ICSIX vs. PAUIX
Compare and contrast key facts about Dynamic U.S. Opportunity Fund (ICSIX) and PIMCO All Asset All Authority Fund (PAUIX).
ICSIX is managed by Innealta Capital. It was launched on Dec 29, 2011. PAUIX is managed by PIMCO. It was launched on Oct 30, 2003.
Performance
ICSIX vs. PAUIX - Performance Comparison
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ICSIX vs. PAUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICSIX Dynamic U.S. Opportunity Fund | -4.38% | 16.41% | 8.16% | 16.05% | -7.52% | 16.14% | 18.73% | 25.95% | -11.12% | 15.19% |
PAUIX PIMCO All Asset All Authority Fund | 2.19% | 14.15% | 1.06% | 6.35% | -15.65% | 15.55% | 4.58% | 7.62% | -6.14% | 12.05% |
Returns By Period
In the year-to-date period, ICSIX achieves a -4.38% return, which is significantly lower than PAUIX's 2.19% return. Over the past 10 years, ICSIX has outperformed PAUIX with an annualized return of 9.94%, while PAUIX has yielded a comparatively lower 4.60% annualized return.
ICSIX
- 1D
- -0.37%
- 1M
- -6.73%
- YTD
- -4.38%
- 6M
- -2.81%
- 1Y
- 11.78%
- 3Y*
- 10.12%
- 5Y*
- 7.66%
- 10Y*
- 9.94%
PAUIX
- 1D
- 0.43%
- 1M
- -5.64%
- YTD
- 2.19%
- 6M
- 5.13%
- 1Y
- 13.62%
- 3Y*
- 6.21%
- 5Y*
- 2.88%
- 10Y*
- 4.60%
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ICSIX vs. PAUIX - Expense Ratio Comparison
ICSIX has a 1.24% expense ratio, which is higher than PAUIX's 0.21% expense ratio.
Return for Risk
ICSIX vs. PAUIX — Risk / Return Rank
ICSIX
PAUIX
ICSIX vs. PAUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynamic U.S. Opportunity Fund (ICSIX) and PIMCO All Asset All Authority Fund (PAUIX). 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.
| ICSIX | PAUIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.84 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.43 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 2.31 | -1.08 |
Martin ratioReturn relative to average drawdown | 5.26 | 8.68 | -3.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ICSIX | PAUIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.84 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.30 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.51 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.60 | -0.01 |
Correlation
The correlation between ICSIX and PAUIX is 0.45, 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
ICSIX vs. PAUIX - Dividend Comparison
ICSIX's dividend yield for the trailing twelve months is around 20.01%, more than PAUIX's 7.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICSIX Dynamic U.S. Opportunity Fund | 20.01% | 19.13% | 19.10% | 0.97% | 2.55% | 5.47% | 5.78% | 0.49% | 12.55% | 2.50% | 4.76% | 2.22% |
PAUIX PIMCO All Asset All Authority Fund | 7.06% | 6.10% | 2.64% | 3.97% | 9.98% | 15.46% | 4.47% | 2.89% | 5.74% | 5.28% | 3.62% | 5.54% |
Drawdowns
ICSIX vs. PAUIX - Drawdown Comparison
The maximum ICSIX drawdown since its inception was -25.63%, roughly equal to the maximum PAUIX drawdown of -26.84%. Use the drawdown chart below to compare losses from any high point for ICSIX and PAUIX.
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Drawdown Indicators
| ICSIX | PAUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.63% | -26.84% | +1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -6.05% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -26.15% | +1.25% |
Max Drawdown (10Y)Largest decline over 10 years | -25.63% | -26.84% | +1.21% |
Current DrawdownCurrent decline from peak | -8.16% | -5.64% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -3.25% | -5.94% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.61% | +0.52% |
Volatility
ICSIX vs. PAUIX - Volatility Comparison
Dynamic U.S. Opportunity Fund (ICSIX) has a higher volatility of 3.39% compared to PIMCO All Asset All Authority Fund (PAUIX) at 2.85%. This indicates that ICSIX's price experiences larger fluctuations and is considered to be riskier than PAUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICSIX | PAUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 2.85% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 4.68% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 7.47% | +6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 9.64% | +6.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 9.00% | +6.62% |