PLRIX vs. DEEIX
PLRIX (PIMCO Long Duration Total Return Fund) and DEEIX (Delaware Extended Duration Bond Fund) are both Long-Term Bond funds. Over the past 10 years, PLRIX returned 1.78%/yr vs 2.07%/yr for DEEIX. Their correlation of 0.92 suggests significant overlap in exposure. PLRIX charges 0.50%/yr vs 0.57%/yr for DEEIX.
Performance
PLRIX vs. DEEIX - Performance Comparison
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Returns By Period
In the year-to-date period, PLRIX achieves a 1.04% return, which is significantly lower than DEEIX's 1.51% return. Over the past 10 years, PLRIX has underperformed DEEIX with an annualized return of 1.78%, while DEEIX has yielded a comparatively higher 2.07% annualized return.
PLRIX
- 1D
- 0.42%
- 1M
- 2.62%
- YTD
- 1.04%
- 6M
- 1.59%
- 1Y
- 7.62%
- 3Y*
- 3.35%
- 5Y*
- -3.34%
- 10Y*
- 1.78%
DEEIX
- 1D
- 0.29%
- 1M
- 1.90%
- YTD
- 1.51%
- 6M
- 2.03%
- 1Y
- 6.88%
- 3Y*
- 3.88%
- 5Y*
- -2.84%
- 10Y*
- 2.07%
PLRIX vs. DEEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLRIX PIMCO Long Duration Total Return Fund | 1.04% | 8.78% | -2.18% | 7.24% | -28.32% | -1.53% | 17.77% | 18.62% | -3.83% | 12.79% |
DEEIX Delaware Extended Duration Bond Fund | 1.51% | 6.26% | -1.29% | 9.21% | -26.47% | -0.70% | 15.17% | 22.02% | -7.69% | 12.61% |
Correlation
The correlation between PLRIX and DEEIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2006 | 0.92 |
The correlation between PLRIX and DEEIX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.
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Return for Risk
PLRIX vs. DEEIX — Risk / Return Rank
PLRIX
DEEIX
PLRIX vs. DEEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Long Duration Total Return Fund (PLRIX) and Delaware Extended Duration Bond Fund (DEEIX). 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.
| PLRIX | DEEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.33 | -0.26 |
| Martin ratioReturn relative to average drawdown | 2.88 | 3.39 | -0.50 |
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Drawdowns
PLRIX vs. DEEIX - Drawdown Comparison
The maximum PLRIX drawdown since its inception was -37.41%, which is greater than DEEIX's maximum drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for PLRIX and DEEIX.
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Drawdown Indicators
| PLRIX | DEEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.41% | -34.48% | -2.93% |
Max Drawdown (1Y)Largest decline over 1 year | -6.99% | -5.14% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -14.74% | -12.53% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -36.81% | -34.48% | -2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -37.41% | -34.48% | -2.93% |
Current DrawdownCurrent decline from peak | -19.89% | -16.23% | -3.66% |
Average DrawdownAverage peak-to-trough decline | -8.46% | -6.46% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.02% | +0.58% |
Volatility
PLRIX vs. DEEIX - Volatility Comparison
PIMCO Long Duration Total Return Fund (PLRIX) has a higher volatility of 2.35% compared to Delaware Extended Duration Bond Fund (DEEIX) at 1.88%. This indicates that PLRIX's price experiences larger fluctuations and is considered to be riskier than DEEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLRIX | DEEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 1.88% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.35% | 5.41% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.48% | 7.43% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 11.60% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.47% | 10.60% | +0.87% |
PLRIX vs. DEEIX - Expense Ratio Comparison
PLRIX has a 0.50% expense ratio, which is lower than DEEIX's 0.57% expense ratio.
Dividends
PLRIX vs. DEEIX - Dividend Comparison
PLRIX's dividend yield for the trailing twelve months is around 4.67%, less than DEEIX's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEEIX Delaware Extended Duration Bond Fund | 5.16% | 5.05% | 4.90% | 3.95% | 4.35% | 7.87% | 10.28% | 4.79% | 4.56% | 3.74% | 3.75% | 4.62% |
PLRIX PIMCO Long Duration Total Return Fund | 4.67% | 4.57% | 3.75% | 3.19% | 3.32% | 6.55% | 13.35% | 11.38% | 5.19% | 6.51% | 9.97% | 8.51% |
Frequently Asked Questions
With a correlation of 0.96, PLRIX and DEEIX 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.
PLRIX has higher volatility (2.35%) compared to DEEIX (1.88%). In terms of maximum drawdown, PLRIX dropped -37.41% vs DEEIX's -34.48%.
DEEIX currently has the higher Sharpe Ratio (0.92 vs 0.89), 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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