DFP vs. PKAIX
DFP (Dimensional Financial Leaders Fund) and PKAIX (PIMCO RAE US Fund) are both Large Cap Value Equities funds. Over the past 10 years, DFP returned 5.90%/yr vs 14.36%/yr for PKAIX. Their 0.36 correlation means their historical movements had little consistent relationship. DFP charges 0.01%/yr vs 0.40%/yr for PKAIX.
Performance
DFP vs. PKAIX - Performance Comparison
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Returns By Period
In the year-to-date period, DFP achieves a 4.35% return, which is significantly lower than PKAIX's 30.28% return. Over the past 10 years, DFP has underperformed PKAIX with an annualized return of 5.90%, while PKAIX has yielded a comparatively higher 14.36% annualized return.
DFP
- 1D
- -0.34%
- 1M
- 1.02%
- 6M
- 0.77%
- YTD
- 4.35%
- 1Y
- 8.13%
- 3Y*
- 12.23%
- 5Y*
- 0.32%
- 10Y*
- 5.90%
- ALL TIME*
- 6.42%
PKAIX
- 1D
- 0.40%
- 1M
- 5.52%
- 6M
- 23.92%
- YTD
- 30.28%
- 1Y
- 47.09%
- 3Y*
- 24.20%
- 5Y*
- 16.56%
- 10Y*
- 14.36%
- ALL TIME*
- 13.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $935.27K | $981.38K | $1.13M | |
PKAIX PIMCO RAE US Fund | $0.00 | $0.00 | $0.00 |
DFP vs. PKAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFP Dimensional Financial Leaders Fund | 4.35% | 11.88% | 20.47% | 2.12% | -26.32% | 2.18% | 16.83% | 40.77% | -17.56% | 20.78% |
PKAIX PIMCO RAE US Fund | 30.28% | 17.19% | 16.28% | 17.02% | -3.36% | 27.74% | 3.94% | 24.92% | -6.92% | 16.51% |
Correlation
The correlation between DFP and PKAIX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.36 |
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Return for Risk
DFP vs. PKAIX — Risk / Return Rank
DFP
PKAIX
DFP vs. PKAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Financial Leaders Fund (DFP) 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.
| DFP | PKAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.34 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.63 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 8.74 | -7.95 |
| Martin ratioReturn relative to average drawdown | 2.45 | 27.72 | -25.26 |
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Drawdowns
DFP vs. PKAIX - Drawdown Comparison
The maximum DFP drawdown since its inception was -47.32%, which is greater than PKAIX's maximum drawdown of -38.56%. Use the drawdown chart below to compare losses from any high point for DFP and PKAIX.
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Drawdown Indicators
| DFP | PKAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.32% | -38.56% | -8.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -5.15% | -4.82% |
Max Drawdown (3Y)Largest decline over 3 years | -14.27% | -20.31% | +6.04% |
Max Drawdown (5Y)Largest decline over 5 years | -38.82% | -20.64% | -18.18% |
Max Drawdown (10Y)Largest decline over 10 years | -47.32% | -38.56% | -8.76% |
Current DrawdownCurrent decline from peak | -1.98% | -0.22% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -9.67% | -4.66% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.63% | +1.56% |
Volatility
DFP vs. PKAIX - Volatility Comparison
Dimensional Financial Leaders Fund (DFP) has a higher volatility of 2.63% compared to PIMCO RAE US Fund (PKAIX) at 2.24%. This indicates that DFP'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
| DFP | PKAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 2.24% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 9.03% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.48% | 12.94% | -4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 17.69% | -3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 18.81% | +0.16% |
DFP vs. PKAIX - Expense Ratio Comparison
DFP has a 0.01% expense ratio, which is lower than PKAIX's 0.40% expense ratio.
Dividends
DFP vs. PKAIX - Dividend Comparison
DFP's dividend yield for the trailing twelve months is around 7.40%, less than PKAIX's 10.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFP Dimensional Financial Leaders Fund | 7.40% | 6.99% | 6.81% | 7.39% | 10.54% | 7.03% | 6.36% | 6.41% | 8.75% | 7.11% | 8.16% | 8.38% |
PKAIX PIMCO RAE US Fund | 10.57% | 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
DFP and PKAIX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFP has higher volatility (2.63%) compared to PKAIX (2.24%). In terms of maximum drawdown, DFP dropped -47.32% vs PKAIX's -38.56%.
PKAIX currently has the higher Sharpe Ratio (3.48 vs 0.93), 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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