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PDIIX vs. FAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDIIX and FAGIX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

PDIIX vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Diversified Income Fund (PDIIX) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
198.75%
373.53%
PDIIX
FAGIX

Key characteristics

Sharpe Ratio

PDIIX:

2.04

FAGIX:

0.97

Sortino Ratio

PDIIX:

3.04

FAGIX:

1.34

Omega Ratio

PDIIX:

1.41

FAGIX:

1.19

Calmar Ratio

PDIIX:

1.23

FAGIX:

0.93

Martin Ratio

PDIIX:

8.48

FAGIX:

3.65

Ulcer Index

PDIIX:

0.98%

FAGIX:

1.84%

Daily Std Dev

PDIIX:

4.08%

FAGIX:

6.94%

Max Drawdown

PDIIX:

-22.29%

FAGIX:

-37.80%

Current Drawdown

PDIIX:

-1.10%

FAGIX:

-3.46%

Returns By Period

In the year-to-date period, PDIIX achieves a 1.48% return, which is significantly higher than FAGIX's -1.09% return. Over the past 10 years, PDIIX has underperformed FAGIX with an annualized return of 3.61%, while FAGIX has yielded a comparatively higher 4.52% annualized return.


PDIIX

YTD

1.48%

1M

0.12%

6M

2.40%

1Y

8.69%

5Y*

3.24%

10Y*

3.61%

FAGIX

YTD

-1.09%

1M

-0.30%

6M

-0.13%

1Y

6.71%

5Y*

7.22%

10Y*

4.52%

*Annualized

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PDIIX vs. FAGIX - Expense Ratio Comparison

PDIIX has a 0.75% expense ratio, which is higher than FAGIX's 0.67% expense ratio.


Expense ratio chart for PDIIX: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PDIIX: 0.75%
Expense ratio chart for FAGIX: current value is 0.67%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FAGIX: 0.67%

Risk-Adjusted Performance

PDIIX vs. FAGIX — Risk-Adjusted Performance Rank

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

PDIIX
The Risk-Adjusted Performance Rank of PDIIX is 9191
Overall Rank
The Sharpe Ratio Rank of PDIIX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PDIIX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of PDIIX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PDIIX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of PDIIX is 9292
Martin Ratio Rank

FAGIX
The Risk-Adjusted Performance Rank of FAGIX is 7878
Overall Rank
The Sharpe Ratio Rank of FAGIX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDIIX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Diversified Income Fund (PDIIX) and Fidelity Capital & Income Fund (FAGIX). 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.


The chart of Sharpe ratio for PDIIX, currently valued at 2.15, compared to the broader market-1.000.001.002.003.00
PDIIX: 2.15
FAGIX: 0.97
The chart of Sortino ratio for PDIIX, currently valued at 3.20, compared to the broader market-2.000.002.004.006.008.00
PDIIX: 3.20
FAGIX: 1.34
The chart of Omega ratio for PDIIX, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.00
PDIIX: 1.45
FAGIX: 1.19
The chart of Calmar ratio for PDIIX, currently valued at 1.41, compared to the broader market0.002.004.006.008.0010.00
PDIIX: 1.41
FAGIX: 0.93
The chart of Martin ratio for PDIIX, currently valued at 8.84, compared to the broader market0.0010.0020.0030.0040.0050.00
PDIIX: 8.84
FAGIX: 3.65

The current PDIIX Sharpe Ratio is 2.04, which is higher than the FAGIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PDIIX and FAGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.15
0.97
PDIIX
FAGIX

Dividends

PDIIX vs. FAGIX - Dividend Comparison

PDIIX's dividend yield for the trailing twelve months is around 5.38%, more than FAGIX's 5.04% yield.


TTM20242023202220212020201920182017201620152014
PDIIX
PIMCO Diversified Income Fund
5.38%5.20%4.65%5.02%3.57%3.68%4.62%4.46%4.87%4.94%7.14%6.03%
FAGIX
Fidelity Capital & Income Fund
5.04%5.03%5.29%4.85%3.41%3.78%4.25%5.28%4.01%4.12%5.01%8.08%

Drawdowns

PDIIX vs. FAGIX - Drawdown Comparison

The maximum PDIIX drawdown since its inception was -22.29%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for PDIIX and FAGIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.10%
-3.46%
PDIIX
FAGIX

Volatility

PDIIX vs. FAGIX - Volatility Comparison

The current volatility for PIMCO Diversified Income Fund (PDIIX) is 2.13%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 4.43%. This indicates that PDIIX experiences smaller price fluctuations and is considered to be less risky than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
2.13%
4.43%
PDIIX
FAGIX