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PDGZX vs. TDIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDGZX vs. TDIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RealPath Blend 2035 Fund (PDGZX) and Dimensional Retirement Income Fund (TDIFX). The values are adjusted to include any dividend payments, if applicable.

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PDGZX vs. TDIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDGZX
PIMCO RealPath Blend 2035 Fund
-2.76%16.92%10.09%16.52%-17.06%15.06%13.72%22.67%-6.75%18.13%
TDIFX
Dimensional Retirement Income Fund
-0.37%7.22%6.21%7.76%-9.37%14.53%9.33%9.96%-1.98%5.17%

Returns By Period

In the year-to-date period, PDGZX achieves a -2.76% return, which is significantly lower than TDIFX's -0.37% return. Over the past 10 years, PDGZX has outperformed TDIFX with an annualized return of 8.66%, while TDIFX has yielded a comparatively lower 4.75% annualized return.


PDGZX

1D
0.07%
1M
-6.83%
YTD
-2.76%
6M
-0.50%
1Y
12.46%
3Y*
11.14%
5Y*
6.21%
10Y*
8.66%

TDIFX

1D
0.21%
1M
-2.32%
YTD
-0.37%
6M
0.46%
1Y
5.16%
3Y*
5.69%
5Y*
4.78%
10Y*
4.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDGZX vs. TDIFX - Expense Ratio Comparison

PDGZX has a 0.05% expense ratio, which is lower than TDIFX's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

PDGZX vs. TDIFX — Risk / Return Rank

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

PDGZX
PDGZX Risk / Return Rank: 6464
Overall Rank
PDGZX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PDGZX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PDGZX Omega Ratio Rank: 6464
Omega Ratio Rank
PDGZX Calmar Ratio Rank: 5959
Calmar Ratio Rank
PDGZX Martin Ratio Rank: 6666
Martin Ratio Rank

TDIFX
TDIFX Risk / Return Rank: 6868
Overall Rank
TDIFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TDIFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
TDIFX Omega Ratio Rank: 7575
Omega Ratio Rank
TDIFX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TDIFX Martin Ratio Rank: 5757
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.

PDGZX vs. TDIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RealPath Blend 2035 Fund (PDGZX) and Dimensional Retirement Income Fund (TDIFX). 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.


PDGZXTDIFXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.40

-0.26

Sortino ratio

Return per unit of downside risk

1.63

1.95

-0.32

Omega ratio

Gain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

1.37

1.32

+0.05

Martin ratio

Return relative to average drawdown

6.29

5.55

+0.74

PDGZX vs. TDIFX - Sharpe Ratio Comparison

The current PDGZX Sharpe Ratio is 1.14, which is comparable to the TDIFX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of PDGZX and TDIFX, 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


PDGZXTDIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.40

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.83

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.95

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.99

-0.36

Correlation

The correlation between PDGZX and TDIFX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PDGZX vs. TDIFX - Dividend Comparison

PDGZX's dividend yield for the trailing twelve months is around 5.39%, more than TDIFX's 2.08% yield.


TTM20252024202320222021202020192018201720162015
PDGZX
PIMCO RealPath Blend 2035 Fund
5.39%5.09%4.17%2.73%3.30%4.92%2.12%3.71%5.84%2.17%2.72%2.40%
TDIFX
Dimensional Retirement Income Fund
2.08%1.77%3.11%3.09%4.66%9.39%1.39%1.98%2.11%0.98%0.89%0.00%

Drawdowns

PDGZX vs. TDIFX - Drawdown Comparison

The maximum PDGZX drawdown since its inception was -27.25%, which is greater than TDIFX's maximum drawdown of -12.21%. Use the drawdown chart below to compare losses from any high point for PDGZX and TDIFX.


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Drawdown Indicators


PDGZXTDIFXDifference

Max Drawdown

Largest peak-to-trough decline

-27.25%

-12.21%

-15.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.59%

-2.84%

-5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.26%

-12.21%

-12.05%

Max Drawdown (10Y)

Largest decline over 10 years

-27.25%

-12.21%

-15.04%

Current Drawdown

Current decline from peak

-6.94%

-2.40%

-4.54%

Average Drawdown

Average peak-to-trough decline

-4.45%

-1.77%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

0.83%

+1.04%

Volatility

PDGZX vs. TDIFX - Volatility Comparison

PIMCO RealPath Blend 2035 Fund (PDGZX) has a higher volatility of 3.79% compared to Dimensional Retirement Income Fund (TDIFX) at 1.34%. This indicates that PDGZX's price experiences larger fluctuations and is considered to be riskier than TDIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDGZXTDIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

1.34%

+2.45%

Volatility (6M)

Calculated over the trailing 6-month period

6.33%

2.25%

+4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

4.31%

+6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.55%

5.88%

+5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.15%

5.05%

+7.10%