PDMIX vs. PONPX
Compare and contrast key facts about PIMCO GNMA and Government Securities Fund (PDMIX) and PIMCO Income Fund Class I-2 (PONPX).
PDMIX is managed by PIMCO. It was launched on Jul 30, 1997. PONPX is managed by PIMCO.
Performance
PDMIX vs. PONPX - Performance Comparison
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PDMIX vs. PONPX - 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% |
PONPX PIMCO Income Fund Class I-2 | -1.01% | 10.96% | 5.33% | 9.24% | -9.14% | 2.51% | 5.73% | 7.99% | 0.53% | 8.52% |
Returns By Period
In the year-to-date period, PDMIX achieves a 0.18% return, which is significantly higher than PONPX's -1.01% return. Over the past 10 years, PDMIX has underperformed PONPX with an annualized return of 1.51%, while PONPX has yielded a comparatively higher 4.59% 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%
PONPX
- 1D
- 0.37%
- 1M
- -2.36%
- YTD
- -1.01%
- 6M
- 1.30%
- 1Y
- 6.17%
- 3Y*
- 7.22%
- 5Y*
- 3.32%
- 10Y*
- 4.59%
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PDMIX vs. PONPX - Expense Ratio Comparison
PDMIX has a 0.50% expense ratio, which is lower than PONPX's 0.72% expense ratio.
Return for Risk
PDMIX vs. PONPX — Risk / Return Rank
PDMIX
PONPX
PDMIX vs. PONPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO GNMA and Government Securities Fund (PDMIX) and PIMCO Income Fund Class I-2 (PONPX). 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 | PONPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.51 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.58 | 2.16 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.98 | -0.15 |
Martin ratioReturn relative to average drawdown | 5.17 | 7.83 | -2.65 |
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 | PONPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.51 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.70 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 1.10 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 1.82 | -0.79 |
Correlation
The correlation between PDMIX and PONPX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PDMIX vs. PONPX - Dividend Comparison
PDMIX's dividend yield for the trailing twelve months is around 3.95%, less than PONPX's 5.46% 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% |
PONPX PIMCO Income Fund Class I-2 | 5.46% | 5.91% | 6.16% | 6.11% | 4.89% | 3.92% | 4.78% | 5.73% | 5.56% | 5.27% | 5.42% | 7.77% |
Drawdowns
PDMIX vs. PONPX - Drawdown Comparison
The maximum PDMIX drawdown since its inception was -18.64%, which is greater than PONPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for PDMIX and PONPX.
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Drawdown Indicators
| PDMIX | PONPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.64% | -13.41% | -5.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -3.69% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -18.59% | -13.41% | -5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -18.64% | -13.41% | -5.23% |
Current DrawdownCurrent decline from peak | -2.37% | -2.88% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -1.44% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 0.93% | +0.22% |
Volatility
PDMIX vs. PONPX - Volatility Comparison
PIMCO GNMA and Government Securities Fund (PDMIX) and PIMCO Income Fund Class I-2 (PONPX) have volatilities of 1.87% and 1.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDMIX | PONPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 1.90% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 2.66% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.06% | 4.28% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.60% | 4.74% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 4.19% | +0.83% |