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PDMIX vs. PRRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDMIX and PRRIX is -0.11. 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.


Performance

PDMIX vs. PRRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO GNMA and Government Securities Fund (PDMIX) and PIMCO Real Return Fund (PRRIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PDMIX:

0.76

PRRIX:

1.10

Sortino Ratio

PDMIX:

1.18

PRRIX:

1.65

Omega Ratio

PDMIX:

1.14

PRRIX:

1.22

Calmar Ratio

PDMIX:

0.47

PRRIX:

0.61

Martin Ratio

PDMIX:

2.13

PRRIX:

3.62

Ulcer Index

PDMIX:

2.18%

PRRIX:

1.69%

Daily Std Dev

PDMIX:

5.76%

PRRIX:

5.32%

Max Drawdown

PDMIX:

-17.68%

PRRIX:

-19.32%

Current Drawdown

PDMIX:

-4.44%

PRRIX:

-3.70%

Returns By Period

In the year-to-date period, PDMIX achieves a 2.33% return, which is significantly lower than PRRIX's 3.28% return. Over the past 10 years, PDMIX has underperformed PRRIX with an annualized return of 1.31%, while PRRIX has yielded a comparatively higher 2.56% annualized return.


PDMIX

YTD

2.33%

1M

0.13%

6M

2.54%

1Y

4.65%

5Y*

-0.50%

10Y*

1.31%

PRRIX

YTD

3.28%

1M

0.67%

6M

3.12%

1Y

6.00%

5Y*

1.85%

10Y*

2.56%

*Annualized

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PDMIX vs. PRRIX - Expense Ratio Comparison

PDMIX has a 0.50% expense ratio, which is higher than PRRIX's 0.45% expense ratio.


Risk-Adjusted Performance

PDMIX vs. PRRIX — Risk-Adjusted Performance Rank

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

PDMIX
The Risk-Adjusted Performance Rank of PDMIX is 6363
Overall Rank
The Sharpe Ratio Rank of PDMIX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of PDMIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of PDMIX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of PDMIX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of PDMIX is 5757
Martin Ratio Rank

PRRIX
The Risk-Adjusted Performance Rank of PRRIX is 7979
Overall Rank
The Sharpe Ratio Rank of PRRIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of PRRIX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of PRRIX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of PRRIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of PRRIX is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDMIX vs. PRRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO GNMA and Government Securities Fund (PDMIX) and PIMCO Real Return Fund (PRRIX). 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.


The current PDMIX Sharpe Ratio is 0.76, which is lower than the PRRIX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of PDMIX and PRRIX, 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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Dividends

PDMIX vs. PRRIX - Dividend Comparison

PDMIX's dividend yield for the trailing twelve months is around 4.81%, more than PRRIX's 3.51% yield.


TTM20242023202220212020201920182017201620152014
PDMIX
PIMCO GNMA and Government Securities Fund
4.81%4.87%4.03%5.08%2.03%2.38%3.41%3.10%2.96%2.92%2.14%2.51%
PRRIX
PIMCO Real Return Fund
3.51%3.17%3.24%8.75%5.12%2.62%1.92%2.70%2.58%1.10%1.08%3.89%

Drawdowns

PDMIX vs. PRRIX - Drawdown Comparison

The maximum PDMIX drawdown since its inception was -17.68%, smaller than the maximum PRRIX drawdown of -19.32%. Use the drawdown chart below to compare losses from any high point for PDMIX and PRRIX. For additional features, visit the drawdowns tool.


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Volatility

PDMIX vs. PRRIX - Volatility Comparison

PIMCO GNMA and Government Securities Fund (PDMIX) and PIMCO Real Return Fund (PRRIX) have volatilities of 1.80% and 1.83%, 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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