PFIIX vs. DHEIX
Compare and contrast key facts about PIMCO Low Duration Income Fund (PFIIX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX).
PFIIX is managed by PIMCO. It was launched on Jul 30, 2004. DHEIX is a passively managed fund by Diamond Hill that tracks the performance of the Bloomberg US 1-3 Yr. Gov./Credit Index. It was launched on Jul 5, 2016.
Performance
PFIIX vs. DHEIX - Performance Comparison
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PFIIX vs. DHEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFIIX PIMCO Low Duration Income Fund | -0.72% | 9.56% | 7.19% | 7.78% | -5.29% | 2.38% | 4.84% | 6.72% | 1.56% | 6.05% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 0.82% | 6.06% | 9.33% | 8.91% | -3.38% | 2.74% | 3.09% | 4.85% | 3.18% | 4.23% |
Returns By Period
In the year-to-date period, PFIIX achieves a -0.72% return, which is significantly lower than DHEIX's 0.82% return.
PFIIX
- 1D
- 0.25%
- 1M
- -1.92%
- YTD
- -0.72%
- 6M
- 1.39%
- 1Y
- 5.80%
- 3Y*
- 7.32%
- 5Y*
- 3.91%
- 10Y*
- 5.09%
DHEIX
- 1D
- 0.13%
- 1M
- -0.27%
- YTD
- 0.82%
- 6M
- 1.75%
- 1Y
- 5.26%
- 3Y*
- 7.69%
- 5Y*
- 4.48%
- 10Y*
- —
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PFIIX vs. DHEIX - Expense Ratio Comparison
PFIIX has a 0.50% expense ratio, which is lower than DHEIX's 0.53% expense ratio.
Return for Risk
PFIIX vs. DHEIX — Risk / Return Rank
PFIIX
DHEIX
PFIIX vs. DHEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Income Fund (PFIIX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX). 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.
| PFIIX | DHEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 4.60 | -2.44 |
Sortino ratioReturn per unit of downside risk | 3.34 | 8.07 | -4.73 |
Omega ratioGain probability vs. loss probability | 1.49 | 2.53 | -1.04 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | 10.74 | -7.82 |
Martin ratioReturn relative to average drawdown | 11.40 | 40.46 | -29.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFIIX | DHEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 4.60 | -2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 2.96 | -1.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 1.87 | -0.96 |
Correlation
The correlation between PFIIX and DHEIX 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.
Dividends
PFIIX vs. DHEIX - Dividend Comparison
PFIIX's dividend yield for the trailing twelve months is around 5.05%, less than DHEIX's 5.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFIIX PIMCO Low Duration Income Fund | 5.05% | 5.49% | 5.94% | 4.97% | 5.35% | 3.06% | 3.44% | 4.74% | 3.22% | 3.13% | 3.75% | 5.36% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 5.98% | 5.51% | 6.21% | 5.52% | 3.72% | 2.62% | 3.22% | 4.05% | 3.74% | 3.45% | 0.00% | 0.00% |
Drawdowns
PFIIX vs. DHEIX - Drawdown Comparison
The maximum PFIIX drawdown since its inception was -28.35%, which is greater than DHEIX's maximum drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for PFIIX and DHEIX.
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Drawdown Indicators
| PFIIX | DHEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.35% | -12.33% | -16.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.16% | -0.50% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -8.84% | -4.87% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -11.72% | — | — |
Current DrawdownCurrent decline from peak | -1.92% | -0.27% | -1.65% |
Average DrawdownAverage peak-to-trough decline | -2.62% | -0.77% | -1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.13% | +0.42% |
Volatility
PFIIX vs. DHEIX - Volatility Comparison
PIMCO Low Duration Income Fund (PFIIX) has a higher volatility of 1.17% compared to Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX) at 0.38%. This indicates that PFIIX's price experiences larger fluctuations and is considered to be riskier than DHEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFIIX | DHEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 0.38% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 1.84% | 0.73% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.94% | 1.15% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.11% | 1.52% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.17% | 2.28% | +0.89% |