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PKAIX vs. PFN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PKAIX vs. PFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE US Fund (PKAIX) and PIMCO Income Strategy Fund II (PFN). The values are adjusted to include any dividend payments, if applicable.

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PKAIX vs. PFN - 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%
PFN
PIMCO Income Strategy Fund II
-5.40%13.07%15.72%15.43%-17.65%5.14%3.97%21.84%0.94%20.58%

Returns By Period

In the year-to-date period, PKAIX achieves a 6.30% return, which is significantly higher than PFN's -5.40% return. Over the past 10 years, PKAIX has outperformed PFN with an annualized return of 12.59%, while PFN has yielded a comparatively lower 8.36% 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%

PFN

1D
3.77%
1M
-3.87%
YTD
-5.40%
6M
-3.80%
1Y
2.70%
3Y*
11.05%
5Y*
3.04%
10Y*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PKAIX vs. PFN - Expense Ratio Comparison

PKAIX has a 0.40% expense ratio, which is lower than PFN's 1.74% expense ratio.


Return for Risk

PKAIX vs. PFN — 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

PFN
PFN Risk / Return Rank: 1111
Overall Rank
PFN Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PFN Sortino Ratio Rank: 99
Sortino Ratio Rank
PFN Omega Ratio Rank: 1010
Omega Ratio Rank
PFN Calmar Ratio Rank: 1111
Calmar Ratio Rank
PFN Martin Ratio Rank: 1212
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. PFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Fund (PKAIX) and PIMCO Income Strategy Fund II (PFN). 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.


PKAIXPFNDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.20

+1.20

Sortino ratio

Return per unit of downside risk

1.96

0.34

+1.62

Omega ratio

Gain probability vs. loss probability

1.30

1.06

+0.24

Calmar ratio

Return relative to maximum drawdown

1.70

0.26

+1.43

Martin ratio

Return relative to average drawdown

8.04

1.02

+7.02

PKAIX vs. PFN - Sharpe Ratio Comparison

The current PKAIX Sharpe Ratio is 1.40, which is higher than the PFN Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PKAIX and PFN, 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


PKAIXPFNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.20

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.21

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.46

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.28

+0.34

Correlation

The correlation between PKAIX and PFN is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PKAIX vs. PFN - Dividend Comparison

PKAIX's dividend yield for the trailing twelve months is around 12.95%, more than PFN's 12.51% 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%
PFN
PIMCO Income Strategy Fund II
12.51%11.49%11.57%11.92%12.19%9.71%9.67%9.07%10.81%9.20%10.12%11.74%

Drawdowns

PKAIX vs. PFN - Drawdown Comparison

The maximum PKAIX drawdown since its inception was -38.56%, smaller than the maximum PFN drawdown of -80.08%. Use the drawdown chart below to compare losses from any high point for PKAIX and PFN.


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Drawdown Indicators


PKAIXPFNDifference

Max Drawdown

Largest peak-to-trough decline

-38.56%

-80.08%

+41.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-10.77%

-3.27%

Max Drawdown (5Y)

Largest decline over 5 years

-20.64%

-33.45%

+12.81%

Max Drawdown (10Y)

Largest decline over 10 years

-38.56%

-45.70%

+7.14%

Current Drawdown

Current decline from peak

-3.78%

-6.42%

+2.64%

Average Drawdown

Average peak-to-trough decline

-4.78%

-11.89%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.79%

+0.17%

Volatility

PKAIX vs. PFN - Volatility Comparison

The current volatility for PIMCO RAE US Fund (PKAIX) is 3.52%, while PIMCO Income Strategy Fund II (PFN) has a volatility of 6.57%. This indicates that PKAIX experiences smaller price fluctuations and is considered to be less risky than PFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PKAIXPFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

6.57%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

8.43%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

13.35%

+5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

14.75%

+3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

18.16%

+0.66%