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PDMIX vs. RITGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDMIX vs. RITGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO GNMA and Government Securities Fund (PDMIX) and American Funds American High-Income Trust® Class R-6 (RITGX). The values are adjusted to include any dividend payments, if applicable.

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PDMIX vs. RITGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDMIX
PIMCO GNMA and Government Securities Fund
0.60%8.43%1.59%6.03%-13.96%-0.65%5.78%6.57%0.83%2.06%
RITGX
American Funds American High-Income Trust® Class R-6
-0.47%8.69%9.91%12.54%-10.10%8.74%7.44%12.28%-1.46%7.70%

Returns By Period

In the year-to-date period, PDMIX achieves a 0.60% return, which is significantly higher than RITGX's -0.47% return. Over the past 10 years, PDMIX has underperformed RITGX with an annualized return of 1.55%, while RITGX has yielded a comparatively higher 6.57% annualized return.


PDMIX

1D
0.42%
1M
-1.55%
YTD
0.60%
6M
1.74%
1Y
4.92%
3Y*
4.41%
5Y*
0.18%
10Y*
1.55%

RITGX

1D
0.62%
1M
-1.61%
YTD
-0.47%
6M
0.81%
1Y
6.69%
3Y*
9.12%
5Y*
4.93%
10Y*
6.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDMIX vs. RITGX - Expense Ratio Comparison

PDMIX has a 0.50% expense ratio, which is higher than RITGX's 0.32% expense ratio.


Return for Risk

PDMIX vs. RITGX — Risk / Return Rank

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

PDMIX
PDMIX Risk / Return Rank: 5656
Overall Rank
PDMIX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PDMIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PDMIX Omega Ratio Rank: 4141
Omega Ratio Rank
PDMIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PDMIX Martin Ratio Rank: 5353
Martin Ratio Rank

RITGX
RITGX Risk / Return Rank: 8484
Overall Rank
RITGX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
RITGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
RITGX Omega Ratio Rank: 8888
Omega Ratio Rank
RITGX Calmar Ratio Rank: 8484
Calmar Ratio Rank
RITGX Martin Ratio Rank: 8686
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.

PDMIX vs. RITGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO GNMA and Government Securities Fund (PDMIX) and American Funds American High-Income Trust® Class R-6 (RITGX). 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.


PDMIXRITGXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.60

-0.53

Sortino ratio

Return per unit of downside risk

1.54

2.09

-0.55

Omega ratio

Gain probability vs. loss probability

1.20

1.38

-0.18

Calmar ratio

Return relative to maximum drawdown

2.00

2.15

-0.15

Martin ratio

Return relative to average drawdown

5.63

9.13

-3.51

PDMIX vs. RITGX - Sharpe Ratio Comparison

The current PDMIX Sharpe Ratio is 1.07, which is lower than the RITGX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of PDMIX and RITGX, 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


PDMIXRITGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.60

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.99

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

1.20

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

1.18

-0.15

Correlation

The correlation between PDMIX and RITGX is 0.21, 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

PDMIX vs. RITGX - Dividend Comparison

PDMIX's dividend yield for the trailing twelve months is around 3.93%, less than RITGX's 6.21% yield.


TTM20252024202320222021202020192018201720162015
PDMIX
PIMCO GNMA and Government Securities Fund
3.93%4.29%4.66%3.76%3.84%2.03%2.40%3.41%3.10%2.96%2.93%2.14%
RITGX
American Funds American High-Income Trust® Class R-6
6.21%6.63%6.66%6.80%4.50%4.65%6.19%6.56%6.68%6.36%5.36%7.29%

Drawdowns

PDMIX vs. RITGX - Drawdown Comparison

The maximum PDMIX drawdown since its inception was -18.64%, smaller than the maximum RITGX drawdown of -21.20%. Use the drawdown chart below to compare losses from any high point for PDMIX and RITGX.


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Drawdown Indicators


PDMIXRITGXDifference

Max Drawdown

Largest peak-to-trough decline

-18.64%

-21.20%

+2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-3.38%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-13.75%

-4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-18.64%

-21.20%

+2.56%

Current Drawdown

Current decline from peak

-1.96%

-1.81%

-0.15%

Average Drawdown

Average peak-to-trough decline

-1.75%

-2.25%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.80%

+0.36%

Volatility

PDMIX vs. RITGX - Volatility Comparison

PIMCO GNMA and Government Securities Fund (PDMIX) has a higher volatility of 1.92% compared to American Funds American High-Income Trust® Class R-6 (RITGX) at 1.37%. This indicates that PDMIX's price experiences larger fluctuations and is considered to be riskier than RITGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDMIXRITGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

1.37%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

2.39%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.06%

4.34%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.60%

4.98%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

5.52%

-0.50%