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PDMIX vs. VUSXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PDMIX vs. VUSXX

Last updated Jun 23, 2026

PDMIX (PIMCO GNMA and Government Securities Fund) and VUSXX (Vanguard Treasury Money Market Fund) are both mutual funds - PDMIX is a Government Bonds fund managed by PIMCO, while VUSXX is a Money Market fund actively managed by Vanguard. Over the past 5 years, PDMIX returned 0.30%/yr vs 1.56%/yr for VUSXX. At a 0.15 correlation, their price movements are largely independent. PDMIX charges 0.50%/yr vs 0.07%/yr for VUSXX.

Performance

PDMIX vs. VUSXX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PDMIX achieves a 1.23% return, which is significantly lower than VUSXX's 1.51% return.

PDMIX

1D
0.32%
1M
0.88%
YTD
1.23%
6M
1.42%
1Y
6.29%
3Y*
4.79%
5Y*
0.30%
10Y*
1.56%

VUSXX

1D
0.00%
1M
0.31%
YTD
1.51%
6M
1.84%
1Y
3.98%
3Y*
2.61%
5Y*
1.56%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDMIX vs. VUSXX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
PDMIX
PIMCO GNMA and Government Securities Fund		1.23%8.43%1.59%6.03%-13.96%-0.26%
VUSXX
Vanguard Treasury Money Market Fund		1.51%4.25%1.65%0.43%0.00%0.00%

Correlation

The correlation between PDMIX and VUSXX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.15

The correlation between PDMIX and VUSXX shifts across timeframes, from 0.15 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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PIMCO GNMA and Government Securities Fund

Vanguard Treasury Money Market Fund

Often compared with PDMIX:
PDMIX vs. VSGDXPDMIX vs. PRRIXPDMIX vs. BNDPDMIX vs. GIBIXPDMIX vs. FTBFXPDMIX vs. RITGXPDMIX vs. VFIAX
Often compared with VUSXX:
VUSXX vs. VMFXXVUSXX vs. SGOVVUSXX vs. VMRXXVUSXX vs. VBILVUSXX vs. VGSHVUSXX vs. USFRVUSXX vs. VOO

Return for Risk

PDMIX vs. VUSXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PDMIX
PDMIX Risk / Return Rank: 3131
Overall Rank
PDMIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PDMIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PDMIX Omega Ratio Rank: 3131
Omega Ratio Rank
PDMIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
PDMIX Martin Ratio Rank: 3030
Martin Ratio Rank
VUSXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. VUSXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO GNMA and Government Securities Fund (PDMIX) and Vanguard Treasury Money Market Fund (VUSXX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

PDMIXVUSXXDifference
Sharpe ratioReturn per unit of total volatility
1.47
3.68

-2.21

Sortino ratioReturn per unit of downside risk
2.20

—

—

Omega ratioGain probability vs. loss probability

1.27

—

—

Calmar ratioReturn relative to maximum drawdown

1.99

—

—

Martin ratioReturn relative to average drawdown

6.44

—

—

PDMIX vs. VUSXX - Sharpe Ratio Comparison

The current PDMIX Sharpe Ratio is 1.47, which is lower than the VUSXX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of PDMIX and VUSXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

PDMIX vs. VUSXX - Drawdown Comparison

The maximum PDMIX drawdown since its inception was -18.64%, which is greater than VUSXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PDMIX and VUSXX.

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Drawdown Indicators

PDMIXVUSXXDifference

Max Drawdown

Largest peak-to-trough decline

-18.64%

0.00%

-18.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

0.00%

-3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-7.13%

0.00%

-7.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

0.00%

-18.59%

Max Drawdown (10Y)

Largest decline over 10 years

-18.64%

—

—

Current Drawdown

Current decline from peak

-1.34%

0.00%

-1.34%

Average Drawdown

Average peak-to-trough decline

-1.75%

0.00%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.00%

+1.00%

Volatility

PDMIX vs. VUSXX - Volatility Comparison

PIMCO GNMA and Government Securities Fund (PDMIX) has a higher volatility of 1.51% compared to Vanguard Treasury Money Market Fund (VUSXX) at 0.31%. This indicates that PDMIX's price experiences larger fluctuations and is considered to be riskier than VUSXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PDMIXVUSXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

0.31%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

0.73%

+2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

1.12%

+3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

0.75%

+5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

0.74%

+4.33%

PDMIX vs. VUSXX - Expense Ratio Comparison

PDMIX has a 0.50% expense ratio, which is higher than VUSXX's 0.07% expense ratio.

Dividends

PDMIX vs. VUSXX - Dividend Comparison

PDMIX's dividend yield for the trailing twelve months is around 4.30%, more than VUSXX's 3.89% yield.

PositionTTM20252024202320222021202020192018201720162015
PDMIX
PIMCO GNMA and Government Securities Fund		4.30%4.29%4.66%3.76%3.84%2.03%2.40%3.41%3.10%2.96%2.93%2.14%
VUSXX
Vanguard Treasury Money Market Fund		3.89%4.15%1.63%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

PDMIX and VUSXX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDMIX has higher volatility (1.51%) compared to VUSXX (0.31%). In terms of maximum drawdown, PDMIX dropped -18.64% vs VUSXX's 0.00%.

VUSXX currently has the higher Sharpe Ratio (3.68 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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