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PIMIX vs. SCFZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIMIX vs. SCFZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Fund Institutional Class (PIMIX) and PGIM Securitized Credit Fund (SCFZX). 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 -0.62% return, which is significantly lower than SCFZX's 0.60% return.


PIMIX

1D
0.19%
1M
-1.01%
YTD
-0.62%
6M
1.81%
1Y
6.96%
3Y*
7.39%
5Y*
3.50%
10Y*
4.75%

SCFZX

1D
0.00%
1M
-0.00%
YTD
0.60%
6M
2.11%
1Y
5.86%
3Y*
7.45%
5Y*
5.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PIMIX vs. SCFZX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PIMIX
PIMCO Income Fund Institutional Class
-0.62%11.08%5.45%9.36%-9.07%2.62%5.84%2.36%
SCFZX
PGIM Securitized Credit Fund
0.60%5.75%9.41%8.67%-0.84%5.27%-0.33%1.73%

Correlation

The correlation between PIMIX and SCFZX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


PIMIX vs. SCFZX - Expense Ratio Comparison

PIMIX has a 0.62% expense ratio, which is lower than SCFZX's 0.65% expense ratio.


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Return for Risk

PIMIX vs. SCFZX — Risk / Return Rank

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

PIMIX
PIMIX Risk / Return Rank: 7171
Overall Rank
PIMIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7171
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 6060
Martin Ratio Rank

SCFZX
SCFZX Risk / Return Rank: 9999
Overall Rank
SCFZX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SCFZX Sortino Ratio Rank: 100100
Sortino Ratio Rank
SCFZX Omega Ratio Rank: 100100
Omega Ratio Rank
SCFZX Calmar Ratio Rank: 9898
Calmar Ratio Rank
SCFZX Martin Ratio Rank: 9898
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. SCFZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Institutional Class (PIMIX) and PGIM Securitized Credit Fund (SCFZX). 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.


PIMIXSCFZXDifference

Sharpe ratio

Return per unit of total volatility

1.60

3.36

-1.76

Sortino ratio

Return per unit of downside risk

2.29

9.23

-6.93

Omega ratio

Gain probability vs. loss probability

1.30

3.52

-2.22

Calmar ratio

Return relative to maximum drawdown

1.86

5.85

-4.00

Martin ratio

Return relative to average drawdown

7.13

23.55

-16.42

PIMIX vs. SCFZX - Sharpe Ratio Comparison

The current PIMIX Sharpe Ratio is 1.60, which is lower than the SCFZX Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of PIMIX and SCFZX, 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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Sharpe Ratios by Period


PIMIXSCFZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

3.36

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

2.73

-1.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

1.31

+0.25

Drawdowns

PIMIX vs. SCFZX - Drawdown Comparison

The maximum PIMIX drawdown since its inception was -13.39%, smaller than the maximum SCFZX drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for PIMIX and SCFZX.


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Drawdown Indicators


PIMIXSCFZXDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-17.20%

+3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-0.31%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-13.34%

-4.13%

-9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-13.39%

Current Drawdown

Current decline from peak

-2.52%

-0.31%

-2.21%

Average Drawdown

Average peak-to-trough decline

-1.69%

-1.09%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.23%

+0.73%

Volatility

PIMIX vs. SCFZX - Volatility Comparison

PIMCO Income Fund Institutional Class (PIMIX) has a higher volatility of 1.90% compared to PGIM Securitized Credit Fund (SCFZX) at 0.18%. This indicates that PIMIX's price experiences larger fluctuations and is considered to be riskier than SCFZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIMIXSCFZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

0.18%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

0.94%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

1.59%

+2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.75%

1.89%

+2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.20%

3.37%

+0.83%

Dividends

PIMIX vs. SCFZX - Dividend Comparison

PIMIX's dividend yield for the trailing twelve months is around 5.53%, more than SCFZX's 4.75% yield.


TTM20252024202320222021202020192018201720162015
PIMIX
PIMCO Income Fund Institutional Class
5.53%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%
SCFZX
PGIM Securitized Credit Fund
4.75%5.25%6.55%5.58%4.97%2.56%3.08%2.43%0.00%0.00%0.00%0.00%