PortfoliosLab logoPortfoliosLab logo
PLIDX vs. MCFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLIDX vs. MCFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aristotle Core Income Fund Class I-2 (PLIDX) and Mercer Core Fixed Income Fund (MCFIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PLIDX achieves a -0.60% return, which is significantly higher than MCFIX's -2.67% return.


PLIDX

1D
-0.21%
1M
-1.56%
6M
-0.80%
YTD
-0.60%
1Y
3.13%
3Y*
4.36%
5Y*
0.74%
10Y*
2.54%
ALL TIME*
2.74%

MCFIX

1D
-0.34%
1M
-1.92%
6M
-2.56%
YTD
-2.67%
1Y
0.14%
3Y*
3.14%
5Y*
-0.74%
10Y*
ALL TIME*
0.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PLIDX vs. MCFIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PLIDX
Aristotle Core Income Fund Class I-2
-0.60%7.26%2.77%8.35%-12.15%-0.21%8.79%6.41%
MCFIX
Mercer Core Fixed Income Fund
-2.67%6.64%2.02%6.47%-13.69%-1.05%4.75%3.31%

Correlation

The correlation between PLIDX and MCFIX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2019

0.89

The correlation between PLIDX and MCFIX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

PLIDX vs. MCFIX — Risk / Return Rank

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

PLIDX
PLIDX Risk / Return Rank: 2525
Overall Rank
PLIDX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PLIDX Sortino Ratio Rank: 2424
Sortino Ratio Rank
PLIDX Omega Ratio Rank: 2323
Omega Ratio Rank
PLIDX Calmar Ratio Rank: 2727
Calmar Ratio Rank
PLIDX Martin Ratio Rank: 2424
Martin Ratio Rank

MCFIX
MCFIX Risk / Return Rank: 44
Overall Rank
MCFIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MCFIX Sortino Ratio Rank: 44
Sortino Ratio Rank
MCFIX Omega Ratio Rank: 44
Omega Ratio Rank
MCFIX Calmar Ratio Rank: 55
Calmar Ratio Rank
MCFIX Martin Ratio Rank: 55
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.

PLIDX vs. MCFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aristotle Core Income Fund Class I-2 (PLIDX) and Mercer Core Fixed Income Fund (MCFIX). 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.


PLIDXMCFIXDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.15

1.01

+0.14

Calmar ratioReturn relative to maximum drawdown

1.20

0.04

+1.16

Martin ratioReturn relative to average drawdown

3.46

0.09

+3.37

PLIDX vs. MCFIX - Sharpe Ratio Comparison

The current PLIDX Sharpe Ratio is 0.87, which is higher than the MCFIX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of PLIDX and MCFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PLIDX vs. MCFIX - Drawdown Comparison

The maximum PLIDX drawdown since its inception was -17.05%, smaller than the maximum MCFIX drawdown of -21.68%. Use the drawdown chart below to compare losses from any high point for PLIDX and MCFIX.


Loading charts...

Drawdown Indicators


PLIDXMCFIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.05%

-21.68%

+4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-4.08%

+1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-4.97%

-5.90%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.05%

-18.72%

+1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-17.05%

Current Drawdown

Current decline from peak

-1.98%

-7.57%

+5.59%

Average Drawdown

Average peak-to-trough decline

-2.55%

-8.50%

+5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.63%

-0.75%

Volatility

PLIDX vs. MCFIX - Volatility Comparison

Aristotle Core Income Fund Class I-2 (PLIDX) and Mercer Core Fixed Income Fund (MCFIX) have volatilities of 1.08% and 1.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PLIDXMCFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.11%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.90%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.50%

4.03%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

6.04%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

6.08%

-1.53%

PLIDX vs. MCFIX - Expense Ratio Comparison

PLIDX has a 0.55% expense ratio, which is higher than MCFIX's 0.16% expense ratio.


Dividends

PLIDX vs. MCFIX - Dividend Comparison

PLIDX's dividend yield for the trailing twelve months is around 4.77%, more than MCFIX's 4.38% yield.


PositionTTM20252024202320222021202020192018201720162015
MCFIX
Mercer Core Fixed Income Fund
4.38%3.89%4.54%3.68%3.31%2.45%0.00%0.00%0.00%0.00%0.00%0.00%
PLIDX
Aristotle Core Income Fund Class I-2
4.77%4.70%4.86%4.27%3.31%4.28%3.03%3.07%3.50%2.90%2.91%3.26%

Frequently Asked Questions


PLIDX and MCFIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MCFIX has higher volatility (1.11%) compared to PLIDX (1.08%). In terms of maximum drawdown, PLIDX dropped -17.05% vs MCFIX's -21.68%.

PLIDX currently has the higher Sharpe Ratio (0.87 vs 0.04), 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.

Portfolio Optimizer

Find the right allocation for PLIDX and MCFIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer