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PLSRX vs. PLHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLSRX vs. PLHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Strategic Income (PLSRX) and Pacific Funds High Income (PLHIX). The values are adjusted to include any dividend payments, if applicable.

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PLSRX vs. PLHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLSRX
Pacific Funds Strategic Income
-0.86%7.40%6.04%11.24%-9.67%3.61%9.82%13.65%-2.64%6.85%
PLHIX
Pacific Funds High Income
-0.95%7.31%7.50%12.49%-10.21%5.51%5.88%14.84%-3.76%8.51%

Returns By Period

In the year-to-date period, PLSRX achieves a -0.86% return, which is significantly higher than PLHIX's -0.95% return. Over the past 10 years, PLSRX has underperformed PLHIX with an annualized return of 5.12%, while PLHIX has yielded a comparatively higher 5.70% annualized return.


PLSRX

1D
0.29%
1M
-1.61%
YTD
-0.86%
6M
0.23%
1Y
5.49%
3Y*
6.55%
5Y*
3.24%
10Y*
5.12%

PLHIX

1D
0.22%
1M
-1.62%
YTD
-0.95%
6M
-0.09%
1Y
6.15%
3Y*
7.50%
5Y*
3.78%
10Y*
5.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLSRX vs. PLHIX - Expense Ratio Comparison

PLSRX has a 0.64% expense ratio, which is lower than PLHIX's 0.65% expense ratio.


Return for Risk

PLSRX vs. PLHIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PLSRX
PLSRX Risk / Return Rank: 9292
Overall Rank
PLSRX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PLSRX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PLSRX Omega Ratio Rank: 9191
Omega Ratio Rank
PLSRX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PLSRX Martin Ratio Rank: 9191
Martin Ratio Rank

PLHIX
PLHIX Risk / Return Rank: 8787
Overall Rank
PLHIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PLHIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PLHIX Omega Ratio Rank: 9090
Omega Ratio Rank
PLHIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PLHIX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PLSRX vs. PLHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Strategic Income (PLSRX) and Pacific Funds High Income (PLHIX). 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.


PLSRXPLHIXDifference

Sharpe ratio

Return per unit of total volatility

2.03

1.87

+0.16

Sortino ratio

Return per unit of downside risk

2.85

2.49

+0.36

Omega ratio

Gain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratio

Return relative to maximum drawdown

2.63

1.98

+0.65

Martin ratio

Return relative to average drawdown

10.68

8.91

+1.77

PLSRX vs. PLHIX - Sharpe Ratio Comparison

The current PLSRX Sharpe Ratio is 2.03, which is comparable to the PLHIX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of PLSRX and PLHIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PLSRXPLHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.87

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.80

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

1.05

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

1.08

+0.26

Correlation

The correlation between PLSRX and PLHIX is 0.76, 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

PLSRX vs. PLHIX - Dividend Comparison

PLSRX's dividend yield for the trailing twelve months is around 5.13%, less than PLHIX's 6.21% yield.


TTM20252024202320222021202020192018201720162015
PLSRX
Pacific Funds Strategic Income
5.13%5.67%5.97%5.17%4.73%4.10%3.84%4.32%4.74%3.87%4.14%4.71%
PLHIX
Pacific Funds High Income
6.21%6.74%6.91%6.44%5.76%4.88%5.20%5.18%5.99%5.62%5.89%4.78%

Drawdowns

PLSRX vs. PLHIX - Drawdown Comparison

The maximum PLSRX drawdown since its inception was -19.88%, smaller than the maximum PLHIX drawdown of -22.83%. Use the drawdown chart below to compare losses from any high point for PLSRX and PLHIX.


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Drawdown Indicators


PLSRXPLHIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.88%

-22.83%

+2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-2.95%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

-15.21%

+1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-19.88%

-22.83%

+2.95%

Current Drawdown

Current decline from peak

-1.86%

-2.00%

+0.14%

Average Drawdown

Average peak-to-trough decline

-1.76%

-2.33%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.66%

-0.13%

Volatility

PLSRX vs. PLHIX - Volatility Comparison

Pacific Funds Strategic Income (PLSRX) and Pacific Funds High Income (PLHIX) have volatilities of 1.22% and 1.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLSRXPLHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.21%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

1.86%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

3.27%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

4.72%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

5.45%

-1.00%