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PDVAX vs. PIMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDVAX vs. PIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Diversified Income Fund Class A (PDVAX) and PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PDVAX achieves a 1.58% return, which is significantly higher than PIMIX's 1.00% return. Over the past 10 years, PDVAX has underperformed PIMIX with an annualized return of 3.87%, while PIMIX has yielded a comparatively higher 4.72% annualized return.


PDVAX

1D
0.10%
1M
1.45%
YTD
1.58%
6M
2.22%
1Y
8.30%
3Y*
8.08%
5Y*
2.01%
10Y*
3.87%

PIMIX

1D
0.09%
1M
1.19%
YTD
1.00%
6M
1.60%
1Y
7.88%
3Y*
7.73%
5Y*
3.58%
10Y*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDVAX vs. PIMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDVAX
PIMCO Diversified Income Fund Class A
1.58%9.98%5.93%9.55%-14.97%-0.06%5.98%12.59%-1.37%8.43%
PIMIX
PIMCO Income Fund Institutional Class
1.00%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%

Correlation

The correlation between PDVAX and PIMIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.88

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

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2007

0.76

The correlation between PDVAX and PIMIX shifts across timeframes, from 0.76 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PDVAX vs. PIMIX — Risk / Return Rank

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

PDVAX
PDVAX Risk / Return Rank: 6262
Overall Rank
PDVAX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PDVAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
PDVAX Omega Ratio Rank: 7474
Omega Ratio Rank
PDVAX Calmar Ratio Rank: 4242
Calmar Ratio Rank
PDVAX Martin Ratio Rank: 4848
Martin Ratio Rank

PIMIX
PIMIX Risk / Return Rank: 4646
Overall Rank
PIMIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 5454
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 3434
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.

PDVAX vs. PIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Diversified Income Fund Class A (PDVAX) and PIMCO Income Fund Institutional Class (PIMIX). 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.


PDVAXPIMIXDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

2.36

2.15

+0.21

Martin ratioReturn relative to average drawdown

9.47

7.27

+2.20

PDVAX vs. PIMIX - Sharpe Ratio Comparison

The current PDVAX Sharpe Ratio is 2.19, which is comparable to the PIMIX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of PDVAX and PIMIX, 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

PDVAX vs. PIMIX - Drawdown Comparison

The maximum PDVAX drawdown since its inception was -22.13%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for PDVAX and PIMIX.


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Drawdown Indicators


PDVAXPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.13%

-13.39%

-8.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-3.69%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

-3.84%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-20.85%

-13.34%

-7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-20.85%

-13.39%

-7.46%

Current Drawdown

Current decline from peak

-0.20%

-0.93%

+0.73%

Average Drawdown

Average peak-to-trough decline

-2.98%

-1.69%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.09%

-0.21%

Volatility

PDVAX vs. PIMIX - Volatility Comparison

The current volatility for PIMCO Diversified Income Fund Class A (PDVAX) is 1.21%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.42%. This indicates that PDVAX experiences smaller price fluctuations and is considered to be less risky than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDVAXPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.42%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

3.39%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

4.17%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

4.86%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

4.26%

+0.60%

PDVAX vs. PIMIX - Expense Ratio Comparison

PDVAX has a 1.21% expense ratio, which is higher than PIMIX's 0.54% expense ratio.


Dividends

PDVAX vs. PIMIX - Dividend Comparison

PDVAX's dividend yield for the trailing twelve months is around 5.11%, less than PIMIX's 5.83% yield.


PositionTTM20252024202320222021202020192018201720162015
PDVAX
PIMCO Diversified Income Fund Class A
5.11%5.03%4.79%3.92%3.56%3.17%3.28%4.65%4.05%4.45%4.55%7.25%
PIMIX
PIMCO Income Fund Institutional Class
5.83%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Frequently Asked Questions


PDVAX and PIMIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PIMIX has higher volatility (1.42%) compared to PDVAX (1.21%). In terms of maximum drawdown, PDVAX dropped -22.13% vs PIMIX's -13.39%.

PDVAX currently has the higher Sharpe Ratio (2.19 vs 1.91), 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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