PLSDX vs. VIITX
PLSDX (Pacific Funds Short Duration Income) and VIITX (Vanguard Institutional Intermediate-Term Bond Fund) are both Short-Term Bond funds. Over the past 10 years, PLSDX returned 2.95%/yr vs 2.08%/yr for VIITX. A 0.73 correlation means they provide meaningful diversification when combined. PLSDX charges 0.45%/yr vs 0.02%/yr for VIITX.
Performance
PLSDX vs. VIITX - Performance Comparison
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Returns By Period
In the year-to-date period, PLSDX achieves a 0.69% return, which is significantly higher than VIITX's 0.47% return. Over the past 10 years, PLSDX has outperformed VIITX with an annualized return of 2.95%, while VIITX has yielded a comparatively lower 2.08% annualized return.
PLSDX
- 1D
- -0.10%
- 1M
- 0.15%
- YTD
- 0.69%
- 6M
- 0.84%
- 1Y
- 3.71%
- 3Y*
- 5.42%
- 5Y*
- 3.11%
- 10Y*
- 2.95%
VIITX
- 1D
- -0.14%
- 1M
- 0.39%
- YTD
- 0.47%
- 6M
- 0.66%
- 1Y
- 4.23%
- 3Y*
- 4.90%
- 5Y*
- 1.48%
- 10Y*
- 2.08%
PLSDX vs. VIITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLSDX Pacific Funds Short Duration Income | 0.69% | 5.93% | 5.44% | 6.68% | -2.81% | 0.17% | 4.04% | 5.75% | 0.75% | 2.61% |
VIITX Vanguard Institutional Intermediate-Term Bond Fund | 0.47% | 7.23% | 3.67% | 5.31% | -7.99% | -1.02% | 6.17% | 6.44% | 0.87% | 2.00% |
Correlation
The correlation between PLSDX and VIITX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2015 | 0.73 |
The correlation between PLSDX and VIITX shifts across timeframes, from 0.73 (all time) to 0.84 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
PLSDX vs. VIITX — Risk / Return Rank
PLSDX
VIITX
PLSDX vs. VIITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Short Duration Income (PLSDX) and Vanguard Institutional Intermediate-Term Bond Fund (VIITX). 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.
| PLSDX | VIITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.33 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 2.35 | +1.58 |
| Martin ratioReturn relative to average drawdown | 18.39 | 7.22 | +11.17 |
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Drawdowns
PLSDX vs. VIITX - Drawdown Comparison
The maximum PLSDX drawdown since its inception was -7.79%, smaller than the maximum VIITX drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for PLSDX and VIITX.
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Drawdown Indicators
| PLSDX | VIITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.79% | -11.86% | +4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -0.97% | -1.89% | +0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -0.97% | -3.32% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -5.03% | -11.86% | +6.83% |
Max Drawdown (10Y)Largest decline over 10 years | -7.79% | -11.86% | +4.07% |
Current DrawdownCurrent decline from peak | -0.29% | -0.96% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -0.50% | -2.12% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 0.61% | -0.40% |
Volatility
PLSDX vs. VIITX - Volatility Comparison
The current volatility for Pacific Funds Short Duration Income (PLSDX) is 0.48%, while Vanguard Institutional Intermediate-Term Bond Fund (VIITX) has a volatility of 0.82%. This indicates that PLSDX experiences smaller price fluctuations and is considered to be less risky than VIITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLSDX | VIITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 0.82% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 1.13% | 1.93% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.42% | 2.49% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.83% | 3.86% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.77% | 3.07% | -1.30% |
PLSDX vs. VIITX - Expense Ratio Comparison
PLSDX has a 0.45% expense ratio, which is higher than VIITX's 0.02% expense ratio.
Dividends
PLSDX vs. VIITX - Dividend Comparison
PLSDX's dividend yield for the trailing twelve months is around 4.46%, less than VIITX's 4.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLSDX Pacific Funds Short Duration Income | 4.46% | 4.57% | 5.00% | 4.01% | 2.20% | 2.38% | 1.93% | 2.66% | 2.63% | 2.20% | 1.90% | 2.08% |
VIITX Vanguard Institutional Intermediate-Term Bond Fund | 4.57% | 4.51% | 4.71% | 3.61% | 2.14% | 2.20% | 2.87% | 2.69% | 2.62% | 2.04% | 2.95% | 0.57% |
Frequently Asked Questions
PLSDX and VIITX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIITX has higher volatility (0.82%) compared to PLSDX (0.48%). In terms of maximum drawdown, PLSDX dropped -7.79% vs VIITX's -11.86%.
PLSDX currently has the higher Sharpe Ratio (2.70 vs 1.79), 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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