PDMIX vs. PMJIX
Compare and contrast key facts about PIMCO GNMA and Government Securities Fund (PDMIX) and PIMCO RAE US Small Fund (PMJIX).
PDMIX is managed by PIMCO. It was launched on Jul 30, 1997. PMJIX is managed by PIMCO. It was launched on Jun 5, 2015.
Performance
PDMIX vs. PMJIX - Performance Comparison
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PDMIX vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDMIX PIMCO GNMA and Government Securities Fund | 0.18% | 8.43% | 1.59% | 6.03% | -13.96% | -0.65% | 5.78% | 6.57% | 0.83% | 2.06% |
PMJIX PIMCO RAE US Small Fund | -0.95% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
Returns By Period
In the year-to-date period, PDMIX achieves a 0.18% return, which is significantly higher than PMJIX's -0.95% return. Over the past 10 years, PDMIX has underperformed PMJIX with an annualized return of 1.51%, while PMJIX has yielded a comparatively higher 12.04% annualized return.
PDMIX
- 1D
- 0.64%
- 1M
- -2.37%
- YTD
- 0.18%
- 6M
- 1.63%
- 1Y
- 4.92%
- 3Y*
- 4.27%
- 5Y*
- 0.09%
- 10Y*
- 1.51%
PMJIX
- 1D
- -1.12%
- 1M
- -6.04%
- YTD
- -0.95%
- 6M
- 1.54%
- 1Y
- 13.70%
- 3Y*
- 14.79%
- 5Y*
- 9.83%
- 10Y*
- 12.04%
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PDMIX vs. PMJIX - Expense Ratio Comparison
Both PDMIX and PMJIX have an expense ratio of 0.50%.
Return for Risk
PDMIX vs. PMJIX — Risk / Return Rank
PDMIX
PMJIX
PDMIX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO GNMA and Government Securities Fund (PDMIX) and PIMCO RAE US Small Fund (PMJIX). 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.
| PDMIX | PMJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.63 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.03 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 0.79 | +1.04 |
Martin ratioReturn relative to average drawdown | 5.17 | 3.17 | +2.00 |
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
| PDMIX | PMJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.63 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.25 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.37 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.32 | +0.71 |
Correlation
The correlation between PDMIX and PMJIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
PDMIX vs. PMJIX - Dividend Comparison
PDMIX's dividend yield for the trailing twelve months is around 3.95%, more than PMJIX's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDMIX PIMCO GNMA and Government Securities Fund | 3.95% | 4.29% | 4.66% | 3.76% | 3.84% | 2.03% | 2.40% | 3.41% | 3.10% | 2.96% | 2.93% | 2.14% |
PMJIX PIMCO RAE US Small Fund | 3.18% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Drawdowns
PDMIX vs. PMJIX - Drawdown Comparison
The maximum PDMIX drawdown since its inception was -18.64%, smaller than the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PDMIX and PMJIX.
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Drawdown Indicators
| PDMIX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.64% | -49.75% | +31.11% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -14.85% | +11.60% |
Max Drawdown (5Y)Largest decline over 5 years | -18.59% | -49.75% | +31.16% |
Max Drawdown (10Y)Largest decline over 10 years | -18.64% | -49.75% | +31.11% |
Current DrawdownCurrent decline from peak | -2.37% | -11.67% | +9.30% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -16.44% | +14.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 3.68% | -2.53% |
Volatility
PDMIX vs. PMJIX - Volatility Comparison
The current volatility for PIMCO GNMA and Government Securities Fund (PDMIX) is 1.87%, while PIMCO RAE US Small Fund (PMJIX) has a volatility of 4.81%. This indicates that PDMIX experiences smaller price fluctuations and is considered to be less risky than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDMIX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 4.81% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 12.39% | -9.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.06% | 22.25% | -17.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.60% | 39.62% | -33.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 33.08% | -28.06% |