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JULT vs. PDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, JULT achieves a 6.27% return, which is significantly higher than PDI's -1.30% return.


JULT

1D
0.01%
1M
0.78%
YTD
6.27%
6M
6.21%
1Y
18.84%
3Y*
15.61%
5Y*
11.40%
10Y*

PDI

1D
-0.12%
1M
-1.03%
YTD
-1.30%
6M
-1.19%
1Y
0.13%
3Y*
9.89%
5Y*
2.45%
10Y*
7.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JULT vs. PDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JULT
AllianzIM U.S. Large Cap Buffer10 Jul ETF
6.27%13.73%17.43%21.34%-5.57%9.60%10.63%
PDI
PIMCO Dynamic Income Fund
-1.30%11.03%17.18%11.99%-16.99%7.81%12.69%

Correlation

The correlation between JULT and PDI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.32

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2020

0.40

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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: 8686
Overall Rank
JULT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JULT Sortino Ratio Rank: 9090
Sortino Ratio Rank
JULT Omega Ratio Rank: 9191
Omega Ratio Rank
JULT Calmar Ratio Rank: 7474
Calmar Ratio Rank
JULT Martin Ratio Rank: 9090
Martin Ratio Rank

PDI
PDI Risk / Return Rank: 3939
Overall Rank
PDI Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PDI Sortino Ratio Rank: 3333
Sortino Ratio Rank
PDI Omega Ratio Rank: 3434
Omega Ratio Rank
PDI Calmar Ratio Rank: 4242
Calmar Ratio Rank
PDI Martin Ratio Rank: 4242
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.

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.

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.


JULTPDIDifference
Sharpe ratioReturn per unit of total volatility

+2.70

Sortino ratioReturn per unit of downside risk

+3.90

Omega ratioGain probability vs. loss probability

1.56

1.01

+0.55

Calmar ratioReturn relative to maximum drawdown

3.62

0.01

+3.61

Martin ratioReturn relative to average drawdown

19.62

0.02

+19.60

JULT vs. PDI - Sharpe Ratio Comparison

The current JULT Sharpe Ratio is 2.71, which is higher than the PDI Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of JULT and PDI, 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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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.


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Drawdown Indicators


JULTPDIDifference

Max Drawdown

Largest peak-to-trough decline

-13.57%

-46.47%

+32.90%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-10.95%

+5.73%

Max Drawdown (3Y)

Largest decline over 3 years

-13.57%

-17.55%

+3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-13.57%

-27.19%

+13.62%

Max Drawdown (10Y)

Largest decline over 10 years

-46.47%

Current Drawdown

Current decline from peak

0.00%

-9.01%

+9.01%

Average Drawdown

Average peak-to-trough decline

-1.76%

-6.22%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

5.24%

-4.28%

Volatility

JULT vs. PDI - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT) is 0.96%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 2.87%. 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.


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Volatility by Period


JULTPDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

2.87%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

5.23%

8.49%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

6.99%

11.43%

-4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

15.56%

-4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.45%

19.05%

-8.60%

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 16.31%.


PositionTTM20252024202320222021202020192018201720162015
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
16.31%14.94%14.43%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%18.70%

Frequently Asked Questions


JULT and PDI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDI has higher volatility (2.87%) compared to JULT (0.96%). In terms of maximum drawdown, JULT dropped -13.57% vs PDI's -46.47%.

JULT currently has the higher Sharpe Ratio (2.71 vs 0.01), 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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