JULT vs. PDI

Last updated Apr 1, 2026

Compare and contrast key facts about AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT) and PIMCO Dynamic Income Fund (PDI).

JULT is an actively managed fund by Allianz. It was launched on Jun 30, 2020.

Performance

JULT vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

JULT vs. PDI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
JULT AllianzIM U.S. Large Cap Buffer10 Jul ETF	-2.04%	13.73%	17.43%	21.34%	-5.57%	9.60%	10.69%
PDI PIMCO Dynamic Income Fund	0.17%	11.03%	17.18%	11.99%	-16.99%	7.81%	12.24%

Returns By Period

In the year-to-date period, JULT achieves a -2.04% return, which is significantly lower than PDI's 0.17% return.

JULT

• 1D: 2.00%
• 1M: -2.85%
• YTD: -2.04%
• 6M: 0.19%
• 1Y: 14.92%
• 3Y*: 14.55%
• 5Y*: 9.82%
• 10Y*: —

PDI

• 1D: 3.13%
• 1M: -3.71%
• YTD: 0.17%
• 6M: -7.15%
• 1Y: -0.44%
• 3Y*: 13.14%
• 5Y*: 3.57%
• 10Y*: 8.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JULT vs. PDI — Risk / Return Rank

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

JULT

JULT Risk / Return Rank: 73
JULT Sharpe Ratio Rank: 67
JULT Sortino Ratio Rank: 71
JULT Omega Ratio Rank: 76
JULT Calmar Ratio Rank: 67
JULT Martin Ratio Rank: 83

PDI

PDI Risk / Return Rank: 38
PDI Sharpe Ratio Rank: 41
PDI Sortino Ratio Rank: 33
PDI Omega Ratio Rank: 34
PDI Calmar Ratio Rank: 42
PDI Martin Ratio Rank: 42

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.

JULT vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT) and PIMCO Dynamic Income Fund (PDI). 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.

	JULT	PDI	Difference
Sharpe ratio Return per unit of total volatility	1.21	-0.02	+1.24
Sortino ratio Return per unit of downside risk	1.84	0.09	+1.75
Omega ratio Gain probability vs. loss probability	1.30	1.02	+0.28
Calmar ratio Return relative to maximum drawdown	1.76	-0.01	+1.77
Martin ratio Return relative to average drawdown	9.67	-0.03	+9.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JULT vs. PDI - Sharpe Ratio Comparison

The current JULT Sharpe Ratio is 1.21, which is higher than the PDI Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of JULT and PDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JULT	PDI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	-0.02	+1.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	0.23	+0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	0.59	+0.45

Correlation

The correlation between JULT and PDI is 0.40, 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

JULT vs. PDI - Dividend Comparison

JULT has not paid dividends to shareholders, while PDI's dividend yield for the trailing twelve months is around 15.46%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JULT AllianzIM U.S. Large Cap Buffer10 Jul ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	3.86%	0.00%	0.00%	0.00%	0.00%	0.00%
PDI PIMCO Dynamic Income Fund	15.46%	14.94%	14.43%	14.74%	17.84%	10.21%	10.01%	9.45%	10.78%	8.81%	14.79%	18.70%

Drawdowns

JULT vs. PDI - Drawdown Comparison

The maximum JULT drawdown since its inception was -13.57%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for JULT and PDI.

Drawdown Indicators

	JULT	PDI	Difference
Max Drawdown Largest peak-to-trough decline	-13.57%	-46.47%	+32.90%
Max Drawdown (1Y) Largest decline over 1 year	-8.72%	-14.34%	+5.62%
Max Drawdown (5Y) Largest decline over 5 years	-13.57%	-27.23%	+13.66%
Max Drawdown (10Y) Largest decline over 10 years	—	-46.47%	—
Current Drawdown Current decline from peak	-3.33%	-7.66%	+4.33%
Average Drawdown Average peak-to-trough decline	-1.82%	-6.22%	+4.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	5.03%	-3.44%

Volatility

JULT vs. PDI - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT) is 3.66%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 5.71%. This indicates that JULT experiences smaller price fluctuations and is considered to be less risky than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JULT	PDI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	5.71%	-2.05%
Volatility (6M) Calculated over the trailing 6-month period	5.63%	9.96%	-4.33%
Volatility (1Y) Calculated over the trailing 1-year period	12.35%	18.36%	-6.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.96%	15.66%	-4.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.60%	19.06%	-8.46%