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PLIIX vs. POEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLIIX vs. POEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Core Income (PLIIX) and Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX). The values are adjusted to include any dividend payments, if applicable.

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PLIIX vs. POEAX - 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%
POEAX
Pacific Funds Portfolio Optimization Aggressive-Growth
-4.48%16.66%15.13%18.53%-21.24%18.82%16.09%26.91%-9.28%19.17%

Returns By Period

In the year-to-date period, PLIIX achieves a -0.63% return, which is significantly higher than POEAX's -4.48% return. Over the past 10 years, PLIIX has underperformed POEAX with an annualized return of 2.91%, while POEAX has yielded a comparatively higher 9.46% 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%

POEAX

1D
-0.42%
1M
-8.15%
YTD
-4.48%
6M
-2.41%
1Y
15.07%
3Y*
12.89%
5Y*
6.05%
10Y*
9.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLIIX vs. POEAX - Expense Ratio Comparison

PLIIX has a 0.55% expense ratio, which is lower than POEAX's 0.60% expense ratio.


Return for Risk

PLIIX vs. POEAX — 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

POEAX
POEAX Risk / Return Rank: 4848
Overall Rank
POEAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
POEAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
POEAX Omega Ratio Rank: 4949
Omega Ratio Rank
POEAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
POEAX Martin Ratio Rank: 5656
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. POEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Core Income (PLIIX) and Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX). 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.


PLIIXPOEAXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.91

+0.24

Sortino ratio

Return per unit of downside risk

1.66

1.38

+0.28

Omega ratio

Gain probability vs. loss probability

1.21

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

2.01

1.11

+0.90

Martin ratio

Return relative to average drawdown

6.56

5.41

+1.14

PLIIX vs. POEAX - Sharpe Ratio Comparison

The current PLIIX Sharpe Ratio is 1.15, which is comparable to the POEAX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PLIIX and POEAX, 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


PLIIXPOEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.91

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.24

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.44

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.35

+0.55

Correlation

The correlation between PLIIX and POEAX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PLIIX vs. POEAX - Dividend Comparison

PLIIX's dividend yield for the trailing twelve months is around 4.37%, less than POEAX's 8.09% 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%
POEAX
Pacific Funds Portfolio Optimization Aggressive-Growth
8.09%7.73%2.12%1.67%36.10%10.62%3.32%7.91%24.81%4.03%7.09%3.16%

Drawdowns

PLIIX vs. POEAX - Drawdown Comparison

The maximum PLIIX drawdown since its inception was -16.99%, smaller than the maximum POEAX drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for PLIIX and POEAX.


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Drawdown Indicators


PLIIXPOEAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.99%

-57.49%

+40.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-11.79%

+9.25%

Max Drawdown (5Y)

Largest decline over 5 years

-16.99%

-29.40%

+12.41%

Max Drawdown (10Y)

Largest decline over 10 years

-16.99%

-35.88%

+18.89%

Current Drawdown

Current decline from peak

-2.03%

-8.57%

+6.54%

Average Drawdown

Average peak-to-trough decline

-2.33%

-8.87%

+6.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

2.42%

-1.64%

Volatility

PLIIX vs. POEAX - Volatility Comparison

The current volatility for Pacific Funds Core Income (PLIIX) is 1.53%, while Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) has a volatility of 4.63%. This indicates that PLIIX experiences smaller price fluctuations and is considered to be less risky than POEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLIIXPOEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

4.63%

-3.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

8.88%

-6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

16.72%

-12.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.19%

25.05%

-19.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.51%

21.52%

-17.01%