PLIIX vs. DGRO
PLIIX (Pacific Funds Core Income) and DGRO (iShares Core Dividend Growth ETF) are both funds - PLIIX is a Intermediate Core-Plus Bond fund managed by Pacific Funds Series Trust, while DGRO is a Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Over the past 10 years, PLIIX returned 2.87%/yr vs 13.58%/yr for DGRO. At a 0.05 correlation, their price movements are largely independent. PLIIX charges 0.55%/yr vs 0.08%/yr for DGRO.
Performance
PLIIX vs. DGRO - Performance Comparison
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Returns By Period
In the year-to-date period, PLIIX achieves a 0.71% return, which is significantly lower than DGRO's 8.84% return. Over the past 10 years, PLIIX has underperformed DGRO with an annualized return of 2.87%, while DGRO has yielded a comparatively higher 13.58% annualized return.
PLIIX
- 1D
- 0.21%
- 1M
- 0.81%
- YTD
- 0.71%
- 6M
- 0.87%
- 1Y
- 5.19%
- 3Y*
- 5.05%
- 5Y*
- 1.19%
- 10Y*
- 2.87%
DGRO
- 1D
- 0.08%
- 1M
- 0.48%
- YTD
- 8.84%
- 6M
- 8.25%
- 1Y
- 22.81%
- 3Y*
- 16.80%
- 5Y*
- 11.08%
- 10Y*
- 13.58%
PLIIX vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLIIX Pacific Funds Core Income | 0.71% | 7.38% | 2.85% | 8.23% | -12.16% | -0.13% | 8.71% | 11.31% | -1.64% | 5.13% |
DGRO iShares Core Dividend Growth ETF | 8.84% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
Correlation
The correlation between PLIIX and DGRO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.05 |
Over the past year, PLIIX and DGRO have become more correlated (0.38) than their long-term average of 0.05, meaning their price movements have been converging.
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Return for Risk
PLIIX vs. DGRO — Risk / Return Rank
PLIIX
DGRO
PLIIX vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Core Income (PLIIX) and iShares Core Dividend Growth ETF (DGRO). 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.
| PLIIX | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 3.54 | -1.45 |
| Martin ratioReturn relative to average drawdown | 6.61 | 13.67 | -7.06 |
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Drawdowns
PLIIX vs. DGRO - Drawdown Comparison
The maximum PLIIX drawdown since its inception was -16.99%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for PLIIX and DGRO.
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Drawdown Indicators
| PLIIX | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.99% | -35.10% | +18.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.54% | -6.47% | +3.93% |
Max Drawdown (3Y)Largest decline over 3 years | -5.28% | -14.03% | +8.75% |
Max Drawdown (5Y)Largest decline over 5 years | -16.99% | -19.31% | +2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -16.99% | -35.10% | +18.11% |
Current DrawdownCurrent decline from peak | -0.71% | -1.21% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -3.43% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 1.67% | -0.87% |
Volatility
PLIIX vs. DGRO - Volatility Comparison
The current volatility for Pacific Funds Core Income (PLIIX) is 1.05%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 2.64%. This indicates that PLIIX experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLIIX | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 2.64% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 2.70% | 6.94% | -4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.57% | 9.55% | -5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.23% | 13.80% | -8.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.54% | 16.63% | -12.09% |
PLIIX vs. DGRO - Expense Ratio Comparison
PLIIX has a 0.55% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Dividends
PLIIX vs. DGRO - Dividend Comparison
PLIIX's dividend yield for the trailing twelve months is around 4.79%, more than DGRO's 1.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 1.97% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
PLIIX Pacific Funds Core Income | 4.79% | 4.81% | 4.94% | 4.27% | 3.32% | 4.29% | 3.04% | 3.07% | 3.50% | 2.90% | 2.96% | 3.32% |
Frequently Asked Questions
PLIIX and DGRO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRO has higher volatility (2.64%) compared to PLIIX (1.05%). In terms of maximum drawdown, PLIIX dropped -16.99% vs DGRO's -35.10%.
DGRO currently has the higher Sharpe Ratio (2.40 vs 1.49), 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.
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