IJH vs. PFIIX
IJH (iShares Core S&P Mid-Cap ETF) and PFIIX (PIMCO Low Duration Income Fund) are both funds - IJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index, while PFIIX is a Short-Term Bond fund managed by PIMCO. Over the past 10 years, IJH returned 11.45%/yr vs 4.78%/yr for PFIIX. At a 0.41 correlation, their price movements are largely independent. IJH charges 0.05%/yr vs 0.50%/yr for PFIIX.
Performance
IJH vs. PFIIX - Performance Comparison
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Returns By Period
In the year-to-date period, IJH achieves a 14.66% return, which is significantly higher than PFIIX's 1.10% return. Over the past 10 years, IJH has outperformed PFIIX with an annualized return of 11.45%, while PFIIX has yielded a comparatively lower 4.78% annualized return.
IJH
- 1D
- 2.51%
- 1M
- 2.96%
- YTD
- 14.66%
- 6M
- 11.74%
- 1Y
- 25.20%
- 3Y*
- 15.52%
- 5Y*
- 8.10%
- 10Y*
- 11.45%
PFIIX
- 1D
- 0.00%
- 1M
- 0.28%
- YTD
- 1.10%
- 6M
- 1.56%
- 1Y
- 6.73%
- 3Y*
- 7.37%
- 5Y*
- 3.98%
- 10Y*
- 4.78%
IJH vs. PFIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 14.66% | 7.42% | 13.92% | 16.40% | -13.11% | 24.72% | 13.60% | 26.10% | -11.19% | 16.26% |
PFIIX PIMCO Low Duration Income Fund | 1.10% | 9.56% | 6.58% | 7.78% | -5.29% | 2.38% | 4.84% | 6.72% | 1.56% | 6.05% |
Correlation
The correlation between IJH and PFIIX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2004 | 0.41 |
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Return for Risk
IJH vs. PFIIX — Risk / Return Rank
IJH
PFIIX
IJH vs. PFIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and PIMCO Low Duration Income Fund (PFIIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IJH | PFIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.61 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 3.27 | -0.40 |
| Martin ratioReturn relative to average drawdown | 10.47 | 13.92 | -3.45 |
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Drawdowns
IJH vs. PFIIX - Drawdown Comparison
The maximum IJH drawdown since its inception was -55.07%, which is greater than PFIIX's maximum drawdown of -28.35%. Use the drawdown chart below to compare losses from any high point for IJH and PFIIX.
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Drawdown Indicators
| IJH | PFIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.07% | -28.35% | -26.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -2.16% | -6.67% |
Max Drawdown (3Y)Largest decline over 3 years | -24.10% | -2.23% | -21.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -8.84% | -15.26% |
Max Drawdown (10Y)Largest decline over 10 years | -42.18% | -11.72% | -30.46% |
Current DrawdownCurrent decline from peak | 0.00% | -0.36% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -2.60% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 0.50% | +1.91% |
Volatility
IJH vs. PFIIX - Volatility Comparison
iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 5.07% compared to PIMCO Low Duration Income Fund (PFIIX) at 1.03%. This indicates that IJH's price experiences larger fluctuations and is considered to be riskier than PFIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJH | PFIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 1.03% | +4.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.85% | 2.20% | +9.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 2.77% | +13.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.80% | 3.18% | +16.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 3.17% | +18.03% |
IJH vs. PFIIX - Expense Ratio Comparison
IJH has a 0.05% expense ratio, which is lower than PFIIX's 0.50% expense ratio.
Dividends
IJH vs. PFIIX - Dividend Comparison
IJH's dividend yield for the trailing twelve months is around 1.18%, less than PFIIX's 5.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 1.18% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
PFIIX PIMCO Low Duration Income Fund | 5.29% | 5.49% | 5.37% | 4.97% | 5.35% | 3.06% | 3.44% | 4.74% | 3.22% | 3.13% | 3.75% | 5.36% |
Frequently Asked Questions
IJH and PFIIX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJH has higher volatility (5.07%) compared to PFIIX (1.03%). In terms of maximum drawdown, IJH dropped -55.07% vs PFIIX's -28.35%.
PFIIX currently has the higher Sharpe Ratio (2.55 vs 1.59), 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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