PKAIX vs. DDVCX
PKAIX (PIMCO RAE US Fund) and DDVCX (Nomura Value Fund Class C) are both Large Cap Value Equities funds. Over the past 10 years, PKAIX returned 14.20%/yr vs 6.92%/yr for DDVCX. Their correlation of 0.87 suggests significant overlap in exposure. PKAIX charges 0.40%/yr vs 1.72%/yr for DDVCX.
Performance
PKAIX vs. DDVCX - Performance Comparison
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Returns By Period
In the year-to-date period, PKAIX achieves a 21.63% return, which is significantly higher than DDVCX's 5.84% return. Over the past 10 years, PKAIX has outperformed DDVCX with an annualized return of 14.20%, while DDVCX has yielded a comparatively lower 6.92% annualized return.
PKAIX
- 1D
- 0.48%
- 1M
- 0.24%
- YTD
- 21.63%
- 6M
- 17.91%
- 1Y
- 38.03%
- 3Y*
- 23.83%
- 5Y*
- 15.02%
- 10Y*
- 14.20%
DDVCX
- 1D
- -0.32%
- 1M
- 0.32%
- YTD
- 5.84%
- 6M
- 5.31%
- 1Y
- 16.29%
- 3Y*
- 8.98%
- 5Y*
- 5.26%
- 10Y*
- 6.92%
PKAIX vs. DDVCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PKAIX PIMCO RAE US Fund | 21.63% | 17.19% | 16.28% | 17.02% | -3.36% | 27.74% | 3.94% | 24.92% | -6.92% | 16.51% |
DDVCX Nomura Value Fund Class C | 5.84% | 9.95% | 5.68% | 1.06% | -4.57% | 20.87% | -0.63% | 19.33% | -3.92% | 12.51% |
Correlation
The correlation between PKAIX and DDVCX is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.87 |
The correlation between PKAIX and DDVCX shifts across timeframes, from 0.76 (3 years) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PKAIX vs. DDVCX — Risk / Return Rank
PKAIX
DDVCX
PKAIX vs. DDVCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Fund (PKAIX) and Nomura Value Fund Class C (DDVCX). 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.
| PKAIX | DDVCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.25 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 7.60 | 2.02 | +5.58 |
| Martin ratioReturn relative to average drawdown | 22.65 | 5.68 | +16.96 |
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Drawdowns
PKAIX vs. DDVCX - Drawdown Comparison
The maximum PKAIX drawdown since its inception was -38.56%, smaller than the maximum DDVCX drawdown of -54.29%. Use the drawdown chart below to compare losses from any high point for PKAIX and DDVCX.
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Drawdown Indicators
| PKAIX | DDVCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.56% | -54.29% | +15.73% |
Max Drawdown (1Y)Largest decline over 1 year | -5.15% | -8.59% | +3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -20.31% | -18.71% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -20.64% | -18.71% | -1.93% |
Max Drawdown (10Y)Largest decline over 10 years | -38.56% | -37.60% | -0.96% |
Current DrawdownCurrent decline from peak | -2.93% | -4.01% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -9.02% | +4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 3.05% | -1.33% |
Volatility
PKAIX vs. DDVCX - Volatility Comparison
PIMCO RAE US Fund (PKAIX) has a higher volatility of 4.28% compared to Nomura Value Fund Class C (DDVCX) at 3.63%. This indicates that PKAIX's price experiences larger fluctuations and is considered to be riskier than DDVCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PKAIX | DDVCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 3.63% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 9.23% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.19% | 12.18% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.78% | 14.57% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 17.09% | +1.78% |
PKAIX vs. DDVCX - Expense Ratio Comparison
PKAIX has a 0.40% expense ratio, which is lower than DDVCX's 1.72% expense ratio.
Dividends
PKAIX vs. DDVCX - Dividend Comparison
PKAIX's dividend yield for the trailing twelve months is around 11.32%, less than DDVCX's 24.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDVCX Nomura Value Fund Class C | 24.89% | 26.55% | 30.88% | 10.78% | 9.46% | 23.96% | 1.92% | 4.13% | 5.29% | 3.08% | 1.57% | 1.97% |
PKAIX PIMCO RAE US Fund | 11.32% | 13.77% | 16.77% | 6.65% | 8.09% | 10.03% | 3.20% | 4.91% | 6.85% | 5.85% | 5.33% | 3.49% |
Frequently Asked Questions
PKAIX and DDVCX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PKAIX has higher volatility (4.28%) compared to DDVCX (3.63%). In terms of maximum drawdown, PKAIX dropped -38.56% vs DDVCX's -54.29%.
PKAIX currently has the higher Sharpe Ratio (2.97 vs 1.43), 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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