DODIX vs. PIMIX
Compare and contrast key facts about Dodge & Cox Income Fund (DODIX) and PIMCO Income Fund Institutional Class (PIMIX).
DODIX is managed by Dodge & Cox. PIMIX is managed by PIMCO. It was launched on Mar 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODIX or PIMIX.
Performance
DODIX vs. PIMIX - Performance Comparison
Returns By Period
In the year-to-date period, DODIX achieves a 2.47% return, which is significantly lower than PIMIX's 4.65% return. Over the past 10 years, DODIX has underperformed PIMIX with an annualized return of 2.59%, while PIMIX has yielded a comparatively higher 4.16% annualized return.
DODIX
2.47%
-1.72%
3.13%
7.88%
1.40%
2.59%
PIMIX
4.65%
-0.79%
3.36%
9.36%
3.14%
4.16%
Key characteristics
| DODIX | PIMIX | |
|---|---|---|
| Sharpe Ratio | 1.47 | 2.27 |
| Sortino Ratio | 2.16 | 3.44 |
| Omega Ratio | 1.26 | 1.45 |
| Calmar Ratio | 0.85 | 2.67 |
| Martin Ratio | 5.47 | 11.27 |
| Ulcer Index | 1.59% | 0.87% |
| Daily Std Dev | 5.92% | 4.32% |
| Max Drawdown | -16.38% | -13.39% |
| Current Drawdown | -3.82% | -1.90% |
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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.
Correlation
The correlation between DODIX and PIMIX is 0.64, 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.
Risk-Adjusted Performance
DODIX vs. PIMIX - Risk-Adjusted Performance 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.
Dividends
DODIX vs. PIMIX - Dividend Comparison
DODIX's dividend yield for the trailing twelve months is around 4.18%, less than PIMIX's 6.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODIX Dodge & Cox Income Fund | 4.18% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
PIMIX PIMCO Income Fund Institutional Class | 6.26% | 6.21% | 6.40% | 4.02% | 4.89% | 5.86% | 5.68% | 5.41% | 5.57% | 7.84% | 6.30% | 5.46% |
Drawdowns
DODIX vs. PIMIX - Drawdown Comparison
The maximum DODIX drawdown since its inception was -16.38%, 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. For additional features, visit the drawdowns tool.
Volatility
DODIX vs. PIMIX - Volatility Comparison
Dodge & Cox Income Fund (DODIX) has a higher volatility of 1.68% compared to PIMCO Income Fund Institutional Class (PIMIX) at 1.09%. This indicates that DODIX's price experiences larger fluctuations and is considered to be riskier than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.