PDIIX vs. PISIX
Compare and contrast key facts about PIMCO Diversified Income Fund (PDIIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX).
PDIIX is managed by PIMCO. It was launched on Jul 30, 2003. PISIX is managed by PIMCO. It was launched on Oct 31, 2003.
Performance
PDIIX vs. PISIX - Performance Comparison
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PDIIX vs. PISIX - 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% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | -0.85% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
Returns By Period
In the year-to-date period, PDIIX achieves a -1.80% return, which is significantly lower than PISIX's -0.85% return. Over the past 10 years, PDIIX has underperformed PISIX with an annualized return of 4.34%, while PISIX has yielded a comparatively higher 11.51% 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%
PISIX
- 1D
- 0.22%
- 1M
- -9.44%
- YTD
- -0.85%
- 6M
- -0.21%
- 1Y
- 12.13%
- 3Y*
- 14.32%
- 5Y*
- 10.34%
- 10Y*
- 11.51%
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PDIIX vs. PISIX - Expense Ratio Comparison
PDIIX has a 0.75% expense ratio, which is lower than PISIX's 0.76% expense ratio.
Return for Risk
PDIIX vs. PISIX — Risk / Return Rank
PDIIX
PISIX
PDIIX vs. PISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Diversified Income Fund (PDIIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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 | PISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 0.63 | +1.09 |
Sortino ratioReturn per unit of downside risk | 2.44 | 0.85 | +1.58 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.14 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 0.64 | +1.26 |
Martin ratioReturn relative to average drawdown | 7.98 | 2.55 | +5.43 |
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 | PISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 0.63 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.75 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.80 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.52 | +0.67 |
Correlation
The correlation between PDIIX and PISIX is 0.29, 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. PISIX - Dividend Comparison
PDIIX's dividend yield for the trailing twelve months is around 5.14%, which matches PISIX's 5.19% 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% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 5.19% | 5.14% | 11.81% | 10.04% | 10.11% | 7.31% | 1.42% | 11.47% | 7.99% | 7.36% | 1.02% | 8.16% |
Drawdowns
PDIIX vs. PISIX - Drawdown Comparison
The maximum PDIIX drawdown since its inception was -21.96%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PDIIX and PISIX.
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Drawdown Indicators
| PDIIX | PISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.96% | -57.47% | +35.51% |
Max Drawdown (1Y)Largest decline over 1 year | -3.55% | -12.81% | +9.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.50% | -18.93% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -20.50% | -35.44% | +14.94% |
Current DrawdownCurrent decline from peak | -3.35% | -9.44% | +6.09% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -7.23% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 3.54% | -2.69% |
Volatility
PDIIX vs. PISIX - Volatility Comparison
The current volatility for PIMCO Diversified Income Fund (PDIIX) is 1.72%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PDIIX experiences smaller price fluctuations and is considered to be less risky than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDIIX | PISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 6.58% | -4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 11.37% | -8.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.97% | 16.52% | -12.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.93% | 13.92% | -8.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.86% | 14.55% | -9.69% |