PortfoliosLab logoPortfoliosLab logo
PIMSX vs. DHEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIMSX vs. DHEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet Multi-Sector S/T Bd I (PIMSX) and Diamond Hill Short Duration Securitized Bond Fund (DHEAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PIMSX vs. DHEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIMSX
Virtus Newfleet Multi-Sector S/T Bd I
-0.13%6.08%5.90%7.16%-5.52%0.20%4.58%6.40%-0.53%3.93%
DHEAX
Diamond Hill Short Duration Securitized Bond Fund
0.75%5.70%9.15%8.38%-3.57%2.42%2.87%4.44%2.88%3.97%

Returns By Period

In the year-to-date period, PIMSX achieves a -0.13% return, which is significantly lower than DHEAX's 0.75% return.


PIMSX

1D
0.00%
1M
-1.30%
YTD
-0.13%
6M
1.07%
1Y
4.41%
3Y*
5.61%
5Y*
2.71%
10Y*
3.16%

DHEAX

1D
0.11%
1M
-0.29%
YTD
0.75%
6M
1.62%
1Y
4.87%
3Y*
7.37%
5Y*
4.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PIMSX vs. DHEAX - Expense Ratio Comparison

PIMSX has a 0.65% expense ratio, which is lower than DHEAX's 0.83% expense ratio.


Return for Risk

PIMSX vs. DHEAX — Risk / Return Rank

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

PIMSX
PIMSX Risk / Return Rank: 9696
Overall Rank
PIMSX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PIMSX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PIMSX Omega Ratio Rank: 9696
Omega Ratio Rank
PIMSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PIMSX Martin Ratio Rank: 9696
Martin Ratio Rank

DHEAX
DHEAX Risk / Return Rank: 9999
Overall Rank
DHEAX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
DHEAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DHEAX Omega Ratio Rank: 9999
Omega Ratio Rank
DHEAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
DHEAX Martin Ratio Rank: 9999
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.

PIMSX vs. DHEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Multi-Sector S/T Bd I (PIMSX) and Diamond Hill Short Duration Securitized Bond Fund (DHEAX). 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.


PIMSXDHEAXDifference

Sharpe ratio

Return per unit of total volatility

2.05

4.13

-2.08

Sortino ratio

Return per unit of downside risk

3.51

6.62

-3.12

Omega ratio

Gain probability vs. loss probability

1.60

2.22

-0.62

Calmar ratio

Return relative to maximum drawdown

3.69

10.12

-6.44

Martin ratio

Return relative to average drawdown

14.28

38.95

-24.66

PIMSX vs. DHEAX - Sharpe Ratio Comparison

The current PIMSX Sharpe Ratio is 2.05, which is lower than the DHEAX Sharpe Ratio of 4.13. The chart below compares the historical Sharpe Ratios of PIMSX and DHEAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PIMSXDHEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

4.13

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

2.77

-1.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

1.73

-0.45

Correlation

The correlation between PIMSX and DHEAX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PIMSX vs. DHEAX - Dividend Comparison

PIMSX's dividend yield for the trailing twelve months is around 4.34%, less than DHEAX's 5.72% yield.


TTM20252024202320222021202020192018201720162015
PIMSX
Virtus Newfleet Multi-Sector S/T Bd I
4.34%4.77%4.60%3.66%2.77%1.89%2.92%3.18%3.16%3.23%3.16%3.18%
DHEAX
Diamond Hill Short Duration Securitized Bond Fund
5.72%5.27%5.94%5.25%3.41%2.31%2.92%3.76%3.45%3.20%0.00%0.00%

Drawdowns

PIMSX vs. DHEAX - Drawdown Comparison

The maximum PIMSX drawdown since its inception was -18.10%, which is greater than DHEAX's maximum drawdown of -12.34%. Use the drawdown chart below to compare losses from any high point for PIMSX and DHEAX.


Loading graphics...

Drawdown Indicators


PIMSXDHEAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.10%

-12.34%

-5.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.30%

-0.50%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-8.06%

-5.06%

-3.00%

Max Drawdown (10Y)

Largest decline over 10 years

-10.69%

Current Drawdown

Current decline from peak

-1.30%

-0.29%

-1.01%

Average Drawdown

Average peak-to-trough decline

-1.50%

-0.82%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.13%

+0.21%

Volatility

PIMSX vs. DHEAX - Volatility Comparison

Virtus Newfleet Multi-Sector S/T Bd I (PIMSX) has a higher volatility of 0.65% compared to Diamond Hill Short Duration Securitized Bond Fund (DHEAX) at 0.42%. This indicates that PIMSX's price experiences larger fluctuations and is considered to be riskier than DHEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PIMSXDHEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

0.42%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

0.79%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

1.19%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.65%

1.51%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.69%

2.29%

+0.40%