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LKFIX vs. PBDCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LKFIX vs. PBDCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LKCM Fixed Income Fund (LKFIX) and PIMCO Investment Grade Credit Bond Fund Class C (PBDCX). The values are adjusted to include any dividend payments, if applicable.

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LKFIX vs. PBDCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LKFIX
LKCM Fixed Income Fund
-0.38%6.66%3.06%4.98%-5.63%-1.54%4.29%6.71%0.26%2.15%
PBDCX
PIMCO Investment Grade Credit Bond Fund Class C
-1.80%7.27%2.10%6.82%-17.38%-2.01%6.29%13.44%-3.12%6.73%

Returns By Period

In the year-to-date period, LKFIX achieves a -0.38% return, which is significantly higher than PBDCX's -1.80% return. Over the past 10 years, LKFIX has outperformed PBDCX with an annualized return of 2.12%, while PBDCX has yielded a comparatively lower 1.75% annualized return.


LKFIX

1D
0.37%
1M
-1.40%
YTD
-0.38%
6M
0.74%
1Y
4.24%
3Y*
4.24%
5Y*
1.60%
10Y*
2.12%

PBDCX

1D
0.56%
1M
-3.44%
YTD
-1.80%
6M
-1.12%
1Y
2.59%
3Y*
3.54%
5Y*
-0.52%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LKFIX vs. PBDCX - Expense Ratio Comparison

LKFIX has a 0.50% expense ratio, which is lower than PBDCX's 2.19% expense ratio.


Return for Risk

LKFIX vs. PBDCX — Risk / Return Rank

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

LKFIX
LKFIX Risk / Return Rank: 8484
Overall Rank
LKFIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
LKFIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
LKFIX Omega Ratio Rank: 7676
Omega Ratio Rank
LKFIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
LKFIX Martin Ratio Rank: 9090
Martin Ratio Rank

PBDCX
PBDCX Risk / Return Rank: 2525
Overall Rank
PBDCX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PBDCX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PBDCX Omega Ratio Rank: 1919
Omega Ratio Rank
PBDCX Calmar Ratio Rank: 3131
Calmar Ratio Rank
PBDCX Martin Ratio Rank: 2727
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.

LKFIX vs. PBDCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LKCM Fixed Income Fund (LKFIX) and PIMCO Investment Grade Credit Bond Fund Class C (PBDCX). 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.


LKFIXPBDCXDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.62

+0.89

Sortino ratio

Return per unit of downside risk

2.19

0.87

+1.32

Omega ratio

Gain probability vs. loss probability

1.29

1.11

+0.18

Calmar ratio

Return relative to maximum drawdown

2.57

0.87

+1.70

Martin ratio

Return relative to average drawdown

10.06

2.88

+7.19

LKFIX vs. PBDCX - Sharpe Ratio Comparison

The current LKFIX Sharpe Ratio is 1.51, which is higher than the PBDCX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of LKFIX and PBDCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LKFIXPBDCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.62

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

-0.08

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.31

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.72

+0.53

Correlation

The correlation between LKFIX and PBDCX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LKFIX vs. PBDCX - Dividend Comparison

LKFIX's dividend yield for the trailing twelve months is around 3.71%, more than PBDCX's 3.39% yield.


TTM20252024202320222021202020192018201720162015
LKFIX
LKCM Fixed Income Fund
3.71%3.57%3.03%2.28%1.57%1.36%1.74%2.27%2.26%2.04%2.18%2.78%
PBDCX
PIMCO Investment Grade Credit Bond Fund Class C
3.39%3.55%3.21%2.45%2.46%3.48%2.69%2.82%3.04%3.33%2.76%5.47%

Drawdowns

LKFIX vs. PBDCX - Drawdown Comparison

The maximum LKFIX drawdown since its inception was -8.97%, smaller than the maximum PBDCX drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for LKFIX and PBDCX.


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Drawdown Indicators


LKFIXPBDCXDifference

Max Drawdown

Largest peak-to-trough decline

-8.97%

-23.73%

+14.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.76%

-3.98%

+2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-8.60%

-23.70%

+15.10%

Max Drawdown (10Y)

Largest decline over 10 years

-8.97%

-23.73%

+14.76%

Current Drawdown

Current decline from peak

-1.40%

-6.98%

+5.58%

Average Drawdown

Average peak-to-trough decline

-1.12%

-4.00%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

1.20%

-0.75%

Volatility

LKFIX vs. PBDCX - Volatility Comparison

The current volatility for LKCM Fixed Income Fund (LKFIX) is 1.10%, while PIMCO Investment Grade Credit Bond Fund Class C (PBDCX) has a volatility of 2.21%. This indicates that LKFIX experiences smaller price fluctuations and is considered to be less risky than PBDCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LKFIXPBDCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

2.21%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

3.13%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

5.08%

-2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.94%

6.32%

-3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.62%

5.72%

-3.10%