PDIIX vs. FSCIX
Compare and contrast key facts about PIMCO Diversified Income Fund (PDIIX) and Fidelity Advisor Small Cap Fund Class I (FSCIX).
PDIIX is managed by PIMCO. It was launched on Jul 30, 2003. FSCIX is managed by Fidelity. It was launched on Sep 9, 1998.
Performance
PDIIX vs. FSCIX - Performance Comparison
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PDIIX vs. FSCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDIIX PIMCO Diversified Income Fund | -1.80% | 10.42% | 6.38% | 10.41% | -14.70% | 0.42% | 6.43% | 13.05% | -0.97% | 8.87% |
FSCIX Fidelity Advisor Small Cap Fund Class I | 0.67% | 12.12% | 11.59% | 18.58% | -20.51% | 31.58% | 17.44% | 32.70% | -16.25% | 14.09% |
Returns By Period
In the year-to-date period, PDIIX achieves a -1.80% return, which is significantly lower than FSCIX's 0.67% return. Over the past 10 years, PDIIX has underperformed FSCIX with an annualized return of 4.34%, while FSCIX has yielded a comparatively higher 9.96% annualized return.
PDIIX
- 1D
- 0.20%
- 1M
- -3.35%
- YTD
- -1.80%
- 6M
- 0.36%
- 1Y
- 6.29%
- 3Y*
- 7.47%
- 5Y*
- 2.28%
- 10Y*
- 4.34%
FSCIX
- 1D
- -1.77%
- 1M
- -7.89%
- YTD
- 0.67%
- 6M
- 4.18%
- 1Y
- 22.95%
- 3Y*
- 12.39%
- 5Y*
- 6.41%
- 10Y*
- 9.96%
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PDIIX vs. FSCIX - Expense Ratio Comparison
PDIIX has a 0.75% expense ratio, which is lower than FSCIX's 0.97% expense ratio.
Return for Risk
PDIIX vs. FSCIX — Risk / Return Rank
PDIIX
FSCIX
PDIIX vs. FSCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Diversified Income Fund (PDIIX) and Fidelity Advisor Small Cap Fund Class I (FSCIX). 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.
| PDIIX | FSCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 1.05 | +0.68 |
Sortino ratioReturn per unit of downside risk | 2.44 | 1.58 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.49 | +0.42 |
Martin ratioReturn relative to average drawdown | 7.98 | 6.38 | +1.60 |
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
| PDIIX | FSCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 1.05 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.30 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.46 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.48 | +0.72 |
Correlation
The correlation between PDIIX and FSCIX is 0.22, 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.
Dividends
PDIIX vs. FSCIX - Dividend Comparison
PDIIX's dividend yield for the trailing twelve months is around 5.14%, more than FSCIX's 1.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDIIX PIMCO Diversified Income Fund | 5.14% | 5.42% | 5.21% | 4.66% | 3.91% | 3.65% | 3.68% | 5.04% | 4.46% | 4.84% | 4.94% | 7.68% |
FSCIX Fidelity Advisor Small Cap Fund Class I | 1.61% | 1.62% | 12.26% | 1.17% | 4.64% | 9.81% | 2.39% | 3.53% | 13.10% | 12.79% | 2.44% | 7.76% |
Drawdowns
PDIIX vs. FSCIX - Drawdown Comparison
The maximum PDIIX drawdown since its inception was -21.96%, smaller than the maximum FSCIX drawdown of -49.58%. Use the drawdown chart below to compare losses from any high point for PDIIX and FSCIX.
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Drawdown Indicators
| PDIIX | FSCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.96% | -49.58% | +27.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.55% | -13.77% | +10.22% |
Max Drawdown (5Y)Largest decline over 5 years | -20.50% | -32.32% | +11.82% |
Max Drawdown (10Y)Largest decline over 10 years | -20.50% | -40.41% | +19.91% |
Current DrawdownCurrent decline from peak | -3.35% | -9.33% | +5.98% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -11.00% | +8.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 3.21% | -2.36% |
Volatility
PDIIX vs. FSCIX - Volatility Comparison
The current volatility for PIMCO Diversified Income Fund (PDIIX) is 1.72%, while Fidelity Advisor Small Cap Fund Class I (FSCIX) has a volatility of 6.46%. This indicates that PDIIX experiences smaller price fluctuations and is considered to be less risky than FSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDIIX | FSCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 6.46% | -4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 12.64% | -10.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.97% | 21.93% | -17.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.93% | 21.41% | -16.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.86% | 21.57% | -16.71% |