PortfoliosLab logoPortfoliosLab logo
PLHIX vs. POCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLHIX vs. POCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds High Income (PLHIX) and Pacific Funds Portfolio Optimization Moderate (POCAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PLHIX vs. POCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLHIX
Pacific Funds High Income
-0.95%7.31%7.50%12.49%-10.21%5.51%5.88%14.84%-3.76%8.51%
POCAX
Pacific Funds Portfolio Optimization Moderate
-3.86%12.91%11.62%13.95%-18.67%11.94%14.65%20.36%-7.41%13.51%

Returns By Period

In the year-to-date period, PLHIX achieves a -0.95% return, which is significantly higher than POCAX's -3.86% return. Over the past 10 years, PLHIX has underperformed POCAX with an annualized return of 5.70%, while POCAX has yielded a comparatively higher 6.87% annualized 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%

POCAX

1D
-0.09%
1M
-6.09%
YTD
-3.86%
6M
-2.17%
1Y
10.46%
3Y*
9.80%
5Y*
4.08%
10Y*
6.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PLHIX vs. POCAX - Expense Ratio Comparison

PLHIX has a 0.65% expense ratio, which is higher than POCAX's 0.60% expense ratio.


Return for Risk

PLHIX vs. POCAX — 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

POCAX
POCAX Risk / Return Rank: 4949
Overall Rank
POCAX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
POCAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
POCAX Omega Ratio Rank: 4949
Omega Ratio Rank
POCAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
POCAX Martin Ratio Rank: 5555
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. POCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds High Income (PLHIX) and Pacific Funds Portfolio Optimization Moderate (POCAX). 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.


PLHIXPOCAXDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.93

+0.94

Sortino ratio

Return per unit of downside risk

2.49

1.37

+1.12

Omega ratio

Gain probability vs. loss probability

1.41

1.20

+0.21

Calmar ratio

Return relative to maximum drawdown

1.98

1.14

+0.85

Martin ratio

Return relative to average drawdown

8.91

5.31

+3.60

PLHIX vs. POCAX - Sharpe Ratio Comparison

The current PLHIX Sharpe Ratio is 1.87, which is higher than the POCAX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PLHIX and POCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PLHIXPOCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

0.93

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.24

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

0.48

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.46

+0.62

Correlation

The correlation between PLHIX and POCAX is 0.59, 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

PLHIX vs. POCAX - Dividend Comparison

PLHIX's dividend yield for the trailing twelve months is around 6.21%, less than POCAX's 7.67% 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%
POCAX
Pacific Funds Portfolio Optimization Moderate
7.67%7.37%2.97%1.68%22.92%8.62%3.11%5.02%22.38%3.85%5.44%6.68%

Drawdowns

PLHIX vs. POCAX - Drawdown Comparison

The maximum PLHIX drawdown since its inception was -22.83%, smaller than the maximum POCAX drawdown of -40.19%. Use the drawdown chart below to compare losses from any high point for PLHIX and POCAX.


Loading graphics...

Drawdown Indicators


PLHIXPOCAXDifference

Max Drawdown

Largest peak-to-trough decline

-22.83%

-40.19%

+17.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-8.20%

+5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-15.21%

-24.92%

+9.71%

Max Drawdown (10Y)

Largest decline over 10 years

-22.83%

-26.59%

+3.76%

Current Drawdown

Current decline from peak

-2.00%

-6.47%

+4.47%

Average Drawdown

Average peak-to-trough decline

-2.33%

-4.97%

+2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

1.75%

-1.09%

Volatility

PLHIX vs. POCAX - Volatility Comparison

The current volatility for Pacific Funds High Income (PLHIX) is 1.21%, while Pacific Funds Portfolio Optimization Moderate (POCAX) has a volatility of 3.47%. This indicates that PLHIX experiences smaller price fluctuations and is considered to be less risky than POCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PLHIXPOCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

3.47%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.86%

6.24%

-4.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

11.33%

-8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

16.86%

-12.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.45%

14.43%

-8.98%