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PLIIX vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLIIX vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Core Income (PLIIX) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLIIX achieves a -0.34% return, which is significantly lower than IUSB's -0.29% return. Over the past 10 years, PLIIX has outperformed IUSB with an annualized return of 2.57%, while IUSB has yielded a comparatively lower 1.70% annualized return.


PLIIX

1D
0.11%
1M
-1.04%
6M
-0.50%
YTD
-0.34%
1Y
2.28%
3Y*
4.54%
5Y*
0.79%
10Y*
2.57%
ALL TIME*
3.54%

IUSB

1D
-0.21%
1M
-1.11%
6M
-0.52%
YTD
-0.29%
1Y
2.26%
3Y*
4.42%
5Y*
-0.01%
10Y*
1.70%
ALL TIME*
2.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$142.04M$149.14M$266.40M
$0.00$0.00$0.00

PLIIX vs. IUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLIIX
Pacific Funds Core Income
-0.34%7.38%2.85%8.23%-12.16%-0.13%8.71%11.31%-1.64%5.13%
IUSB
iShares Core Universal USD Bond ETF
-0.29%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%

Correlation

The correlation between PLIIX and IUSB is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.90

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.85

The correlation between PLIIX and IUSB has been stable across timeframes, ranging from 0.85 to 0.95 - a consistent structural relationship.

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Return for Risk

PLIIX vs. IUSB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PLIIX
PLIIX Risk / Return Rank: 2424
Overall Rank
PLIIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PLIIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
PLIIX Omega Ratio Rank: 2323
Omega Ratio Rank
PLIIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
PLIIX Martin Ratio Rank: 2424
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 3434
Overall Rank
IUSB Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 3434
Sortino Ratio Rank
IUSB Omega Ratio Rank: 3131
Omega Ratio Rank
IUSB Calmar Ratio Rank: 3636
Calmar Ratio Rank
IUSB Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PLIIX vs. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Core Income (PLIIX) and iShares Core Universal USD Bond ETF (IUSB). 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.


PLIIXIUSBDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.15

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

1.20

1.22

-0.02

Martin ratioReturn relative to average drawdown

3.42

3.12

+0.30

PLIIX vs. IUSB - Sharpe Ratio Comparison

The current PLIIX Sharpe Ratio is 0.86, which is comparable to the IUSB Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of PLIIX and IUSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PLIIX vs. IUSB - Drawdown Comparison

The maximum PLIIX drawdown since its inception was -16.99%, smaller than the maximum IUSB drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for PLIIX and IUSB.


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Drawdown Indicators


PLIIXIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-16.99%

-17.90%

+0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-2.53%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-4.28%

-4.81%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-16.99%

-17.87%

+0.88%

Max Drawdown (10Y)

Largest decline over 10 years

-16.99%

-17.90%

+0.91%

Current Drawdown

Current decline from peak

-1.75%

-2.03%

+0.28%

Average Drawdown

Average peak-to-trough decline

-2.30%

-3.56%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.98%

-0.09%

Volatility

PLIIX vs. IUSB - Volatility Comparison

Pacific Funds Core Income (PLIIX) has a higher volatility of 0.99% compared to iShares Core Universal USD Bond ETF (IUSB) at 0.92%. This indicates that PLIIX's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLIIXIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

0.92%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

2.82%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

3.55%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

5.80%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

5.04%

-0.49%

PLIIX vs. IUSB - Expense Ratio Comparison

PLIIX has a 0.55% expense ratio, which is higher than IUSB's 0.06% expense ratio.


Dividends

PLIIX vs. IUSB - Dividend Comparison

PLIIX's dividend yield for the trailing twelve months is around 4.45%, more than IUSB's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSB
iShares Core Universal USD Bond ETF
3.92%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%
PLIIX
Pacific Funds Core Income
4.45%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


With a correlation of 0.95, PLIIX and IUSB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PLIIX has higher volatility (0.99%) compared to IUSB (0.92%). In terms of maximum drawdown, PLIIX dropped -16.99% vs IUSB's -17.90%.

IUSB currently has the higher Sharpe Ratio (0.87 vs 0.86), 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 PLIIX and IUSB

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