PFIUX vs. PMJIX
Compare and contrast key facts about PIMCO Dynamic Bond Fund (PFIUX) and PIMCO RAE US Small Fund (PMJIX).
PFIUX is managed by PIMCO. It was launched on Jun 29, 2008. PMJIX is managed by PIMCO. It was launched on Jun 5, 2015.
Performance
PFIUX vs. PMJIX - Performance Comparison
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PFIUX vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFIUX PIMCO Dynamic Bond Fund | -1.73% | 9.30% | 7.12% | 6.83% | -7.48% | 0.32% | 5.43% | 4.83% | 1.98% | 6.41% |
PMJIX PIMCO RAE US Small Fund | -0.95% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
Returns By Period
In the year-to-date period, PFIUX achieves a -1.73% return, which is significantly lower than PMJIX's -0.95% return. Over the past 10 years, PFIUX has underperformed PMJIX with an annualized return of 3.81%, while PMJIX has yielded a comparatively higher 12.04% annualized return.
PFIUX
- 1D
- 0.20%
- 1M
- -2.70%
- YTD
- -1.73%
- 6M
- 0.43%
- 1Y
- 4.86%
- 3Y*
- 6.61%
- 5Y*
- 2.50%
- 10Y*
- 3.81%
PMJIX
- 1D
- -1.12%
- 1M
- -6.04%
- YTD
- -0.95%
- 6M
- 1.54%
- 1Y
- 13.70%
- 3Y*
- 14.79%
- 5Y*
- 9.83%
- 10Y*
- 12.04%
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PFIUX vs. PMJIX - Expense Ratio Comparison
PFIUX has a 0.81% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Return for Risk
PFIUX vs. PMJIX — Risk / Return Rank
PFIUX
PMJIX
PFIUX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Bond Fund (PFIUX) and PIMCO RAE US Small Fund (PMJIX). 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.
| PFIUX | PMJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.63 | +1.04 |
Sortino ratioReturn per unit of downside risk | 2.51 | 1.03 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.14 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 0.79 | +1.15 |
Martin ratioReturn relative to average drawdown | 7.74 | 3.17 | +4.57 |
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
| PFIUX | PMJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.63 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.25 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.36 | 0.37 | +0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.26 | 0.32 | +0.94 |
Correlation
The correlation between PFIUX and PMJIX is 0.22, 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
PFIUX vs. PMJIX - Dividend Comparison
PFIUX's dividend yield for the trailing twelve months is around 4.90%, more than PMJIX's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFIUX PIMCO Dynamic Bond Fund | 4.90% | 5.15% | 4.68% | 3.65% | 3.67% | 2.03% | 3.45% | 5.14% | 3.48% | 4.69% | 2.31% | 6.07% |
PMJIX PIMCO RAE US Small Fund | 3.18% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Drawdowns
PFIUX vs. PMJIX - Drawdown Comparison
The maximum PFIUX drawdown since its inception was -10.67%, smaller than the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PFIUX and PMJIX.
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Drawdown Indicators
| PFIUX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.67% | -49.75% | +39.08% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -14.85% | +11.96% |
Max Drawdown (5Y)Largest decline over 5 years | -10.67% | -49.75% | +39.08% |
Max Drawdown (10Y)Largest decline over 10 years | -10.67% | -49.75% | +39.08% |
Current DrawdownCurrent decline from peak | -2.70% | -11.67% | +8.97% |
Average DrawdownAverage peak-to-trough decline | -1.48% | -16.44% | +14.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.72% | 3.68% | -2.96% |
Volatility
PFIUX vs. PMJIX - Volatility Comparison
The current volatility for PIMCO Dynamic Bond Fund (PFIUX) is 1.45%, while PIMCO RAE US Small Fund (PMJIX) has a volatility of 4.81%. This indicates that PFIUX experiences smaller price fluctuations and is considered to be less risky than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFIUX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 4.81% | -3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 2.11% | 12.39% | -10.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.26% | 22.25% | -18.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.89% | 39.62% | -36.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.81% | 33.08% | -30.27% |