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PLIIX vs. PLHIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLIIX vs. PLHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Core Income (PLIIX) and Pacific Funds High Income (PLHIX). 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 0.71% return, which is significantly lower than PLHIX's 1.74% return. Over the past 10 years, PLIIX has underperformed PLHIX with an annualized return of 2.87%, while PLHIX has yielded a comparatively higher 5.56% 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%

PLHIX

1D
0.00%
1M
0.43%
YTD
1.74%
6M
2.09%
1Y
5.89%
3Y*
7.88%
5Y*
3.94%
10Y*
5.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLIIX vs. PLHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PLHIX
Pacific Funds High Income
1.74%7.31%7.50%12.49%-10.21%5.51%5.88%14.84%-3.76%8.51%

Correlation

The correlation between PLIIX and PLHIX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.55

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

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2011

0.34

Over the past year, PLIIX and PLHIX have become more correlated (0.56) than their long-term average of 0.34, meaning their price movements have been converging.

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Return for Risk

PLIIX vs. PLHIX — Risk / Return Rank

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

PLIIX
PLIIX Risk / Return Rank: 3232
Overall Rank
PLIIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PLIIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
PLIIX Omega Ratio Rank: 3030
Omega Ratio Rank
PLIIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
PLIIX Martin Ratio Rank: 3131
Martin Ratio Rank

PLHIX
PLHIX Risk / Return Rank: 7171
Overall Rank
PLHIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PLHIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
PLHIX Omega Ratio Rank: 7979
Omega Ratio Rank
PLHIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PLHIX Martin Ratio Rank: 6868
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. PLHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Core Income (PLIIX) and Pacific Funds High Income (PLHIX). 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.


PLIIXPLHIXDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.27

1.47

-0.20

Calmar ratioReturn relative to maximum drawdown

2.09

2.72

-0.63

Martin ratioReturn relative to average drawdown

6.61

12.47

-5.86

PLIIX vs. PLHIX - Sharpe Ratio Comparison

The current PLIIX Sharpe Ratio is 1.49, which is lower than the PLHIX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of PLIIX and PLHIX, 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. PLHIX - Drawdown Comparison

The maximum PLIIX drawdown since its inception was -16.99%, smaller than the maximum PLHIX drawdown of -22.83%. Use the drawdown chart below to compare losses from any high point for PLIIX and PLHIX.


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Drawdown Indicators


PLIIXPLHIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.99%

-22.83%

+5.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-2.22%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-5.28%

-3.97%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-16.99%

-15.21%

-1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-16.99%

-22.83%

+5.84%

Current Drawdown

Current decline from peak

-0.71%

-0.11%

-0.60%

Average Drawdown

Average peak-to-trough decline

-2.31%

-2.29%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.48%

+0.32%

Volatility

PLIIX vs. PLHIX - Volatility Comparison

Pacific Funds Core Income (PLIIX) has a higher volatility of 1.05% compared to Pacific Funds High Income (PLHIX) at 0.68%. This indicates that PLIIX's price experiences larger fluctuations and is considered to be riskier than PLHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLIIXPLHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

0.68%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.13%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

2.65%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.23%

4.75%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

5.44%

-0.90%

PLIIX vs. PLHIX - Expense Ratio Comparison

PLIIX has a 0.55% expense ratio, which is lower than PLHIX's 0.65% expense ratio.


Dividends

PLIIX vs. PLHIX - Dividend Comparison

PLIIX's dividend yield for the trailing twelve months is around 4.79%, less than PLHIX's 6.66% yield.


PositionTTM20252024202320222021202020192018201720162015
PLHIX
Pacific Funds High Income
6.66%6.74%6.91%6.44%5.76%4.88%5.20%5.18%5.99%5.62%5.89%4.78%
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 PLHIX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLIIX has higher volatility (1.05%) compared to PLHIX (0.68%). In terms of maximum drawdown, PLIIX dropped -16.99% vs PLHIX's -22.83%.

PLHIX currently has the higher Sharpe Ratio (2.28 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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