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PFIIX vs. BUFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFIIX and BUFF is 0.37, 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.


Performance

PFIIX vs. BUFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Low Duration Income Fund (PFIIX) and Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PFIIX:

2.36

BUFF:

0.56

Sortino Ratio

PFIIX:

3.78

BUFF:

0.89

Omega Ratio

PFIIX:

1.56

BUFF:

1.15

Calmar Ratio

PFIIX:

3.38

BUFF:

0.58

Martin Ratio

PFIIX:

13.65

BUFF:

2.54

Ulcer Index

PFIIX:

0.49%

BUFF:

2.32%

Daily Std Dev

PFIIX:

2.78%

BUFF:

10.09%

Max Drawdown

PFIIX:

-28.32%

BUFF:

-46.23%

Current Drawdown

PFIIX:

-0.86%

BUFF:

-3.61%

Returns By Period

In the year-to-date period, PFIIX achieves a 2.05% return, which is significantly higher than BUFF's -1.25% return.


PFIIX

YTD

2.05%

1M

0.50%

6M

2.46%

1Y

6.51%

5Y*

4.81%

10Y*

4.09%

BUFF

YTD

-1.25%

1M

2.24%

6M

-1.38%

1Y

5.62%

5Y*

10.46%

10Y*

N/A

*Annualized

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PFIIX vs. BUFF - Expense Ratio Comparison

PFIIX has a 0.50% expense ratio, which is lower than BUFF's 0.99% expense ratio.


Risk-Adjusted Performance

PFIIX vs. BUFF — Risk-Adjusted Performance Rank

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

PFIIX
The Risk-Adjusted Performance Rank of PFIIX is 9595
Overall Rank
The Sharpe Ratio Rank of PFIIX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PFIIX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of PFIIX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of PFIIX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PFIIX is 9696
Martin Ratio Rank

BUFF
The Risk-Adjusted Performance Rank of BUFF is 6666
Overall Rank
The Sharpe Ratio Rank of BUFF is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFF is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BUFF is 7070
Omega Ratio Rank
The Calmar Ratio Rank of BUFF is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BUFF is 7070
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.

PFIIX vs. BUFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Income Fund (PFIIX) and Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF). 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 PFIIX Sharpe Ratio is 2.36, which is higher than the BUFF Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of PFIIX and BUFF, 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

PFIIX vs. BUFF - Dividend Comparison

PFIIX's dividend yield for the trailing twelve months is around 5.69%, while BUFF has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PFIIX
PIMCO Low Duration Income Fund
5.69%5.95%4.99%6.32%3.06%3.46%4.76%3.21%3.15%3.78%5.37%5.15%
BUFF
Innovator Laddered Fund of U.S. Equity Power Buffer ETF
0.00%0.00%0.00%0.00%0.00%1.78%1.68%1.74%1.55%0.18%0.00%0.00%

Drawdowns

PFIIX vs. BUFF - Drawdown Comparison

The maximum PFIIX drawdown since its inception was -28.32%, smaller than the maximum BUFF drawdown of -46.23%. Use the drawdown chart below to compare losses from any high point for PFIIX and BUFF. For additional features, visit the drawdowns tool.


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Volatility

PFIIX vs. BUFF - Volatility Comparison


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