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PLSRX vs. PLIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLSRX vs. PLIIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PLSRX achieves a 1.28% return, which is significantly higher than PLIIX's 0.71% return. Over the past 10 years, PLSRX has outperformed PLIIX with an annualized return of 4.98%, while PLIIX has yielded a comparatively lower 2.87% annualized return.


PLSRX

1D
0.19%
1M
0.57%
YTD
1.28%
6M
1.53%
1Y
5.72%
3Y*
7.03%
5Y*
3.26%
10Y*
4.98%

PLIIX

1D
0.21%
1M
0.81%
YTD
0.71%
6M
0.87%
1Y
5.19%
3Y*
5.05%
5Y*
1.19%
10Y*
2.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLSRX vs. PLIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLSRX
Pacific Funds Strategic Income
1.28%7.40%6.04%11.24%-9.67%3.61%9.82%13.65%-2.64%6.85%
PLIIX
Pacific Funds Core Income
0.71%7.38%2.85%8.23%-12.16%-0.13%8.71%11.31%-1.64%5.13%

Correlation

The correlation between PLSRX and PLIIX is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2011

0.69

The correlation between PLSRX and PLIIX shifts across timeframes, from 0.69 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PLSRX vs. PLIIX — Risk / Return Rank

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

PLSRX
PLSRX Risk / Return Rank: 6767
Overall Rank
PLSRX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PLSRX Sortino Ratio Rank: 7575
Sortino Ratio Rank
PLSRX Omega Ratio Rank: 7474
Omega Ratio Rank
PLSRX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PLSRX Martin Ratio Rank: 6767
Martin Ratio Rank

PLIIX
PLIIX Risk / Return Rank: 3232
Overall Rank
PLIIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PLIIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
PLIIX Omega Ratio Rank: 3030
Omega Ratio Rank
PLIIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
PLIIX Martin Ratio Rank: 3131
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. PLIIX - Risk-Adjusted Trends Comparison

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


PLSRXPLIIXDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.44

1.27

+0.17

Calmar ratioReturn relative to maximum drawdown

2.73

2.09

+0.63

Martin ratioReturn relative to average drawdown

12.14

6.61

+5.52

PLSRX vs. PLIIX - Sharpe Ratio Comparison

The current PLSRX Sharpe Ratio is 2.18, which is higher than the PLIIX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of PLSRX and PLIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PLSRX vs. PLIIX - Drawdown Comparison

The maximum PLSRX drawdown since its inception was -19.88%, which is greater than PLIIX's maximum drawdown of -16.99%. Use the drawdown chart below to compare losses from any high point for PLSRX and PLIIX.


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Drawdown Indicators


PLSRXPLIIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.88%

-16.99%

-2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-2.54%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-3.29%

-5.28%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

-16.99%

+3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-19.88%

-16.99%

-2.89%

Current Drawdown

Current decline from peak

-0.10%

-0.71%

+0.61%

Average Drawdown

Average peak-to-trough decline

-1.73%

-2.31%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.80%

-0.32%

Volatility

PLSRX vs. PLIIX - Volatility Comparison

The current volatility for Pacific Funds Strategic Income (PLSRX) is 0.91%, while Pacific Funds Core Income (PLIIX) has a volatility of 1.05%. This indicates that PLSRX experiences smaller price fluctuations and is considered to be less risky than PLIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLSRXPLIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

1.05%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

2.70%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.68%

3.57%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.02%

5.23%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.46%

4.54%

-0.08%

PLSRX vs. PLIIX - Expense Ratio Comparison

PLSRX has a 0.64% expense ratio, which is higher than PLIIX's 0.55% expense ratio.


Dividends

PLSRX vs. PLIIX - Dividend Comparison

PLSRX's dividend yield for the trailing twelve months is around 5.61%, more than PLIIX's 4.79% yield.


PositionTTM20252024202320222021202020192018201720162015
PLIIX
Pacific Funds Core Income
4.79%4.81%4.94%4.27%3.32%4.29%3.04%3.07%3.50%2.90%2.96%3.32%
PLSRX
Pacific Funds Strategic Income
5.61%5.67%5.97%5.17%4.73%4.10%3.84%4.32%4.74%3.87%4.14%4.71%

Frequently Asked Questions


PLSRX and PLIIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLIIX has higher volatility (1.05%) compared to PLSRX (0.91%). In terms of maximum drawdown, PLSRX dropped -19.88% vs PLIIX's -16.99%.

PLSRX currently has the higher Sharpe Ratio (2.18 vs 1.49), 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.

Portfolio Optimizer

Find the right allocation for PLSRX and PLIIX

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