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PDIIX vs. PONAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDIIX vs. PONAX - Performance Comparison

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

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PDIIX vs. PONAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PONAX
PIMCO Income Fund Class A
-1.42%10.63%5.02%8.96%-9.34%2.21%5.40%7.65%0.21%8.19%

Returns By Period

In the year-to-date period, PDIIX achieves a -1.80% return, which is significantly lower than PONAX's -1.42% return. Both investments have delivered pretty close results over the past 10 years, with PDIIX having a 4.34% annualized return and PONAX not far behind at 4.25%.


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%

PONAX

1D
0.47%
1M
-3.24%
YTD
-1.42%
6M
0.98%
1Y
5.68%
3Y*
6.79%
5Y*
3.00%
10Y*
4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDIIX vs. PONAX - Expense Ratio Comparison

PDIIX has a 0.75% expense ratio, which is lower than PONAX's 1.02% expense ratio.


Return for Risk

PDIIX vs. PONAX — Risk / Return Rank

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

PDIIX
PDIIX Risk / Return Rank: 8484
Overall Rank
PDIIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PDIIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PDIIX Omega Ratio Rank: 8484
Omega Ratio Rank
PDIIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PDIIX Martin Ratio Rank: 8181
Martin Ratio Rank

PONAX
PONAX Risk / Return Rank: 7878
Overall Rank
PONAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PONAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PONAX Omega Ratio Rank: 7474
Omega Ratio Rank
PONAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PONAX Martin Ratio Rank: 7474
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.

PDIIX vs. PONAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Diversified Income Fund (PDIIX) and PIMCO Income Fund Class A (PONAX). 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.


PDIIXPONAXDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.48

+0.25

Sortino ratio

Return per unit of downside risk

2.44

2.11

+0.33

Omega ratio

Gain probability vs. loss probability

1.34

1.28

+0.06

Calmar ratio

Return relative to maximum drawdown

1.90

1.76

+0.15

Martin ratio

Return relative to average drawdown

7.98

7.07

+0.91

PDIIX vs. PONAX - Sharpe Ratio Comparison

The current PDIIX Sharpe Ratio is 1.72, which is comparable to the PONAX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PDIIX and PONAX, 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


PDIIXPONAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.48

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.64

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

1.03

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

1.47

-0.27

Correlation

The correlation between PDIIX and PONAX is 0.76, 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

PDIIX vs. PONAX - Dividend Comparison

PDIIX's dividend yield for the trailing twelve months is around 5.14%, less than PONAX's 5.20% yield.


TTM20252024202320222021202020192018201720162015
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%
PONAX
PIMCO Income Fund Class A
5.20%5.61%5.86%5.86%4.66%3.62%4.48%5.42%5.24%4.97%5.13%7.45%

Drawdowns

PDIIX vs. PONAX - Drawdown Comparison

The maximum PDIIX drawdown since its inception was -21.96%, which is greater than PONAX's maximum drawdown of -13.64%. Use the drawdown chart below to compare losses from any high point for PDIIX and PONAX.


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Drawdown Indicators


PDIIXPONAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.96%

-13.64%

-8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-3.69%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.50%

-13.64%

-6.86%

Max Drawdown (10Y)

Largest decline over 10 years

-20.50%

-13.64%

-6.86%

Current Drawdown

Current decline from peak

-3.35%

-3.24%

-0.11%

Average Drawdown

Average peak-to-trough decline

-2.83%

-1.80%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.92%

-0.07%

Volatility

PDIIX vs. PONAX - Volatility Comparison

The current volatility for PIMCO Diversified Income Fund (PDIIX) is 1.72%, while PIMCO Income Fund Class A (PONAX) has a volatility of 1.88%. This indicates that PDIIX experiences smaller price fluctuations and is considered to be less risky than PONAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDIIXPONAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

1.88%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.61%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

4.24%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.93%

4.72%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

4.16%

+0.70%