82%3.49%4.32%3.67%4.92%4.53%3.95%3.71%4.01%

Monthly Dividends

The table displays the monthly dividend distributions for PIMCO Low Duration Credit Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.05$0.05$0.05$0.06$0.00$0.25
2025$0.06$0.05$0.05$0.05$0.06$0.05$0.05$0.06$0.05$0.06$0.05$0.05$0.66
2024$0.06$0.06$0.04$0.06$0.07$0.04$0.06$0.06$0.04$0.06$0.06$0.04$0.65
2023$0.05$0.05$0.06$0.00$0.06$0.05$0.05$0.06$0.05$0.00$0.05$0.04$0.52
2022$0.02$0.02$0.03$0.03$0.03$0.00$0.00$0.04$0.00$0.04$0.05$0.05$0.30
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.08$0.40

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 Low Duration Credit 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 Low Duration Credit Fund was 19.26%, occurring on Mar 23, 2020. Recovery took 303 trading sessions.

The current PIMCO Low Duration Credit Fund drawdown is 0.22%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-19.26%Mar 2020
2mo1y 2mo
1y 4moJan 2020 - Jun 2021
Bear market2022
-7.10%Jul 2022
6mo 1d11mo 29d
1y 5moJan 2022 - Jun 2023
2011 pullback2011
-5.00%Aug 2011
24d2mo 7d
3mo 1dAug 2011 - Oct 2011
Rate-hike selloffLate 2018
-4.20%Dec 2018
2mo 24d2mo 1d
4mo 25dOct 2018 - Feb 2019
2016 pullback2016
-4.13%Feb 2016
6mo 12d2mo 15d
8mo 27dAug 2015 - Apr 2016

Drawdown Indicators


PSRIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-56.78%

+37.52%

Max Drawdown (1Y)

Largest decline over 1 year

-1.70%

-9.10%

+7.40%

Max Drawdown (3Y)

Largest decline over 3 years

-3.06%

-18.90%

+15.84%

Max Drawdown (5Y)

Largest decline over 5 years

-7.10%

-25.43%

+18.33%

Max Drawdown (10Y)

Largest decline over 10 years

-19.26%

-33.92%

+14.66%

Current Drawdown

Current decline from peak

-0.22%

-1.80%

+1.58%

Average Drawdown

Average peak-to-trough decline

-0.92%

-10.71%

+9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

2.03%

-1.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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