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PIGIX vs. PMJIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIGIX vs. PMJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Investment Grade Credit Bond Fund (PIGIX) and PIMCO RAE US Small Fund (PMJIX). The values are adjusted to include any dividend payments, if applicable.

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PIGIX vs. PMJIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIGIX
PIMCO Investment Grade Credit Bond Fund
-1.62%8.52%3.28%7.97%-16.67%-1.03%7.53%14.75%-1.99%7.96%
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, PIGIX achieves a -1.62% return, which is significantly lower than PMJIX's -0.95% return. Over the past 10 years, PIGIX has underperformed PMJIX with an annualized return of 2.86%, while PMJIX has yielded a comparatively higher 12.04% annualized return.


PIGIX

1D
0.56%
1M
-3.44%
YTD
-1.62%
6M
-0.64%
1Y
3.68%
3Y*
4.67%
5Y*
0.51%
10Y*
2.86%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIGIX vs. PMJIX - Expense Ratio Comparison

PIGIX has a 0.51% expense ratio, which is higher than PMJIX's 0.50% expense ratio.


Return for Risk

PIGIX vs. PMJIX — Risk / Return Rank

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

PIGIX
PIGIX Risk / Return Rank: 3939
Overall Rank
PIGIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PIGIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
PIGIX Omega Ratio Rank: 3030
Omega Ratio Rank
PIGIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PIGIX Martin Ratio Rank: 3838
Martin Ratio Rank

PMJIX
PMJIX Risk / Return Rank: 2828
Overall Rank
PMJIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PMJIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PMJIX Omega Ratio Rank: 2525
Omega Ratio Rank
PMJIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PMJIX Martin Ratio Rank: 3030
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.

PIGIX vs. PMJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Credit Bond Fund (PIGIX) 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.


PIGIXPMJIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.63

+0.22

Sortino ratio

Return per unit of downside risk

1.18

1.03

+0.15

Omega ratio

Gain probability vs. loss probability

1.15

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

1.17

0.79

+0.38

Martin ratio

Return relative to average drawdown

3.97

3.17

+0.80

PIGIX vs. PMJIX - Sharpe Ratio Comparison

The current PIGIX Sharpe Ratio is 0.84, which is higher than the PMJIX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PIGIX and PMJIX, 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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Sharpe Ratios by Period


PIGIXPMJIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.63

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.25

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.37

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.32

+0.73

Correlation

The correlation between PIGIX and PMJIX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PIGIX vs. PMJIX - Dividend Comparison

PIGIX's dividend yield for the trailing twelve months is around 4.47%, more than PMJIX's 3.18% yield.


TTM20252024202320222021202020192018201720162015
PIGIX
PIMCO Investment Grade Credit Bond Fund
4.47%4.69%4.37%3.48%3.37%4.50%3.81%3.93%4.22%4.47%3.91%6.70%
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

PIGIX vs. PMJIX - Drawdown Comparison

The maximum PIGIX drawdown since its inception was -23.09%, smaller than the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PIGIX and PMJIX.


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Drawdown Indicators


PIGIXPMJIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.09%

-49.75%

+26.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-14.85%

+10.87%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

-49.75%

+26.66%

Max Drawdown (10Y)

Largest decline over 10 years

-23.09%

-49.75%

+26.66%

Current Drawdown

Current decline from peak

-3.44%

-11.67%

+8.23%

Average Drawdown

Average peak-to-trough decline

-3.07%

-16.44%

+13.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

3.68%

-2.51%

Volatility

PIGIX vs. PMJIX - Volatility Comparison

The current volatility for PIMCO Investment Grade Credit Bond Fund (PIGIX) is 2.21%, while PIMCO RAE US Small Fund (PMJIX) has a volatility of 4.81%. This indicates that PIGIX 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


PIGIXPMJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

4.81%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

12.39%

-9.22%

Volatility (1Y)

Calculated over the trailing 1-year period

5.15%

22.25%

-17.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

39.62%

-33.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

33.08%

-27.30%