PLRIX vs. DODIX
Compare and contrast key facts about PIMCO Long Duration Total Return Fund (PLRIX) and Dodge & Cox Income Fund (DODIX).
PLRIX is managed by PIMCO. It was launched on Aug 30, 2006. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PLRIX or DODIX.
Key characteristics
| PLRIX | DODIX | |
|---|---|---|
| YTD Return | -0.54% | 2.63% |
| 1Y Return | 11.96% | 9.59% |
| 3Y Return (Ann) | -8.91% | -0.51% |
| 5Y Return (Ann) | -5.75% | 1.45% |
| 10Y Return (Ann) | -0.98% | 2.60% |
| Sharpe Ratio | 1.01 | 1.58 |
| Sortino Ratio | 1.50 | 2.34 |
| Omega Ratio | 1.18 | 1.28 |
| Calmar Ratio | 0.30 | 0.85 |
| Martin Ratio | 3.23 | 6.24 |
| Ulcer Index | 3.71% | 1.54% |
| Daily Std Dev | 11.81% | 6.07% |
| Max Drawdown | -43.91% | -16.38% |
| Current Drawdown | -33.35% | -3.66% |
Correlation
The correlation between PLRIX and DODIX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PLRIX vs. DODIX - Performance Comparison
In the year-to-date period, PLRIX achieves a -0.54% return, which is significantly lower than DODIX's 2.63% return. Over the past 10 years, PLRIX has underperformed DODIX with an annualized return of -0.98%, while DODIX has yielded a comparatively higher 2.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PLRIX vs. DODIX - Expense Ratio Comparison
PLRIX has a 0.50% expense ratio, which is higher than DODIX's 0.41% expense ratio.
Risk-Adjusted Performance
PLRIX vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Long Duration Total Return Fund (PLRIX) and Dodge & Cox Income Fund (DODIX). 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.
Dividends
PLRIX vs. DODIX - Dividend Comparison
PLRIX's dividend yield for the trailing twelve months is around 3.47%, less than DODIX's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLRIX PIMCO Long Duration Total Return Fund | 3.47% | 3.49% | 4.39% | 3.61% | 3.89% | 3.60% | 4.02% | 4.05% | 4.69% | 5.64% | 3.81% | 4.15% |
DODIX Dodge & Cox Income Fund | 4.17% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
PLRIX vs. DODIX - Drawdown Comparison
The maximum PLRIX drawdown since its inception was -43.91%, which is greater than DODIX's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for PLRIX and DODIX. For additional features, visit the drawdowns tool.
Volatility
PLRIX vs. DODIX - Volatility Comparison
PIMCO Long Duration Total Return Fund (PLRIX) has a higher volatility of 4.13% compared to Dodge & Cox Income Fund (DODIX) at 1.85%. This indicates that PLRIX's price experiences larger fluctuations and is considered to be riskier than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.