KAMIX vs. PONPX
Compare and contrast key facts about Kensington Managed Income Fund (KAMIX) and PIMCO Income Fund Class I-2 (PONPX).
KAMIX is managed by Advisors Preferred. It was launched on May 30, 2019. PONPX is managed by PIMCO.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KAMIX or PONPX.
Key characteristics
| KAMIX | PONPX | |
|---|---|---|
| YTD Return | 4.65% | 5.35% |
| 1Y Return | 9.66% | 11.37% |
| 3Y Return (Ann) | -0.53% | 1.96% |
| 5Y Return (Ann) | 2.43% | 3.17% |
| Sharpe Ratio | 2.64 | 2.40 |
| Sortino Ratio | 4.13 | 3.69 |
| Omega Ratio | 1.57 | 1.48 |
| Calmar Ratio | 0.90 | 2.17 |
| Martin Ratio | 11.16 | 12.85 |
| Ulcer Index | 0.82% | 0.83% |
| Daily Std Dev | 3.48% | 4.46% |
| Max Drawdown | -10.92% | -13.39% |
| Current Drawdown | -1.59% | -1.16% |
Correlation
The correlation between KAMIX and PONPX 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.
Performance
KAMIX vs. PONPX - Performance Comparison
In the year-to-date period, KAMIX achieves a 4.65% return, which is significantly lower than PONPX's 5.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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KAMIX vs. PONPX - Expense Ratio Comparison
KAMIX has a 1.36% expense ratio, which is higher than PONPX's 0.72% expense ratio.
Risk-Adjusted Performance
KAMIX vs. PONPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kensington Managed Income Fund (KAMIX) and PIMCO Income Fund Class I-2 (PONPX). 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.
Dividends
KAMIX vs. PONPX - Dividend Comparison
KAMIX's dividend yield for the trailing twelve months is around 4.79%, less than PONPX's 6.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KAMIX Kensington Managed Income Fund | 4.79% | 4.15% | 0.75% | 2.51% | 2.01% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PONPX PIMCO Income Fund Class I-2 | 6.10% | 6.10% | 6.28% | 3.92% | 4.79% | 5.76% | 5.58% | 5.32% | 5.47% | 7.64% | 6.18% | 5.37% |
Drawdowns
KAMIX vs. PONPX - Drawdown Comparison
The maximum KAMIX drawdown since its inception was -10.92%, smaller than the maximum PONPX drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for KAMIX and PONPX. For additional features, visit the drawdowns tool.
Volatility
KAMIX vs. PONPX - Volatility Comparison
The current volatility for Kensington Managed Income Fund (KAMIX) is 0.78%, while PIMCO Income Fund Class I-2 (PONPX) has a volatility of 1.00%. This indicates that KAMIX experiences smaller price fluctuations and is considered to be less risky than PONPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.