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PLIIX vs. PLSRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLIIX vs. PLSRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Core Income (PLIIX) and Pacific Funds Strategic Income (PLSRX). 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 PLSRX's 1.28% return. Over the past 10 years, PLIIX has underperformed PLSRX with an annualized return of 2.87%, while PLSRX has yielded a comparatively higher 4.98% 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%

PLSRX

1D
0.19%
1M
0.57%
YTD
1.28%
6M
1.53%
1Y
5.72%
3Y*
7.03%
5Y*
3.26%
10Y*
4.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLIIX vs. PLSRX - 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%
PLSRX
Pacific Funds Strategic Income
1.28%7.40%6.04%11.24%-9.67%3.61%9.82%13.65%-2.64%6.85%

Correlation

The correlation between PLIIX and PLSRX is 0.89, 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

0.89

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

0.89

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

0.87

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

0.74

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

0.69

The correlation between PLIIX and PLSRX shifts across timeframes, from 0.69 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PLIIX vs. PLSRX — 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

PLSRX
PLSRX Risk / Return Rank: 6767
Overall Rank
PLSRX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PLSRX Sortino Ratio Rank: 7575
Sortino Ratio Rank
PLSRX Omega Ratio Rank: 7474
Omega Ratio Rank
PLSRX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PLSRX Martin Ratio Rank: 6767
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. PLSRX - Risk-Adjusted Trends Comparison

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


PLIIXPLSRXDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.27

1.44

-0.17

Calmar ratioReturn relative to maximum drawdown

2.09

2.73

-0.63

Martin ratioReturn relative to average drawdown

6.61

12.14

-5.52

PLIIX vs. PLSRX - Sharpe Ratio Comparison

The current PLIIX Sharpe Ratio is 1.49, which is lower than the PLSRX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of PLIIX and PLSRX, 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. PLSRX - Drawdown Comparison

The maximum PLIIX drawdown since its inception was -16.99%, smaller than the maximum PLSRX drawdown of -19.88%. Use the drawdown chart below to compare losses from any high point for PLIIX and PLSRX.


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Drawdown Indicators


PLIIXPLSRXDifference

Max Drawdown

Largest peak-to-trough decline

-16.99%

-19.88%

+2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-2.14%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-5.28%

-3.29%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-16.99%

-13.71%

-3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-16.99%

-19.88%

+2.89%

Current Drawdown

Current decline from peak

-0.71%

-0.10%

-0.61%

Average Drawdown

Average peak-to-trough decline

-2.31%

-1.73%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.48%

+0.32%

Volatility

PLIIX vs. PLSRX - Volatility Comparison

Pacific Funds Core Income (PLIIX) has a higher volatility of 1.05% compared to Pacific Funds Strategic Income (PLSRX) at 0.91%. This indicates that PLIIX's price experiences larger fluctuations and is considered to be riskier than PLSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLIIXPLSRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

0.91%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.17%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

2.68%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.23%

4.02%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

4.46%

+0.08%

PLIIX vs. PLSRX - Expense Ratio Comparison

PLIIX has a 0.55% expense ratio, which is lower than PLSRX's 0.64% expense ratio.


Dividends

PLIIX vs. PLSRX - Dividend Comparison

PLIIX's dividend yield for the trailing twelve months is around 4.79%, less than PLSRX's 5.61% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PLSRX
Pacific Funds Strategic Income
5.61%5.67%5.97%5.17%4.73%4.10%3.84%4.32%4.74%3.87%4.14%4.71%

Frequently Asked Questions


PLIIX and PLSRX have a correlation of 0.89, 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 PLSRX (0.91%). In terms of maximum drawdown, PLIIX dropped -16.99% vs PLSRX's -19.88%.

PLSRX currently has the higher Sharpe Ratio (2.18 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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