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PCMM vs. PDO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCMM vs. PDO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx Private Credit CLO ETF (PCMM) and Pimco Dynamic Income Opportunities Fund (PDO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCMM achieves a 1.15% return, which is significantly higher than PDO's -1.55% return.


PCMM

1D
0.06%
1M
0.49%
YTD
1.15%
6M
1.71%
1Y
4.45%
3Y*
5Y*
10Y*

PDO

1D
-0.76%
1M
-1.31%
YTD
-1.55%
6M
-1.36%
1Y
7.78%
3Y*
12.29%
5Y*
2.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCMM vs. PDO - Yearly Performance Comparison


2026 (YTD)20252024
PCMM
BondBloxx Private Credit CLO ETF
1.15%6.30%0.50%
PDO
Pimco Dynamic Income Opportunities Fund
-1.55%13.96%-0.09%

Correlation

The correlation between PCMM and PDO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2024

0.08

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Return for Risk

PCMM vs. PDO — Risk / Return Rank

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

PCMM
PCMM Risk / Return Rank: 3636
Overall Rank
PCMM Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PCMM Sortino Ratio Rank: 3131
Sortino Ratio Rank
PCMM Omega Ratio Rank: 3232
Omega Ratio Rank
PCMM Calmar Ratio Rank: 4242
Calmar Ratio Rank
PCMM Martin Ratio Rank: 4444
Martin Ratio Rank

PDO
PDO Risk / Return Rank: 6060
Overall Rank
PDO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PDO Sortino Ratio Rank: 5757
Sortino Ratio Rank
PDO Omega Ratio Rank: 6262
Omega Ratio Rank
PDO Calmar Ratio Rank: 5656
Calmar Ratio Rank
PDO Martin Ratio Rank: 6363
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.

PCMM vs. PDO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx Private Credit CLO ETF (PCMM) and Pimco Dynamic Income Opportunities Fund (PDO). 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.


PCMMPDODifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratioReturn relative to maximum drawdown

2.07

0.70

+1.38

Martin ratioReturn relative to average drawdown

7.21

2.54

+4.68

PCMM vs. PDO - Sharpe Ratio Comparison

The current PCMM Sharpe Ratio is 1.16, which is higher than the PDO Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of PCMM and PDO, 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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Sharpe Ratios by Period


PCMMPDODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.79

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.25

+0.83

Drawdowns

PCMM vs. PDO - Drawdown Comparison

The maximum PCMM drawdown since its inception was -4.32%, smaller than the maximum PDO drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for PCMM and PDO.


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Drawdown Indicators


PCMMPDODifference

Max Drawdown

Largest peak-to-trough decline

-4.32%

-36.83%

+32.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.16%

-11.18%

+9.02%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

Max Drawdown (5Y)

Largest decline over 5 years

-36.83%

Current Drawdown

Current decline from peak

-0.41%

-5.38%

+4.97%

Average Drawdown

Average peak-to-trough decline

-0.43%

-14.43%

+14.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

3.08%

-2.46%

Volatility

PCMM vs. PDO - Volatility Comparison

The current volatility for BondBloxx Private Credit CLO ETF (PCMM) is 1.22%, while Pimco Dynamic Income Opportunities Fund (PDO) has a volatility of 3.79%. This indicates that PCMM experiences smaller price fluctuations and is considered to be less risky than PDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCMMPDODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

3.79%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

8.95%

-6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

9.95%

-6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

15.85%

-10.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

15.57%

-10.60%

Dividends

PCMM vs. PDO - Dividend Comparison

PCMM's dividend yield for the trailing twelve months is around 6.62%, less than PDO's 11.81% yield.


PositionTTM20252024202320222021
PCMM
BondBloxx Private Credit CLO ETF
6.62%7.02%0.00%0.00%0.00%0.00%
PDO
Pimco Dynamic Income Opportunities Fund
11.81%11.09%11.29%12.54%19.09%8.56%

Frequently Asked Questions


PCMM and PDO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDO has higher volatility (3.79%) compared to PCMM (1.22%). In terms of maximum drawdown, PCMM dropped -4.32% vs PDO's -36.83%.

PCMM currently has the higher Sharpe Ratio (1.16 vs 0.79), 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.

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