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DQIRX vs. PKAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DQIRX vs. PKAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Equity Income Fund (DQIRX) and PIMCO RAE US Fund (PKAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DQIRX achieves a 15.67% return, which is significantly lower than PKAIX's 24.56% return. Both investments have delivered pretty close results over the past 10 years, with DQIRX having a 14.66% annualized return and PKAIX not far behind at 14.21%.


DQIRX

1D
0.69%
1M
5.25%
YTD
15.67%
6M
15.85%
1Y
34.58%
3Y*
25.17%
5Y*
15.92%
10Y*
14.66%

PKAIX

1D
0.71%
1M
7.80%
YTD
24.56%
6M
20.98%
1Y
43.47%
3Y*
25.53%
5Y*
15.06%
10Y*
14.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DQIRX vs. PKAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DQIRX
BNY Mellon Equity Income Fund
15.67%19.01%26.93%19.21%-9.35%29.13%4.81%24.98%-3.60%17.40%
PKAIX
PIMCO RAE US Fund
24.56%17.19%16.28%17.02%-3.36%27.74%3.94%24.92%-6.92%16.51%

Correlation

The correlation between DQIRX and PKAIX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2015

0.89

Over the past year, the correlation between DQIRX and PKAIX has dropped to 0.66 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

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Return for Risk

DQIRX vs. PKAIX — Risk / Return Rank

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

DQIRX
DQIRX Risk / Return Rank: 9292
Overall Rank
DQIRX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DQIRX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DQIRX Omega Ratio Rank: 8787
Omega Ratio Rank
DQIRX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DQIRX Martin Ratio Rank: 9595
Martin Ratio Rank

PKAIX
PKAIX Risk / Return Rank: 9595
Overall Rank
PKAIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PKAIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PKAIX Omega Ratio Rank: 8888
Omega Ratio Rank
PKAIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
PKAIX Martin Ratio Rank: 9797
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.

DQIRX vs. PKAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Equity Income Fund (DQIRX) 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.


DQIRXPKAIXDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.61

1.62

-0.02

Calmar ratioReturn relative to maximum drawdown

5.24

8.80

-3.56

Martin ratioReturn relative to average drawdown

22.94

27.00

-4.06

DQIRX vs. PKAIX - Sharpe Ratio Comparison

The current DQIRX Sharpe Ratio is 3.26, which is comparable to the PKAIX Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of DQIRX and PKAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DQIRXPKAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.26

3.52

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.85

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.76

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.70

-0.12

Drawdowns

DQIRX vs. PKAIX - Drawdown Comparison

The maximum DQIRX drawdown since its inception was -50.77%, which is greater than PKAIX's maximum drawdown of -38.56%. Use the drawdown chart below to compare losses from any high point for DQIRX and PKAIX.


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Drawdown Indicators


DQIRXPKAIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.77%

-38.56%

-12.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-5.15%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-18.48%

-20.31%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.34%

-20.64%

+0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.82%

-38.56%

+1.74%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.93%

-4.72%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.67%

-0.12%

Volatility

DQIRX vs. PKAIX - Volatility Comparison

The current volatility for BNY Mellon Equity Income Fund (DQIRX) is 2.58%, while PIMCO RAE US Fund (PKAIX) has a volatility of 3.11%. This indicates that DQIRX experiences smaller price fluctuations and is considered to be less risky 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


DQIRXPKAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

3.11%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

9.37%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

10.93%

12.88%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

17.78%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

18.85%

-1.46%

DQIRX vs. PKAIX - Expense Ratio Comparison

DQIRX has a 0.78% expense ratio, which is higher than PKAIX's 0.40% expense ratio.


Dividends

DQIRX vs. PKAIX - Dividend Comparison

DQIRX's dividend yield for the trailing twelve months is around 2.81%, less than PKAIX's 11.05% yield.


PositionTTM20252024202320222021202020192018201720162015
DQIRX
BNY Mellon Equity Income Fund
2.81%3.12%7.05%4.56%6.54%2.61%3.42%2.50%5.29%8.45%4.04%8.22%
PKAIX
PIMCO RAE US Fund
11.05%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


DQIRX and PKAIX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PKAIX has higher volatility (3.11%) compared to DQIRX (2.58%). In terms of maximum drawdown, DQIRX dropped -50.77% vs PKAIX's -38.56%.

PKAIX currently has the higher Sharpe Ratio (3.52 vs 3.26), 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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