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PIMIX vs. IDEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIMIX vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Fund Institutional Class (PIMIX) and iShares Core MSCI International Developed Markets ETF (IDEV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PIMIX achieves a 0.91% return, which is significantly lower than IDEV's 9.59% return.


PIMIX

1D
0.56%
1M
1.76%
YTD
0.91%
6M
1.78%
1Y
7.88%
3Y*
7.70%
5Y*
3.44%
10Y*
4.70%

IDEV

1D
0.42%
1M
1.14%
YTD
9.59%
6M
11.02%
1Y
23.58%
3Y*
17.03%
5Y*
8.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PIMIX vs. IDEV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIMIX
PIMCO Income Fund Institutional Class
0.91%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%6.31%
IDEV
iShares Core MSCI International Developed Markets ETF
9.59%32.56%4.54%17.36%-14.99%13.00%8.32%23.12%-14.10%17.43%

Correlation

The correlation between PIMIX and IDEV is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.44

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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.38

The correlation between PIMIX and IDEV shifts across timeframes, from 0.38 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PIMIX vs. IDEV — Risk / Return Rank

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

PIMIX
PIMIX Risk / Return Rank: 6060
Overall Rank
PIMIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7171
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 4141
Martin Ratio Rank

IDEV
IDEV Risk / Return Rank: 4848
Overall Rank
IDEV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 4848
Sortino Ratio Rank
IDEV Omega Ratio Rank: 4747
Omega Ratio Rank
IDEV Calmar Ratio Rank: 4545
Calmar Ratio Rank
IDEV Martin Ratio Rank: 5252
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.

PIMIX vs. IDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Institutional Class (PIMIX) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.


PIMIXIDEVDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.10

Calmar ratioReturn relative to maximum drawdown

2.12

1.99

+0.14

Martin ratioReturn relative to average drawdown

7.21

7.76

-0.55

PIMIX vs. IDEV - Sharpe Ratio Comparison

The current PIMIX Sharpe Ratio is 1.88, which is comparable to the IDEV Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PIMIX and IDEV, 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

PIMIX vs. IDEV - Drawdown Comparison

The maximum PIMIX drawdown since its inception was -13.39%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for PIMIX and IDEV.


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Drawdown Indicators


PIMIXIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-34.77%

+21.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-11.20%

+7.51%

Max Drawdown (3Y)

Largest decline over 3 years

-3.84%

-13.41%

+9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-13.34%

-29.15%

+15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-13.39%

Current Drawdown

Current decline from peak

-1.02%

-0.37%

-0.65%

Average Drawdown

Average peak-to-trough decline

-1.69%

-6.55%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

2.87%

-1.79%

Volatility

PIMIX vs. IDEV - Volatility Comparison

The current volatility for PIMCO Income Fund Institutional Class (PIMIX) is 1.67%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 5.30%. This indicates that PIMIX experiences smaller price fluctuations and is considered to be less risky than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIMIXIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

5.30%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

12.73%

-9.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

15.07%

-10.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.86%

16.35%

-11.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.26%

17.29%

-13.03%

PIMIX vs. IDEV - Expense Ratio Comparison

PIMIX has a 0.54% expense ratio, which is higher than IDEV's 0.05% expense ratio.


Dividends

PIMIX vs. IDEV - Dividend Comparison

PIMIX's dividend yield for the trailing twelve months is around 5.83%, more than IDEV's 3.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IDEV
iShares Core MSCI International Developed Markets ETF
3.11%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%0.00%0.00%
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


PIMIX and IDEV have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDEV has higher volatility (5.30%) compared to PIMIX (1.67%). In terms of maximum drawdown, PIMIX dropped -13.39% vs IDEV's -34.77%.

PIMIX currently has the higher Sharpe Ratio (1.88 vs 1.48), 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.

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