PAAIX vs. COTZX
Compare and contrast key facts about PIMCO All Asset Fund (PAAIX) and Columbia Thermostat Fund (COTZX).
PAAIX is managed by PIMCO. It was launched on Nov 5, 2002. COTZX is managed by Columbia. It was launched on Sep 24, 2002.
Performance
PAAIX vs. COTZX - Performance Comparison
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PAAIX vs. COTZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAAIX PIMCO All Asset Fund | 2.90% | 13.20% | 4.12% | 8.19% | -11.52% | 15.61% | 8.38% | 12.21% | -4.97% | 13.99% |
COTZX Columbia Thermostat Fund | -2.76% | 15.02% | 7.98% | 11.66% | -12.92% | 6.44% | 29.61% | 15.15% | -1.17% | 3.33% |
Returns By Period
In the year-to-date period, PAAIX achieves a 2.90% return, which is significantly higher than COTZX's -2.76% return. Both investments have delivered pretty close results over the past 10 years, with PAAIX having a 6.70% annualized return and COTZX not far ahead at 6.95%.
PAAIX
- 1D
- 0.34%
- 1M
- -4.54%
- YTD
- 2.90%
- 6M
- 5.80%
- 1Y
- 14.16%
- 3Y*
- 8.11%
- 5Y*
- 4.79%
- 10Y*
- 6.70%
COTZX
- 1D
- 0.23%
- 1M
- -3.79%
- YTD
- -2.76%
- 6M
- -1.32%
- 1Y
- 11.36%
- 3Y*
- 8.91%
- 5Y*
- 4.12%
- 10Y*
- 6.95%
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PAAIX vs. COTZX - Expense Ratio Comparison
PAAIX has a 1.40% expense ratio, which is higher than COTZX's 0.24% expense ratio.
Return for Risk
PAAIX vs. COTZX — Risk / Return Rank
PAAIX
COTZX
PAAIX vs. COTZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO All Asset Fund (PAAIX) and Columbia Thermostat Fund (COTZX). 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.
| PAAIX | COTZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 1.37 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.67 | 2.20 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.06 | +0.22 |
Martin ratioReturn relative to average drawdown | 9.91 | 10.72 | -0.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PAAIX | COTZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.37 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.57 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.95 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.62 | +0.30 |
Correlation
The correlation between PAAIX and COTZX is 0.57, 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
PAAIX vs. COTZX - Dividend Comparison
PAAIX's dividend yield for the trailing twelve months is around 7.58%, more than COTZX's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAAIX PIMCO All Asset Fund | 7.58% | 7.12% | 5.92% | 3.20% | 7.68% | 11.90% | 3.56% | 3.33% | 5.50% | 4.48% | 3.60% | 3.93% |
COTZX Columbia Thermostat Fund | 3.46% | 3.37% | 3.55% | 2.74% | 3.28% | 14.82% | 6.92% | 5.57% | 4.45% | 3.13% | 2.66% | 4.26% |
Drawdowns
PAAIX vs. COTZX - Drawdown Comparison
The maximum PAAIX drawdown since its inception was -27.59%, smaller than the maximum COTZX drawdown of -47.48%. Use the drawdown chart below to compare losses from any high point for PAAIX and COTZX.
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Drawdown Indicators
| PAAIX | COTZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.59% | -47.48% | +19.89% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -5.40% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -17.80% | -2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -22.64% | -17.80% | -4.84% |
Current DrawdownCurrent decline from peak | -4.54% | -3.79% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -3.79% | -3.49% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.04% | +0.40% |
Volatility
PAAIX vs. COTZX - Volatility Comparison
PIMCO All Asset Fund (PAAIX) has a higher volatility of 2.40% compared to Columbia Thermostat Fund (COTZX) at 2.15%. This indicates that PAAIX's price experiences larger fluctuations and is considered to be riskier than COTZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PAAIX | COTZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 2.15% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 4.25% | 3.41% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.98% | 8.52% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.79% | 7.28% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 7.35% | +0.45% |