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PLHIX vs. FQTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLHIX vs. FQTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds High Income (PLHIX) and Franklin Templeton SMACS: Series I (FQTIX). The values are adjusted to include any dividend payments, if applicable.

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PLHIX vs. FQTIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PLHIX
Pacific Funds High Income
-0.95%7.31%7.50%12.49%-10.21%5.51%5.88%6.48%
FQTIX
Franklin Templeton SMACS: Series I
0.52%7.51%8.03%13.44%-14.39%8.51%3.68%4.11%

Returns By Period

In the year-to-date period, PLHIX achieves a -0.95% return, which is significantly lower than FQTIX's 0.52% return.


PLHIX

1D
0.22%
1M
-1.62%
YTD
-0.95%
6M
-0.09%
1Y
6.15%
3Y*
7.50%
5Y*
3.78%
10Y*
5.70%

FQTIX

1D
0.25%
1M
-1.83%
YTD
0.52%
6M
2.66%
1Y
9.72%
3Y*
7.86%
5Y*
3.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLHIX vs. FQTIX - Expense Ratio Comparison

PLHIX has a 0.65% expense ratio, which is higher than FQTIX's 0.00% expense ratio.


Return for Risk

PLHIX vs. FQTIX — Risk / Return Rank

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

PLHIX
PLHIX Risk / Return Rank: 8787
Overall Rank
PLHIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PLHIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PLHIX Omega Ratio Rank: 9090
Omega Ratio Rank
PLHIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PLHIX Martin Ratio Rank: 8585
Martin Ratio Rank

FQTIX
FQTIX Risk / Return Rank: 9797
Overall Rank
FQTIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FQTIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FQTIX Omega Ratio Rank: 9797
Omega Ratio Rank
FQTIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FQTIX Martin Ratio Rank: 9797
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.

PLHIX vs. FQTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds High Income (PLHIX) and Franklin Templeton SMACS: Series I (FQTIX). 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.


PLHIXFQTIXDifference

Sharpe ratio

Return per unit of total volatility

1.87

2.55

-0.68

Sortino ratio

Return per unit of downside risk

2.49

3.46

-0.97

Omega ratio

Gain probability vs. loss probability

1.41

1.61

-0.20

Calmar ratio

Return relative to maximum drawdown

1.98

3.85

-1.87

Martin ratio

Return relative to average drawdown

8.91

17.15

-8.24

PLHIX vs. FQTIX - Sharpe Ratio Comparison

The current PLHIX Sharpe Ratio is 1.87, which is comparable to the FQTIX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of PLHIX and FQTIX, 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


PLHIXFQTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.55

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.61

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.55

+0.53

Correlation

The correlation between PLHIX and FQTIX is 0.80, 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

PLHIX vs. FQTIX - Dividend Comparison

PLHIX's dividend yield for the trailing twelve months is around 6.21%, less than FQTIX's 7.03% yield.


TTM20252024202320222021202020192018201720162015
PLHIX
Pacific Funds High Income
6.21%6.74%6.91%6.44%5.76%4.88%5.20%5.18%5.99%5.62%5.89%4.78%
FQTIX
Franklin Templeton SMACS: Series I
7.03%5.70%7.86%7.64%8.10%7.15%6.89%5.63%0.00%0.00%0.00%0.00%

Drawdowns

PLHIX vs. FQTIX - Drawdown Comparison

The maximum PLHIX drawdown since its inception was -22.83%, smaller than the maximum FQTIX drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for PLHIX and FQTIX.


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Drawdown Indicators


PLHIXFQTIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.83%

-24.62%

+1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-2.41%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-15.21%

-18.81%

+3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-22.83%

Current Drawdown

Current decline from peak

-2.00%

-1.95%

-0.05%

Average Drawdown

Average peak-to-trough decline

-2.33%

-4.42%

+2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.54%

+0.12%

Volatility

PLHIX vs. FQTIX - Volatility Comparison

The current volatility for Pacific Funds High Income (PLHIX) is 1.21%, while Franklin Templeton SMACS: Series I (FQTIX) has a volatility of 1.57%. This indicates that PLHIX experiences smaller price fluctuations and is considered to be less risky than FQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLHIXFQTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.57%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.86%

2.38%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

3.85%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

5.92%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.45%

7.80%

-2.35%