AFVLX vs. PKAIX
AFVLX (Applied Finance Select Fund) and PKAIX (PIMCO RAE US Fund) are both Large Cap Value Equities funds. Over the past 5 years, AFVLX returned 9.50%/yr vs 16.59%/yr for PKAIX. Their correlation of 0.89 means they have usually moved in the same direction. AFVLX charges 1.48%/yr vs 0.40%/yr for PKAIX.
Performance
AFVLX vs. PKAIX - Performance Comparison
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Returns By Period
In the year-to-date period, AFVLX achieves a 13.28% return, which is significantly lower than PKAIX's 30.43% return.
AFVLX
- 1D
- 0.23%
- 1M
- 1.54%
- 6M
- 10.39%
- YTD
- 13.28%
- 1Y
- 22.70%
- 3Y*
- 12.90%
- 5Y*
- 9.50%
- 10Y*
- —
- ALL TIME*
- 13.64%
PKAIX
- 1D
- 0.11%
- 1M
- 5.64%
- 6M
- 22.61%
- YTD
- 30.43%
- 1Y
- 47.25%
- 3Y*
- 24.25%
- 5Y*
- 16.59%
- 10Y*
- 14.45%
- ALL TIME*
- 13.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
PKAIX PIMCO RAE US Fund | $0.00 | $0.00 | $0.00 |
AFVLX vs. PKAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AFVLX Applied Finance Select Fund | 13.28% | 13.12% | 7.06% | 19.43% | -10.88% | 27.73% | 15.33% | 12.42% |
PKAIX PIMCO RAE US Fund | 30.43% | 17.19% | 16.28% | 17.02% | -3.36% | 27.74% | 3.94% | 12.76% |
Correlation
The correlation between AFVLX and PKAIX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2019 | 0.89 |
The correlation between AFVLX and PKAIX shifts across timeframes, from 0.77 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AFVLX vs. PKAIX — Risk / Return Rank
AFVLX
PKAIX
AFVLX vs. PKAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Applied Finance Select Fund (AFVLX) and PIMCO RAE US Fund (PKAIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| AFVLX | PKAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.64 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 8.94 | -6.41 |
| Martin ratioReturn relative to average drawdown | 9.53 | 28.37 | -18.83 |
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Drawdowns
AFVLX vs. PKAIX - Drawdown Comparison
The maximum AFVLX drawdown since its inception was -36.29%, smaller than the maximum PKAIX drawdown of -38.56%. Use the drawdown chart below to compare losses from any high point for AFVLX and PKAIX.
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Drawdown Indicators
| AFVLX | PKAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.29% | -38.56% | +2.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -5.15% | -3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -17.74% | -20.31% | +2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -20.12% | -20.64% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.56% | — |
Current DrawdownCurrent decline from peak | -0.23% | -0.11% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -4.66% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 1.62% | +0.61% |
Volatility
AFVLX vs. PKAIX - Volatility Comparison
Applied Finance Select Fund (AFVLX) has a higher volatility of 3.04% compared to PIMCO RAE US Fund (PKAIX) at 2.25%. This indicates that AFVLX's price experiences larger fluctuations and is considered to be riskier than PKAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AFVLX | PKAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 2.25% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 9.03% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 12.91% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 17.68% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.11% | 18.81% | +1.30% |
AFVLX vs. PKAIX - Expense Ratio Comparison
AFVLX has a 1.48% expense ratio, which is higher than PKAIX's 0.40% expense ratio.
Dividends
AFVLX vs. PKAIX - Dividend Comparison
AFVLX's dividend yield for the trailing twelve months is around 3.30%, less than PKAIX's 10.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFVLX Applied Finance Select Fund | 3.30% | 3.74% | 3.80% | 1.18% | 1.02% | 2.11% | 1.09% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% |
PKAIX PIMCO RAE US Fund | 10.56% | 13.77% | 16.77% | 6.65% | 8.09% | 10.03% | 3.20% | 4.91% | 6.85% | 5.85% | 5.33% | 3.49% |
Frequently Asked Questions
AFVLX and PKAIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AFVLX has higher volatility (3.04%) compared to PKAIX (2.25%). In terms of maximum drawdown, AFVLX dropped -36.29% vs PKAIX's -38.56%.
PKAIX currently has the higher Sharpe Ratio (3.57 vs 1.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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