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PLIIX vs. BCPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLIIX vs. BCPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Core Income (PLIIX) and Brandes Core Plus Fixed Income Fund (BCPIX). The values are adjusted to include any dividend payments, if applicable.

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PLIIX vs. BCPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLIIX
Pacific Funds Core Income
-0.63%7.38%2.85%8.23%-12.16%-0.13%8.71%11.31%-1.64%5.13%
BCPIX
Brandes Core Plus Fixed Income Fund
-0.55%6.71%1.98%6.70%-10.78%-0.34%5.77%6.65%-0.45%2.74%

Returns By Period

In the year-to-date period, PLIIX achieves a -0.63% return, which is significantly lower than BCPIX's -0.55% return. Over the past 10 years, PLIIX has outperformed BCPIX with an annualized return of 2.91%, while BCPIX has yielded a comparatively lower 1.90% annualized return.


PLIIX

1D
0.52%
1M
-2.03%
YTD
-0.63%
6M
0.37%
1Y
4.42%
3Y*
4.53%
5Y*
1.36%
10Y*
2.91%

BCPIX

1D
0.48%
1M
-2.11%
YTD
-0.55%
6M
0.36%
1Y
3.41%
3Y*
3.73%
5Y*
0.90%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLIIX vs. BCPIX - Expense Ratio Comparison

PLIIX has a 0.55% expense ratio, which is higher than BCPIX's 0.30% expense ratio.


Return for Risk

PLIIX vs. BCPIX — Risk / Return Rank

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

PLIIX
PLIIX Risk / Return Rank: 6767
Overall Rank
PLIIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PLIIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PLIIX Omega Ratio Rank: 5151
Omega Ratio Rank
PLIIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PLIIX Martin Ratio Rank: 6969
Martin Ratio Rank

BCPIX
BCPIX Risk / Return Rank: 5353
Overall Rank
BCPIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BCPIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BCPIX Omega Ratio Rank: 3636
Omega Ratio Rank
BCPIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BCPIX Martin Ratio Rank: 5252
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.

PLIIX vs. BCPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Core Income (PLIIX) and Brandes Core Plus Fixed Income Fund (BCPIX). 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.


PLIIXBCPIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.99

+0.16

Sortino ratio

Return per unit of downside risk

1.66

1.44

+0.22

Omega ratio

Gain probability vs. loss probability

1.21

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

2.01

1.71

+0.30

Martin ratio

Return relative to average drawdown

6.56

5.12

+1.43

PLIIX vs. BCPIX - Sharpe Ratio Comparison

The current PLIIX Sharpe Ratio is 1.15, which is comparable to the BCPIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of PLIIX and BCPIX, 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


PLIIXBCPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.99

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.18

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.46

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.33

+0.57

Correlation

The correlation between PLIIX and BCPIX is 0.83, 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

PLIIX vs. BCPIX - Dividend Comparison

PLIIX's dividend yield for the trailing twelve months is around 4.37%, more than BCPIX's 4.10% yield.


TTM20252024202320222021202020192018201720162015
PLIIX
Pacific Funds Core Income
4.37%4.81%4.94%4.27%3.32%4.29%3.04%3.07%3.50%2.90%2.96%3.32%
BCPIX
Brandes Core Plus Fixed Income Fund
4.10%4.32%3.67%2.91%2.54%1.89%1.76%2.77%2.90%2.49%2.84%2.72%

Drawdowns

PLIIX vs. BCPIX - Drawdown Comparison

The maximum PLIIX drawdown since its inception was -16.99%, smaller than the maximum BCPIX drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for PLIIX and BCPIX.


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Drawdown Indicators


PLIIXBCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.99%

-22.43%

+5.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-2.58%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.99%

-15.19%

-1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-16.99%

-15.19%

-1.80%

Current Drawdown

Current decline from peak

-2.03%

-2.11%

+0.08%

Average Drawdown

Average peak-to-trough decline

-2.33%

-4.28%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.86%

-0.08%

Volatility

PLIIX vs. BCPIX - Volatility Comparison

Pacific Funds Core Income (PLIIX) has a higher volatility of 1.53% compared to Brandes Core Plus Fixed Income Fund (BCPIX) at 1.42%. This indicates that PLIIX's price experiences larger fluctuations and is considered to be riskier than BCPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLIIXBCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.42%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

2.36%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

3.97%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.19%

5.06%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.51%

4.16%

+0.35%