PLDTX vs. DFEQX
Compare and contrast key facts about PIMCO Low Duration II Fund (PLDTX) and DFA Short-Term Extended Quality Portfolio (DFEQX).
PLDTX is managed by PIMCO. It was launched on Oct 31, 1991. DFEQX is managed by Dimensional. It was launched on Mar 4, 2009.
Performance
PLDTX vs. DFEQX - Performance Comparison
Loading graphics...
PLDTX vs. DFEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLDTX PIMCO Low Duration II Fund | -0.37% | 5.47% | 4.55% | 4.21% | -5.14% | -1.03% | 3.44% | 3.83% | 0.63% | 1.66% |
DFEQX DFA Short-Term Extended Quality Portfolio | 0.28% | 4.27% | 5.50% | 5.44% | -5.18% | -0.60% | 2.24% | 4.51% | 1.34% | 1.51% |
Returns By Period
In the year-to-date period, PLDTX achieves a -0.37% return, which is significantly lower than DFEQX's 0.28% return. Both investments have delivered pretty close results over the past 10 years, with PLDTX having a 1.83% annualized return and DFEQX not far ahead at 1.90%.
PLDTX
- 1D
- 0.22%
- 1M
- -1.06%
- YTD
- -0.37%
- 6M
- 0.94%
- 1Y
- 3.45%
- 3Y*
- 4.06%
- 5Y*
- 1.52%
- 10Y*
- 1.83%
DFEQX
- 1D
- 0.11%
- 1M
- -0.65%
- YTD
- 0.28%
- 6M
- 1.31%
- 1Y
- 3.59%
- 3Y*
- 4.65%
- 5Y*
- 1.89%
- 10Y*
- 1.90%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PLDTX vs. DFEQX - Expense Ratio Comparison
PLDTX has a 0.50% expense ratio, which is higher than DFEQX's 0.19% expense ratio.
Return for Risk
PLDTX vs. DFEQX — Risk / Return Rank
PLDTX
DFEQX
PLDTX vs. DFEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration II Fund (PLDTX) and DFA Short-Term Extended Quality Portfolio (DFEQX). 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.
| PLDTX | DFEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 4.02 | -2.25 |
Sortino ratioReturn per unit of downside risk | 3.08 | 6.44 | -3.36 |
Omega ratioGain probability vs. loss probability | 1.40 | 2.51 | -1.11 |
Calmar ratioReturn relative to maximum drawdown | 2.67 | 4.46 | -1.79 |
Martin ratioReturn relative to average drawdown | 11.66 | 20.52 | -8.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PLDTX | DFEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 4.02 | -2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.92 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 1.12 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.50 | 1.11 | +0.39 |
Correlation
The correlation between PLDTX and DFEQX is 0.49, 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
PLDTX vs. DFEQX - Dividend Comparison
PLDTX's dividend yield for the trailing twelve months is around 3.51%, less than DFEQX's 3.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLDTX PIMCO Low Duration II Fund | 3.51% | 3.79% | 3.99% | 3.55% | 1.28% | 0.29% | 1.23% | 2.72% | 2.18% | 1.45% | 1.76% | 1.60% |
DFEQX DFA Short-Term Extended Quality Portfolio | 3.94% | 3.62% | 4.40% | 3.34% | 1.78% | 1.05% | 0.47% | 2.18% | 3.14% | 1.51% | 1.59% | 1.72% |
Drawdowns
PLDTX vs. DFEQX - Drawdown Comparison
The maximum PLDTX drawdown since its inception was -7.60%, smaller than the maximum DFEQX drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for PLDTX and DFEQX.
Loading graphics...
Drawdown Indicators
| PLDTX | DFEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.60% | -8.40% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -1.49% | -0.76% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -7.58% | -8.40% | +0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -7.60% | -8.40% | +0.80% |
Current DrawdownCurrent decline from peak | -1.06% | -0.65% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -0.72% | -0.96% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.17% | +0.17% |
Volatility
PLDTX vs. DFEQX - Volatility Comparison
PIMCO Low Duration II Fund (PLDTX) has a higher volatility of 0.74% compared to DFA Short-Term Extended Quality Portfolio (DFEQX) at 0.45%. This indicates that PLDTX's price experiences larger fluctuations and is considered to be riskier than DFEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PLDTX | DFEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 0.45% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 1.36% | 0.66% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.15% | 0.91% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.37% | 2.06% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.94% | 1.70% | +0.24% |