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LTEBX vs. PDIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTEBX vs. PDIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Limited Term Tax-Exempt Bond Fund (LTEBX) and PIMCO Diversified Income Fund (PDIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LTEBX achieves a 0.86% return, which is significantly lower than PDIIX's 1.74% return. Over the past 10 years, LTEBX has underperformed PDIIX with an annualized return of 1.75%, while PDIIX has yielded a comparatively higher 4.34% annualized return.


LTEBX

1D
0.06%
1M
0.60%
YTD
0.86%
6M
1.24%
1Y
4.57%
3Y*
3.87%
5Y*
1.40%
10Y*
1.75%

PDIIX

1D
0.20%
1M
1.08%
YTD
1.74%
6M
2.22%
1Y
8.07%
3Y*
8.65%
5Y*
2.53%
10Y*
4.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTEBX vs. PDIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTEBX
American Funds Limited Term Tax-Exempt Bond Fund
0.86%6.02%1.97%3.82%-5.12%-0.01%4.01%4.67%1.08%2.95%
PDIIX
PIMCO Diversified Income Fund
1.74%10.42%6.35%10.41%-14.70%0.42%6.43%13.05%-0.97%8.87%

Correlation

The correlation between LTEBX and PDIIX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.68

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

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2003

0.44

Over the past year, LTEBX and PDIIX have become more correlated (0.66) than their long-term average of 0.44, meaning their price movements have been converging.

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Return for Risk

LTEBX vs. PDIIX — Risk / Return Rank

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

LTEBX
LTEBX Risk / Return Rank: 6868
Overall Rank
LTEBX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LTEBX Sortino Ratio Rank: 9191
Sortino Ratio Rank
LTEBX Omega Ratio Rank: 9494
Omega Ratio Rank
LTEBX Calmar Ratio Rank: 3737
Calmar Ratio Rank
LTEBX Martin Ratio Rank: 3030
Martin Ratio Rank

PDIIX
PDIIX Risk / Return Rank: 6868
Overall Rank
PDIIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PDIIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PDIIX Omega Ratio Rank: 7979
Omega Ratio Rank
PDIIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PDIIX Martin Ratio Rank: 5454
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.

LTEBX vs. PDIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Limited Term Tax-Exempt Bond Fund (LTEBX) and PIMCO Diversified Income Fund (PDIIX). 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.


LTEBXPDIIXDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.67

1.43

+0.24

Calmar ratioReturn relative to maximum drawdown

1.97

2.32

-0.35

Martin ratioReturn relative to average drawdown

5.81

9.46

-3.65

LTEBX vs. PDIIX - Sharpe Ratio Comparison

The current LTEBX Sharpe Ratio is 2.55, which is comparable to the PDIIX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of LTEBX and PDIIX, 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

LTEBX vs. PDIIX - Drawdown Comparison

The maximum LTEBX drawdown since its inception was -8.33%, smaller than the maximum PDIIX drawdown of -21.96%. Use the drawdown chart below to compare losses from any high point for LTEBX and PDIIX.


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Drawdown Indicators


LTEBXPDIIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.33%

-21.96%

+13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.33%

-3.55%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-2.91%

-4.27%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-8.33%

-20.50%

+12.17%

Max Drawdown (10Y)

Largest decline over 10 years

-8.33%

-20.50%

+12.17%

Current Drawdown

Current decline from peak

-0.99%

-0.20%

-0.79%

Average Drawdown

Average peak-to-trough decline

-1.05%

-2.81%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.87%

-0.08%

Volatility

LTEBX vs. PDIIX - Volatility Comparison

The current volatility for American Funds Limited Term Tax-Exempt Bond Fund (LTEBX) is 0.54%, while PIMCO Diversified Income Fund (PDIIX) has a volatility of 1.19%. This indicates that LTEBX experiences smaller price fluctuations and is considered to be less risky than PDIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTEBXPDIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

1.19%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

3.21%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

1.80%

3.88%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.32%

5.01%

-2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.34%

4.89%

-2.55%

LTEBX vs. PDIIX - Expense Ratio Comparison

LTEBX has a 0.57% expense ratio, which is lower than PDIIX's 0.75% expense ratio.


Dividends

LTEBX vs. PDIIX - Dividend Comparison

LTEBX's dividend yield for the trailing twelve months is around 2.59%, less than PDIIX's 5.51% yield.


PositionTTM20252024202320222021202020192018201720162015
LTEBX
American Funds Limited Term Tax-Exempt Bond Fund
2.59%3.39%2.34%1.74%0.87%1.24%1.92%2.19%2.04%2.21%1.92%2.34%
PDIIX
PIMCO Diversified Income Fund
5.51%5.42%5.18%4.66%3.91%3.65%3.68%5.04%4.46%4.84%4.94%7.68%

Frequently Asked Questions


LTEBX and PDIIX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDIIX has higher volatility (1.19%) compared to LTEBX (0.54%). In terms of maximum drawdown, LTEBX dropped -8.33% vs PDIIX's -21.96%.

LTEBX currently has the higher Sharpe Ratio (2.55 vs 2.13), 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.

Portfolio Optimizer

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