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PLSRX vs. POCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLSRX vs. POCAX - Performance Comparison

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

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PLSRX vs. POCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLSRX
Pacific Funds Strategic Income
-1.05%7.40%6.04%11.24%-9.67%3.61%9.82%13.65%-2.64%6.85%
POCAX
Pacific Funds Portfolio Optimization Moderate
-1.97%12.91%11.62%13.95%-18.67%11.94%14.65%20.36%-7.41%13.51%

Returns By Period

In the year-to-date period, PLSRX achieves a -1.05% return, which is significantly higher than POCAX's -1.97% return. Over the past 10 years, PLSRX has underperformed POCAX with an annualized return of 5.10%, while POCAX has yielded a comparatively higher 7.08% annualized return.


PLSRX

1D
-0.19%
1M
-1.52%
YTD
-1.05%
6M
-0.15%
1Y
5.18%
3Y*
6.48%
5Y*
3.15%
10Y*
5.10%

POCAX

1D
1.96%
1M
-4.10%
YTD
-1.97%
6M
-0.48%
1Y
12.24%
3Y*
10.51%
5Y*
4.28%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLSRX vs. POCAX - Expense Ratio Comparison

PLSRX has a 0.64% expense ratio, which is higher than POCAX's 0.60% expense ratio.


Return for Risk

PLSRX vs. POCAX — Risk / Return Rank

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

PLSRX
PLSRX Risk / Return Rank: 8888
Overall Rank
PLSRX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PLSRX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PLSRX Omega Ratio Rank: 8888
Omega Ratio Rank
PLSRX Calmar Ratio Rank: 8787
Calmar Ratio Rank
PLSRX Martin Ratio Rank: 8686
Martin Ratio Rank

POCAX
POCAX Risk / Return Rank: 6060
Overall Rank
POCAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
POCAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
POCAX Omega Ratio Rank: 5757
Omega Ratio Rank
POCAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
POCAX 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. POCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Strategic Income (PLSRX) and Pacific Funds Portfolio Optimization Moderate (POCAX). 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.


PLSRXPOCAXDifference

Sharpe ratio

Return per unit of total volatility

1.93

1.11

+0.83

Sortino ratio

Return per unit of downside risk

2.71

1.63

+1.08

Omega ratio

Gain probability vs. loss probability

1.39

1.24

+0.15

Calmar ratio

Return relative to maximum drawdown

2.49

1.54

+0.95

Martin ratio

Return relative to average drawdown

9.82

7.11

+2.70

PLSRX vs. POCAX - Sharpe Ratio Comparison

The current PLSRX Sharpe Ratio is 1.93, which is higher than the POCAX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of PLSRX and POCAX, 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


PLSRXPOCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.11

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.25

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

0.49

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.47

+0.86

Correlation

The correlation between PLSRX and POCAX is 0.50, 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. POCAX - Dividend Comparison

PLSRX's dividend yield for the trailing twelve months is around 5.14%, less than POCAX's 7.52% yield.


TTM20252024202320222021202020192018201720162015
PLSRX
Pacific Funds Strategic Income
5.14%5.67%5.97%5.17%4.73%4.10%3.84%4.32%4.74%3.87%4.14%4.71%
POCAX
Pacific Funds Portfolio Optimization Moderate
7.52%7.37%2.97%1.68%22.92%8.62%3.11%5.02%22.38%3.85%5.44%6.68%

Drawdowns

PLSRX vs. POCAX - Drawdown Comparison

The maximum PLSRX drawdown since its inception was -19.88%, smaller than the maximum POCAX drawdown of -40.19%. Use the drawdown chart below to compare losses from any high point for PLSRX and POCAX.


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Drawdown Indicators


PLSRXPOCAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.88%

-40.19%

+20.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-8.20%

+6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

-24.92%

+11.21%

Max Drawdown (10Y)

Largest decline over 10 years

-19.88%

-26.59%

+6.71%

Current Drawdown

Current decline from peak

-2.05%

-4.63%

+2.58%

Average Drawdown

Average peak-to-trough decline

-1.76%

-4.97%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

1.78%

-1.24%

Volatility

PLSRX vs. POCAX - Volatility Comparison

The current volatility for Pacific Funds Strategic Income (PLSRX) is 1.21%, while Pacific Funds Portfolio Optimization Moderate (POCAX) has a volatility of 4.14%. This indicates that PLSRX experiences smaller price fluctuations and is considered to be less risky than POCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLSRXPOCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

4.14%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

6.53%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

11.47%

-8.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

16.88%

-12.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

14.44%

-9.99%