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PLSRX vs. PLIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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PLSRX vs. PLIIX - 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%
PLIIX
Pacific Funds Core Income
-0.63%7.38%2.85%8.23%-12.16%-0.13%8.71%11.31%-1.64%5.13%

Returns By Period

In the year-to-date period, PLSRX achieves a -0.86% return, which is significantly lower than PLIIX's -0.63% return. Over the past 10 years, PLSRX has outperformed PLIIX with an annualized return of 5.12%, while PLIIX has yielded a comparatively lower 2.91% 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%

PLIIX

1D
0.52%
1M
-2.03%
YTD
-0.63%
6M
0.37%
1Y
4.42%
3Y*
4.53%
5Y*
1.36%
10Y*
2.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLSRX vs. PLIIX - Expense Ratio Comparison

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


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: 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

PLIIX
PLIIX Risk / Return Rank: 6767
Overall Rank
PLIIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PLIIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PLIIX Omega Ratio Rank: 5151
Omega Ratio Rank
PLIIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PLIIX Martin Ratio Rank: 6969
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.


PLSRXPLIIXDifference

Sharpe ratio

Return per unit of total volatility

2.03

1.15

+0.88

Sortino ratio

Return per unit of downside risk

2.85

1.66

+1.19

Omega ratio

Gain probability vs. loss probability

1.42

1.21

+0.21

Calmar ratio

Return relative to maximum drawdown

2.63

2.01

+0.62

Martin ratio

Return relative to average drawdown

10.68

6.56

+4.12

PLSRX vs. PLIIX - Sharpe Ratio Comparison

The current PLSRX Sharpe Ratio is 2.03, which is higher than the PLIIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of PLSRX and PLIIX, 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


PLSRXPLIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.15

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.26

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

0.65

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.90

+0.43

Correlation

The correlation between PLSRX and PLIIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PLSRX vs. PLIIX - Dividend Comparison

PLSRX's dividend yield for the trailing twelve months is around 5.13%, more than PLIIX's 4.37% 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%
PLIIX
Pacific Funds Core Income
4.37%4.81%4.94%4.27%3.32%4.29%3.04%3.07%3.50%2.90%2.96%3.32%

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 (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

-1.86%

-2.03%

+0.17%

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%

0.78%

-0.25%

Volatility

PLSRX vs. PLIIX - Volatility Comparison

The current volatility for Pacific Funds Strategic Income (PLSRX) is 1.22%, while Pacific Funds Core Income (PLIIX) has a volatility of 1.53%. 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

1.22%

1.53%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

2.37%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

3.99%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

5.19%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

4.51%

-0.06%