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PLSRX vs. PLUIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLSRX vs. PLUIX - Performance Comparison

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

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PLSRX vs. PLUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PLSRX
Pacific Funds Strategic Income
-0.86%7.40%6.04%11.24%-9.67%3.61%9.52%
PLUIX
Pacific Funds Ultra Short Income
0.42%5.34%5.57%5.10%-0.25%0.16%1.73%

Returns By Period

In the year-to-date period, PLSRX achieves a -0.86% return, which is significantly lower than PLUIX's 0.42% 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%

PLUIX

1D
0.00%
1M
-0.30%
YTD
0.42%
6M
1.57%
1Y
4.48%
3Y*
5.04%
5Y*
3.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLSRX vs. PLUIX - Expense Ratio Comparison

PLSRX has a 0.64% expense ratio, which is higher than PLUIX's 0.32% expense ratio.


Return for Risk

PLSRX vs. PLUIX — 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

PLUIX
PLUIX Risk / Return Rank: 9999
Overall Rank
PLUIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PLUIX Sortino Ratio Rank: 100100
Sortino Ratio Rank
PLUIX Omega Ratio Rank: 9999
Omega Ratio Rank
PLUIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
PLUIX Martin Ratio Rank: 9999
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. PLUIX - Risk-Adjusted Trends Comparison

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


PLSRXPLUIXDifference

Sharpe ratio

Return per unit of total volatility

2.03

3.54

-1.50

Sortino ratio

Return per unit of downside risk

2.85

10.44

-7.59

Omega ratio

Gain probability vs. loss probability

1.42

3.48

-2.07

Calmar ratio

Return relative to maximum drawdown

2.63

12.47

-9.84

Martin ratio

Return relative to average drawdown

10.68

51.44

-40.75

PLSRX vs. PLUIX - Sharpe Ratio Comparison

The current PLSRX Sharpe Ratio is 2.03, which is lower than the PLUIX Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of PLSRX and PLUIX, 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


PLSRXPLUIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

3.54

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

2.48

-1.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

1.87

-0.53

Correlation

The correlation between PLSRX and PLUIX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PLSRX vs. PLUIX - Dividend Comparison

PLSRX's dividend yield for the trailing twelve months is around 5.13%, more than PLUIX's 4.49% 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%
PLUIX
Pacific Funds Ultra Short Income
4.49%5.01%4.89%4.14%1.36%0.96%1.20%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PLSRX vs. PLUIX - Drawdown Comparison

The maximum PLSRX drawdown since its inception was -19.88%, which is greater than PLUIX's maximum drawdown of -6.16%. Use the drawdown chart below to compare losses from any high point for PLSRX and PLUIX.


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Drawdown Indicators


PLSRXPLUIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.88%

-6.16%

-13.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-0.40%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

-1.98%

-11.73%

Max Drawdown (10Y)

Largest decline over 10 years

-19.88%

Current Drawdown

Current decline from peak

-1.86%

-0.30%

-1.56%

Average Drawdown

Average peak-to-trough decline

-1.76%

-0.33%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.10%

+0.43%

Volatility

PLSRX vs. PLUIX - Volatility Comparison

Pacific Funds Strategic Income (PLSRX) has a higher volatility of 1.22% compared to Pacific Funds Ultra Short Income (PLUIX) at 0.22%. This indicates that PLSRX's price experiences larger fluctuations and is considered to be riskier than PLUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLSRXPLUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

0.22%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

0.89%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

1.39%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

1.31%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

1.54%

+2.91%