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MAHIX vs. PUTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAHIX vs. PUTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iMGP High Income Alternatives Fund (MAHIX) and PIMCO Strategic Bond Fund (PUTIX). The values are adjusted to include any dividend payments, if applicable.

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MAHIX vs. PUTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MAHIX
iMGP High Income Alternatives Fund
-0.43%7.37%8.84%12.32%-7.05%5.48%5.63%8.37%-2.98%
PUTIX
PIMCO Strategic Bond Fund
-0.71%8.12%6.35%6.65%-6.51%0.44%4.33%5.24%0.40%

Returns By Period

In the year-to-date period, MAHIX achieves a -0.43% return, which is significantly higher than PUTIX's -0.71% return.


MAHIX

1D
0.21%
1M
-1.12%
YTD
-0.43%
6M
1.23%
1Y
5.56%
3Y*
8.20%
5Y*
4.64%
10Y*

PUTIX

1D
0.09%
1M
-1.55%
YTD
-0.71%
6M
1.31%
1Y
5.05%
3Y*
6.20%
5Y*
2.67%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAHIX vs. PUTIX - Expense Ratio Comparison

MAHIX has a 0.98% expense ratio, which is higher than PUTIX's 0.51% expense ratio.


Return for Risk

MAHIX vs. PUTIX — Risk / Return Rank

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

MAHIX
MAHIX Risk / Return Rank: 8787
Overall Rank
MAHIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MAHIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
MAHIX Omega Ratio Rank: 9494
Omega Ratio Rank
MAHIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MAHIX Martin Ratio Rank: 8888
Martin Ratio Rank

PUTIX
PUTIX Risk / Return Rank: 9494
Overall Rank
PUTIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PUTIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PUTIX Omega Ratio Rank: 9595
Omega Ratio Rank
PUTIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PUTIX Martin Ratio Rank: 9393
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.

MAHIX vs. PUTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iMGP High Income Alternatives Fund (MAHIX) and PIMCO Strategic Bond Fund (PUTIX). 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.


MAHIXPUTIXDifference

Sharpe ratio

Return per unit of total volatility

1.81

2.26

-0.45

Sortino ratio

Return per unit of downside risk

2.14

3.64

-1.50

Omega ratio

Gain probability vs. loss probability

1.50

1.53

-0.04

Calmar ratio

Return relative to maximum drawdown

1.95

2.87

-0.92

Martin ratio

Return relative to average drawdown

9.51

11.37

-1.86

MAHIX vs. PUTIX - Sharpe Ratio Comparison

The current MAHIX Sharpe Ratio is 1.81, which is comparable to the PUTIX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of MAHIX and PUTIX, 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


MAHIXPUTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

2.26

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.66

1.00

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.07

-0.03

Correlation

The correlation between MAHIX and PUTIX 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.


Dividends

MAHIX vs. PUTIX - Dividend Comparison

MAHIX's dividend yield for the trailing twelve months is around 6.98%, more than PUTIX's 4.28% yield.


TTM20252024202320222021202020192018201720162015
MAHIX
iMGP High Income Alternatives Fund
6.98%7.16%5.98%6.28%4.25%4.80%3.75%3.65%0.65%0.00%0.00%0.00%
PUTIX
PIMCO Strategic Bond Fund
4.28%4.56%4.19%2.36%2.32%1.17%2.07%3.31%2.81%4.62%2.58%4.60%

Drawdowns

MAHIX vs. PUTIX - Drawdown Comparison

The maximum MAHIX drawdown since its inception was -20.00%, which is greater than PUTIX's maximum drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for MAHIX and PUTIX.


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Drawdown Indicators


MAHIXPUTIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.00%

-9.59%

-10.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-1.96%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-9.52%

-9.59%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-9.59%

Current Drawdown

Current decline from peak

-1.50%

-1.55%

+0.05%

Average Drawdown

Average peak-to-trough decline

-1.75%

-1.25%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.49%

+0.09%

Volatility

MAHIX vs. PUTIX - Volatility Comparison

iMGP High Income Alternatives Fund (MAHIX) and PIMCO Strategic Bond Fund (PUTIX) have volatilities of 0.97% and 0.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAHIXPUTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.95%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

1.53%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

2.47%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.81%

2.69%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

2.73%

+1.91%