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GCMFX vs. FGNSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCMFX vs. FGNSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO California Municipal Opportunistic Value Fund (GCMFX) and Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX). The values are adjusted to include any dividend payments, if applicable.

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GCMFX vs. FGNSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCMFX
PIMCO California Municipal Opportunistic Value Fund
-0.46%2.76%2.24%5.22%-3.47%1.76%2.69%5.06%1.83%0.18%
FGNSX
Strategic Advisers Tax-Sensitive Short Duration Fund
-0.10%3.08%3.47%3.56%-0.36%0.14%1.04%2.11%1.47%-0.10%

Returns By Period

In the year-to-date period, GCMFX achieves a -0.46% return, which is significantly lower than FGNSX's -0.10% return.


GCMFX

1D
0.21%
1M
-2.03%
YTD
-0.46%
6M
1.12%
1Y
2.79%
3Y*
2.53%
5Y*
1.46%
10Y*
1.83%

FGNSX

1D
0.00%
1M
-0.50%
YTD
-0.10%
6M
0.34%
1Y
2.09%
3Y*
2.99%
5Y*
1.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCMFX vs. FGNSX - Expense Ratio Comparison

GCMFX has a 0.63% expense ratio, which is higher than FGNSX's 0.07% expense ratio.


Return for Risk

GCMFX vs. FGNSX — Risk / Return Rank

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

GCMFX
GCMFX Risk / Return Rank: 3232
Overall Rank
GCMFX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GCMFX Sortino Ratio Rank: 2828
Sortino Ratio Rank
GCMFX Omega Ratio Rank: 5151
Omega Ratio Rank
GCMFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
GCMFX Martin Ratio Rank: 1919
Martin Ratio Rank

FGNSX
FGNSX Risk / Return Rank: 4848
Overall Rank
FGNSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FGNSX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FGNSX Omega Ratio Rank: 9595
Omega Ratio Rank
FGNSX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FGNSX Martin Ratio Rank: 2525
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.

GCMFX vs. FGNSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO California Municipal Opportunistic Value Fund (GCMFX) and Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX). 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.


GCMFXFGNSXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.84

-0.07

Sortino ratio

Return per unit of downside risk

1.07

1.22

-0.15

Omega ratio

Gain probability vs. loss probability

1.21

1.54

-0.32

Calmar ratio

Return relative to maximum drawdown

0.78

1.07

-0.29

Martin ratio

Return relative to average drawdown

2.02

2.74

-0.72

GCMFX vs. FGNSX - Sharpe Ratio Comparison

The current GCMFX Sharpe Ratio is 0.77, which is comparable to the FGNSX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of GCMFX and FGNSX, 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


GCMFXFGNSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.84

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.99

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.06

-0.37

Correlation

The correlation between GCMFX and FGNSX is 0.46, 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

GCMFX vs. FGNSX - Dividend Comparison

GCMFX's dividend yield for the trailing twelve months is around 3.16%, more than FGNSX's 1.86% yield.


TTM2025202420232022202120202019201820172016
GCMFX
PIMCO California Municipal Opportunistic Value Fund
3.16%3.39%3.34%2.59%1.91%2.34%2.65%2.56%2.40%1.51%0.17%
FGNSX
Strategic Advisers Tax-Sensitive Short Duration Fund
1.86%2.63%3.31%2.57%0.84%0.34%0.83%1.79%1.36%0.00%0.00%

Drawdowns

GCMFX vs. FGNSX - Drawdown Comparison

The maximum GCMFX drawdown since its inception was -7.08%, which is greater than FGNSX's maximum drawdown of -2.35%. Use the drawdown chart below to compare losses from any high point for GCMFX and FGNSX.


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Drawdown Indicators


GCMFXFGNSXDifference

Max Drawdown

Largest peak-to-trough decline

-7.08%

-2.35%

-4.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.19%

-2.35%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-7.08%

-2.35%

-4.73%

Max Drawdown (10Y)

Largest decline over 10 years

-7.08%

Current Drawdown

Current decline from peak

-2.03%

-0.50%

-1.53%

Average Drawdown

Average peak-to-trough decline

-1.04%

-0.25%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

0.92%

+0.71%

Volatility

GCMFX vs. FGNSX - Volatility Comparison

PIMCO California Municipal Opportunistic Value Fund (GCMFX) has a higher volatility of 0.86% compared to Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) at 0.23%. This indicates that GCMFX's price experiences larger fluctuations and is considered to be riskier than FGNSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCMFXFGNSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

0.23%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

0.66%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

3.86%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.15%

2.04%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.74%

1.66%

+1.08%