PLSDX vs. TSDLX
Compare and contrast key facts about Pacific Funds Short Duration Income (PLSDX) and T. Rowe Price Short Duration Income Fund (TSDLX).
PLSDX is managed by Pacific Funds Series Trust. It was launched on Dec 19, 2011. TSDLX is managed by T. Rowe Price. It was launched on Dec 7, 2020.
Performance
PLSDX vs. TSDLX - Performance Comparison
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PLSDX vs. TSDLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PLSDX Pacific Funds Short Duration Income | 0.07% | 5.93% | 5.44% | 6.68% | -2.81% | 0.17% | 0.33% |
TSDLX T. Rowe Price Short Duration Income Fund | -0.02% | 10.34% | 6.30% | 6.07% | -5.69% | 0.77% | 0.10% |
Returns By Period
In the year-to-date period, PLSDX achieves a 0.07% return, which is significantly higher than TSDLX's -0.02% 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%
TSDLX
- 1D
- 0.11%
- 1M
- -1.15%
- YTD
- -0.02%
- 6M
- 2.61%
- 1Y
- 8.51%
- 3Y*
- 6.90%
- 5Y*
- 3.29%
- 10Y*
- —
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PLSDX vs. TSDLX - Expense Ratio Comparison
PLSDX has a 0.45% expense ratio, which is higher than TSDLX's 0.40% expense ratio.
Return for Risk
PLSDX vs. TSDLX — Risk / Return Rank
PLSDX
TSDLX
PLSDX vs. TSDLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Short Duration Income (PLSDX) and T. Rowe Price Short Duration Income Fund (TSDLX). 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 | TSDLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.95 | 3.85 | -0.90 |
Sortino ratioReturn per unit of downside risk | 4.44 | 8.30 | -3.86 |
Omega ratioGain probability vs. loss probability | 1.72 | 2.18 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | 4.72 | 7.19 | -2.46 |
Martin ratioReturn relative to average drawdown | 21.71 | 29.70 | -7.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PLSDX | TSDLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.95 | 3.85 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.72 | 1.44 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.83 | 1.45 | +0.37 |
Correlation
The correlation between PLSDX and TSDLX is 0.72, 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.
Dividends
PLSDX vs. TSDLX - Dividend Comparison
PLSDX's dividend yield for the trailing twelve months is around 4.09%, less than TSDLX's 8.42% 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% |
TSDLX T. Rowe Price Short Duration Income Fund | 8.42% | 8.51% | 5.44% | 4.21% | 1.82% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PLSDX vs. TSDLX - Drawdown Comparison
The maximum PLSDX drawdown since its inception was -7.79%, roughly equal to the maximum TSDLX drawdown of -7.86%. Use the drawdown chart below to compare losses from any high point for PLSDX and TSDLX.
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Drawdown Indicators
| PLSDX | TSDLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.79% | -7.86% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -0.97% | -1.26% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -5.03% | -7.86% | +2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -7.79% | — | — |
Current DrawdownCurrent decline from peak | -0.68% | -1.15% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -0.51% | -1.83% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 0.30% | -0.09% |
Volatility
PLSDX vs. TSDLX - Volatility Comparison
Pacific Funds Short Duration Income (PLSDX) has a higher volatility of 0.61% compared to T. Rowe Price Short Duration Income Fund (TSDLX) at 0.52%. This indicates that PLSDX's price experiences larger fluctuations and is considered to be riskier than TSDLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLSDX | TSDLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.52% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 0.95% | 1.52% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.50% | 2.40% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.80% | 2.30% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.76% | 2.24% | -0.48% |