PLSDX vs. POEAX
Compare and contrast key facts about Pacific Funds Short Duration Income (PLSDX) and Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX).
PLSDX is managed by Pacific Funds Series Trust. It was launched on Dec 19, 2011. POEAX is managed by Pacific Funds Series Trust. It was launched on Dec 30, 2003.
Performance
PLSDX vs. POEAX - Performance Comparison
Loading graphics...
PLSDX vs. POEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLSDX Pacific Funds Short Duration Income | 0.07% | 5.93% | 5.44% | 6.68% | -2.81% | 0.17% | 4.04% | 5.75% | 0.75% | 2.61% |
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, PLSDX achieves a 0.07% return, which is significantly higher than POEAX's -4.48% return. Over the past 10 years, PLSDX has underperformed POEAX with an annualized return of 3.00%, while POEAX has yielded a comparatively higher 9.46% annualized return.
PLSDX
- 1D
- 0.20%
- 1M
- -0.68%
- YTD
- 0.07%
- 6M
- 1.22%
- 1Y
- 4.36%
- 3Y*
- 5.42%
- 5Y*
- 3.08%
- 10Y*
- 3.00%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PLSDX vs. POEAX - Expense Ratio Comparison
PLSDX has a 0.45% expense ratio, which is lower than POEAX's 0.60% expense ratio.
Return for Risk
PLSDX vs. POEAX — Risk / Return Rank
PLSDX
POEAX
PLSDX vs. POEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Short Duration Income (PLSDX) 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.
| PLSDX | POEAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.95 | 0.91 | +2.04 |
Sortino ratioReturn per unit of downside risk | 4.44 | 1.38 | +3.06 |
Omega ratioGain probability vs. loss probability | 1.72 | 1.20 | +0.52 |
Calmar ratioReturn relative to maximum drawdown | 4.72 | 1.11 | +3.61 |
Martin ratioReturn relative to average drawdown | 21.71 | 5.41 | +16.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PLSDX | POEAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.95 | 0.91 | +2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.72 | 0.24 | +1.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.71 | 0.44 | +1.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.83 | 0.35 | +1.47 |
Correlation
The correlation between PLSDX and POEAX is 0.10, 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
PLSDX vs. POEAX - Dividend Comparison
PLSDX's dividend yield for the trailing twelve months is around 4.09%, less than POEAX's 8.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLSDX Pacific Funds Short Duration Income | 4.09% | 4.57% | 5.00% | 4.01% | 2.20% | 2.38% | 1.93% | 2.66% | 2.63% | 2.20% | 1.90% | 2.08% |
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
PLSDX vs. POEAX - Drawdown Comparison
The maximum PLSDX drawdown since its inception was -7.79%, smaller than the maximum POEAX drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for PLSDX and POEAX.
Loading graphics...
Drawdown Indicators
| PLSDX | POEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.79% | -57.49% | +49.70% |
Max Drawdown (1Y)Largest decline over 1 year | -0.97% | -11.79% | +10.82% |
Max Drawdown (5Y)Largest decline over 5 years | -5.03% | -29.40% | +24.37% |
Max Drawdown (10Y)Largest decline over 10 years | -7.79% | -35.88% | +28.09% |
Current DrawdownCurrent decline from peak | -0.68% | -8.57% | +7.89% |
Average DrawdownAverage peak-to-trough decline | -0.51% | -8.87% | +8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 2.42% | -2.21% |
Volatility
PLSDX vs. POEAX - Volatility Comparison
The current volatility for Pacific Funds Short Duration Income (PLSDX) is 0.61%, while Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) has a volatility of 4.63%. This indicates that PLSDX 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.
Loading graphics...
Volatility by Period
| PLSDX | POEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 4.63% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 0.95% | 8.88% | -7.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.50% | 16.72% | -15.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.80% | 25.05% | -23.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.76% | 21.52% | -19.76% |