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PKAIX vs. ACIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PKAIX vs. ACIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE US Fund (PKAIX) and American Century Equity Income Fund Class I (ACIIX). The values are adjusted to include any dividend payments, if applicable.

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PKAIX vs. ACIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PKAIX
PIMCO RAE US Fund
6.30%17.19%16.28%17.02%-3.36%27.74%3.94%24.92%-6.92%16.51%
ACIIX
American Century Equity Income Fund Class I
2.73%12.05%10.58%4.25%-2.96%17.16%1.19%24.50%-3.53%13.69%

Returns By Period

In the year-to-date period, PKAIX achieves a 6.30% return, which is significantly higher than ACIIX's 2.73% return. Over the past 10 years, PKAIX has outperformed ACIIX with an annualized return of 12.59%, while ACIIX has yielded a comparatively lower 8.89% annualized return.


PKAIX

1D
-0.82%
1M
-2.03%
YTD
6.30%
6M
8.15%
1Y
24.77%
3Y*
18.27%
5Y*
12.89%
10Y*
12.59%

ACIIX

1D
0.00%
1M
-5.73%
YTD
2.73%
6M
4.62%
1Y
9.92%
3Y*
9.70%
5Y*
7.47%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PKAIX vs. ACIIX - Expense Ratio Comparison

PKAIX has a 0.40% expense ratio, which is lower than ACIIX's 0.72% expense ratio.


Return for Risk

PKAIX vs. ACIIX — Risk / Return Rank

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

PKAIX
PKAIX Risk / Return Rank: 7777
Overall Rank
PKAIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PKAIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
PKAIX Omega Ratio Rank: 7777
Omega Ratio Rank
PKAIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
PKAIX Martin Ratio Rank: 8181
Martin Ratio Rank

ACIIX
ACIIX Risk / Return Rank: 4545
Overall Rank
ACIIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ACIIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
ACIIX Omega Ratio Rank: 4444
Omega Ratio Rank
ACIIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
ACIIX Martin Ratio Rank: 4343
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.

PKAIX vs. ACIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Fund (PKAIX) and American Century Equity Income Fund Class I (ACIIX). 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.


PKAIXACIIXDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.93

+0.47

Sortino ratio

Return per unit of downside risk

1.96

1.35

+0.62

Omega ratio

Gain probability vs. loss probability

1.30

1.19

+0.11

Calmar ratio

Return relative to maximum drawdown

1.70

1.11

+0.59

Martin ratio

Return relative to average drawdown

8.04

4.37

+3.67

PKAIX vs. ACIIX - Sharpe Ratio Comparison

The current PKAIX Sharpe Ratio is 1.40, which is higher than the ACIIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PKAIX and ACIIX, 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


PKAIXACIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.93

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.70

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.67

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.53

+0.09

Correlation

The correlation between PKAIX and ACIIX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PKAIX vs. ACIIX - Dividend Comparison

PKAIX's dividend yield for the trailing twelve months is around 12.95%, more than ACIIX's 10.28% yield.


TTM20252024202320222021202020192018201720162015
PKAIX
PIMCO RAE US Fund
12.95%13.77%16.77%6.65%8.09%10.03%3.20%4.91%6.85%5.85%5.33%3.49%
ACIIX
American Century Equity Income Fund Class I
10.28%10.55%11.71%8.21%8.96%7.02%2.18%7.57%9.05%12.14%8.08%10.72%

Drawdowns

PKAIX vs. ACIIX - Drawdown Comparison

The maximum PKAIX drawdown since its inception was -38.56%, roughly equal to the maximum ACIIX drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for PKAIX and ACIIX.


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Drawdown Indicators


PKAIXACIIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.56%

-39.16%

+0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-8.96%

-5.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.64%

-13.49%

-7.15%

Max Drawdown (10Y)

Largest decline over 10 years

-38.56%

-32.76%

-5.80%

Current Drawdown

Current decline from peak

-3.78%

-5.73%

+1.95%

Average Drawdown

Average peak-to-trough decline

-4.78%

-5.26%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.30%

+0.66%

Volatility

PKAIX vs. ACIIX - Volatility Comparison

PIMCO RAE US Fund (PKAIX) has a higher volatility of 3.52% compared to American Century Equity Income Fund Class I (ACIIX) at 2.76%. This indicates that PKAIX's price experiences larger fluctuations and is considered to be riskier than ACIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PKAIXACIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

2.76%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

6.05%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

11.61%

+7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

10.74%

+7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

13.37%

+5.45%