AXVIX vs. PMJIX
AXVIX (Acclivity Small Cap Value Fund) and PMJIX (PIMCO RAE US Small Fund) are both Small Cap Value Equities funds. Over the past 5 years, AXVIX returned 10.93%/yr vs 12.99%/yr for PMJIX. Their correlation of 0.94 means they have usually moved in the same direction. AXVIX charges 3.64%/yr vs 0.50%/yr for PMJIX.
Performance
AXVIX vs. PMJIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with AXVIX having a 19.47% return and PMJIX slightly higher at 19.86%.
AXVIX
- 1D
- -0.18%
- 1M
- 1.83%
- 6M
- 12.12%
- YTD
- 19.47%
- 1Y
- 34.82%
- 3Y*
- 12.56%
- 5Y*
- 10.93%
- 10Y*
- —
- ALL TIME*
- 13.31%
PMJIX
- 1D
- -0.57%
- 1M
- -0.07%
- 6M
- 14.36%
- YTD
- 19.86%
- 1Y
- 35.37%
- 3Y*
- 18.06%
- 5Y*
- 12.99%
- 10Y*
- 13.47%
- ALL TIME*
- 11.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AXVIX vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AXVIX Acclivity Small Cap Value Fund | 19.47% | 5.14% | 5.67% | 22.62% | -4.41% | 38.61% | 7.52% | 10.90% |
PMJIX PIMCO RAE US Small Fund | 19.86% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 15.17% |
Correlation
The correlation between AXVIX and PMJIX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2019 | 0.94 |
The correlation between AXVIX and PMJIX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
AXVIX vs. PMJIX — Risk / Return Rank
AXVIX
PMJIX
AXVIX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acclivity Small Cap Value Fund (AXVIX) and PIMCO RAE US Small Fund (PMJIX). 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.
| AXVIX | PMJIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 4.37 | -0.56 |
| Martin ratioReturn relative to average drawdown | 12.00 | 13.44 | -1.44 |
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Drawdowns
AXVIX vs. PMJIX - Drawdown Comparison
The maximum AXVIX drawdown since its inception was -48.08%, roughly equal to the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for AXVIX and PMJIX.
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Drawdown Indicators
| AXVIX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -49.75% | +1.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -7.62% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -30.24% | -26.04% | -4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -30.24% | -49.75% | +19.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.75% | — |
Current DrawdownCurrent decline from peak | -0.98% | -1.83% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -16.00% | +8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.48% | +0.22% |
Volatility
AXVIX vs. PMJIX - Volatility Comparison
Acclivity Small Cap Value Fund (AXVIX) and PIMCO RAE US Small Fund (PMJIX) have volatilities of 3.35% and 3.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AXVIX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 3.25% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 11.25% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.88% | 16.78% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.42% | 39.26% | -17.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.58% | 33.03% | -6.45% |
AXVIX vs. PMJIX - Expense Ratio Comparison
AXVIX has a 3.64% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Dividends
AXVIX vs. PMJIX - Dividend Comparison
AXVIX's dividend yield for the trailing twelve months is around 3.60%, more than PMJIX's 2.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXVIX Acclivity Small Cap Value Fund | 3.60% | 4.30% | 7.18% | 1.00% | 4.41% | 2.43% | 2.02% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
PMJIX PIMCO RAE US Small Fund | 2.63% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Frequently Asked Questions
With a correlation of 0.92, AXVIX and PMJIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AXVIX has higher volatility (3.35%) compared to PMJIX (3.25%). In terms of maximum drawdown, AXVIX dropped -48.08% vs PMJIX's -49.75%.
AXVIX currently has the higher Sharpe Ratio (2.04 vs 1.99), 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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