PDAVX vs. GIMFX
Compare and contrast key facts about PineBridge Dynamic Asset Allocation Fund (PDAVX) and GMO Implementation Fund (GIMFX).
PDAVX is managed by PineBridge. It was launched on Mar 1, 2016. GIMFX is managed by GMO. It was launched on Feb 29, 2012.
Performance
PDAVX vs. GIMFX - Performance Comparison
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PDAVX vs. GIMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDAVX PineBridge Dynamic Asset Allocation Fund | -5.54% | 14.21% | 5.48% | 7.60% | -16.77% | 6.51% | 12.87% | 14.84% | -9.55% | 15.83% |
GIMFX GMO Implementation Fund | 4.96% | 25.37% | 2.67% | 14.75% | -1.24% | 4.05% | -7.25% | 13.24% | -5.58% | 13.55% |
Returns By Period
In the year-to-date period, PDAVX achieves a -5.54% return, which is significantly lower than GIMFX's 4.96% return.
PDAVX
- 1D
- -0.08%
- 1M
- -7.77%
- YTD
- -5.54%
- 6M
- -4.66%
- 1Y
- 8.74%
- 3Y*
- 5.63%
- 5Y*
- 1.33%
- 10Y*
- —
GIMFX
- 1D
- 0.25%
- 1M
- -5.36%
- YTD
- 4.96%
- 6M
- 11.65%
- 1Y
- 25.30%
- 3Y*
- 14.62%
- 5Y*
- 8.53%
- 10Y*
- 6.46%
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PDAVX vs. GIMFX - Expense Ratio Comparison
PDAVX has a 0.90% expense ratio, which is higher than GIMFX's 0.02% expense ratio.
Return for Risk
PDAVX vs. GIMFX — Risk / Return Rank
PDAVX
GIMFX
PDAVX vs. GIMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PineBridge Dynamic Asset Allocation Fund (PDAVX) and GMO Implementation Fund (GIMFX). 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.
| PDAVX | GIMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 2.85 | -2.16 |
Sortino ratioReturn per unit of downside risk | 1.02 | 3.70 | -2.68 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.57 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 3.48 | -2.63 |
Martin ratioReturn relative to average drawdown | 3.42 | 13.93 | -10.51 |
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
| PDAVX | GIMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 2.85 | -2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 1.01 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.64 | -0.23 |
Correlation
The correlation between PDAVX and GIMFX is 0.67, 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
PDAVX vs. GIMFX - Dividend Comparison
PDAVX's dividend yield for the trailing twelve months is around 1.84%, less than GIMFX's 4.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PDAVX PineBridge Dynamic Asset Allocation Fund | 1.84% | 1.74% | 2.35% | 2.74% | 0.00% | 5.28% | 1.19% | 1.38% | 2.54% | 5.75% | 0.00% |
GIMFX GMO Implementation Fund | 4.07% | 4.28% | 3.39% | 5.93% | 3.59% | 3.28% | 2.25% | 3.99% | 4.59% | 2.95% | 1.98% |
Drawdowns
PDAVX vs. GIMFX - Drawdown Comparison
The maximum PDAVX drawdown since its inception was -25.58%, roughly equal to the maximum GIMFX drawdown of -25.87%. Use the drawdown chart below to compare losses from any high point for PDAVX and GIMFX.
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Drawdown Indicators
| PDAVX | GIMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.58% | -25.87% | +0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -6.79% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -14.02% | -10.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.87% | — |
Current DrawdownCurrent decline from peak | -8.89% | -5.36% | -3.53% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -4.33% | -3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 1.75% | +0.47% |
Volatility
PDAVX vs. GIMFX - Volatility Comparison
PineBridge Dynamic Asset Allocation Fund (PDAVX) has a higher volatility of 5.26% compared to GMO Implementation Fund (GIMFX) at 3.70%. This indicates that PDAVX's price experiences larger fluctuations and is considered to be riskier than GIMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDAVX | GIMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 3.70% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 5.81% | +3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.03% | 8.81% | +4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.20% | 8.46% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.37% | 8.93% | +1.44% |