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DODIX vs. PIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODIX vs. PIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Income Fund (DODIX) and PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

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DODIX vs. PIMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DODIX
Dodge & Cox Income Fund
-0.19%8.32%2.25%7.69%-11.42%-0.92%9.46%9.73%-0.31%4.36%
PIMIX
PIMCO Income Fund Institutional Class
-1.36%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%

Returns By Period

In the year-to-date period, DODIX achieves a -0.19% return, which is significantly higher than PIMIX's -1.36% return. Over the past 10 years, DODIX has underperformed PIMIX with an annualized return of 3.02%, while PIMIX has yielded a comparatively higher 4.66% annualized return.


DODIX

1D
0.63%
1M
-2.32%
YTD
-0.19%
6M
1.09%
1Y
5.10%
3Y*
4.90%
5Y*
1.40%
10Y*
3.02%

PIMIX

1D
0.47%
1M
-3.24%
YTD
-1.36%
6M
1.15%
1Y
6.07%
3Y*
7.20%
5Y*
3.38%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODIX vs. PIMIX - Expense Ratio Comparison

DODIX has a 0.41% expense ratio, which is lower than PIMIX's 0.62% expense ratio.


Return for Risk

DODIX vs. PIMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DODIX
DODIX Risk / Return Rank: 6767
Overall Rank
DODIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
DODIX Omega Ratio Rank: 5353
Omega Ratio Rank
DODIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DODIX Martin Ratio Rank: 6464
Martin Ratio Rank

PIMIX
PIMIX Risk / Return Rank: 8181
Overall Rank
PIMIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7878
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 7878
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.

DODIX vs. PIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Income Fund (DODIX) and PIMCO Income Fund Institutional Class (PIMIX). 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.


DODIXPIMIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.56

-0.41

Sortino ratio

Return per unit of downside risk

1.65

2.25

-0.60

Omega ratio

Gain probability vs. loss probability

1.21

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

2.02

1.87

+0.15

Martin ratio

Return relative to average drawdown

6.03

7.56

-1.52

DODIX vs. PIMIX - Sharpe Ratio Comparison

The current DODIX Sharpe Ratio is 1.15, which is comparable to the PIMIX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of DODIX and PIMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DODIXPIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.56

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.72

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

1.11

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

1.56

-0.08

Correlation

The correlation between DODIX and PIMIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DODIX vs. PIMIX - Dividend Comparison

DODIX's dividend yield for the trailing twelve months is around 4.29%, less than PIMIX's 5.57% yield.


TTM20252024202320222021202020192018201720162015
DODIX
Dodge & Cox Income Fund
4.29%4.23%4.24%3.86%2.19%3.23%4.66%3.63%3.43%3.03%3.25%3.09%
PIMIX
PIMCO Income Fund Institutional Class
5.57%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Drawdowns

DODIX vs. PIMIX - Drawdown Comparison

The maximum DODIX drawdown since its inception was -16.89%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for DODIX and PIMIX.


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Drawdown Indicators


DODIXPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.89%

-13.39%

-3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-3.69%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

-13.34%

-3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-16.89%

-13.39%

-3.50%

Current Drawdown

Current decline from peak

-2.32%

-3.24%

+0.92%

Average Drawdown

Average peak-to-trough decline

-1.50%

-1.69%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.92%

+0.06%

Volatility

DODIX vs. PIMIX - Volatility Comparison

Dodge & Cox Income Fund (DODIX) and PIMCO Income Fund Institutional Class (PIMIX) have volatilities of 1.85% and 1.88%, 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


DODIXPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.88%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

2.64%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.61%

4.28%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

4.75%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

4.20%

+0.22%