PLUIX vs. POEAX

Last updated Jun 23, 2026

PLUIX (Pacific Funds Ultra Short Income) and POEAX (Pacific Funds Portfolio Optimization Aggressive-Growth) are both mutual funds - PLUIX is a Ultrashort Bond fund managed by Pacific Funds Series Trust, while POEAX is a Diversified Portfolio fund managed by Pacific Funds Series Trust. Over the past 5 years, PLUIX returned 3.39%/yr vs 8.31%/yr for POEAX. At a 0.12 correlation, their price movements are largely independent. PLUIX charges 0.32%/yr vs 0.60%/yr for POEAX.

Performance

PLUIX vs. POEAX - Performance Comparison

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

Returns By Period

In the year-to-date period, PLUIX achieves a 1.46% return, which is significantly lower than POEAX's 11.26% return.

PLUIX

• 1D: 0.00%
• 1M: 0.32%
• YTD: 1.46%
• 6M: 1.84%
• 1Y: 4.66%
• 3Y*: 5.25%
• 5Y*: 3.39%
• 10Y*: —

POEAX

• 1D: 1.17%
• 1M: 1.67%
• YTD: 11.26%
• 6M: 10.58%
• 1Y: 25.28%
• 3Y*: 16.75%
• 5Y*: 8.31%
• 10Y*: 11.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLUIX vs. POEAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PLUIX Pacific Funds Ultra Short Income	1.46%	5.34%	5.57%	5.10%	-0.25%	0.16%	1.73%
POEAX Pacific Funds Portfolio Optimization Aggressive-Growth	11.26%	16.66%	15.13%	18.53%	-21.24%	18.82%	16.09%

Correlation

The correlation between PLUIX and POEAX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020	0.12

Return for Risk

PLUIX vs. POEAX — Risk / Return Rank

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

PLUIX

PLUIX Risk / Return Rank: 99
PLUIX Sharpe Ratio Rank: 98
PLUIX Sortino Ratio Rank: 100
PLUIX Omega Ratio Rank: 100
PLUIX Calmar Ratio Rank: 99
PLUIX Martin Ratio Rank: 99

POEAX

POEAX Risk / Return Rank: 58
POEAX Sharpe Ratio Rank: 54
POEAX Sortino Ratio Rank: 51
POEAX Omega Ratio Rank: 52
POEAX Calmar Ratio Rank: 63
POEAX Martin Ratio Rank: 71

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.

PLUIX vs. POEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Ultra Short Income (PLUIX) and Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX). 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.

	PLUIX	POEAX	Difference
Sharpe ratio: Return per unit of total volatility	3.75	1.99	+1.76
Sortino ratio: Return per unit of downside risk	13.47	2.76	+10.71
Omega ratio: Gain probability vs. loss probability	4.81	1.36	+3.45
Calmar ratio: Return relative to maximum drawdown	15.95	2.90	+13.05
Martin ratio: Return relative to average drawdown	71.56	12.72	+58.84

PLUIX vs. POEAX - Sharpe Ratio Comparison

The current PLUIX Sharpe Ratio is 3.75, which is higher than the POEAX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of PLUIX and POEAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PLUIX vs. POEAX - Drawdown Comparison

The maximum PLUIX drawdown since its inception was -6.16%, smaller than the maximum POEAX drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for PLUIX and POEAX.

Drawdown Indicators

	PLUIX	POEAX	Difference
Max Drawdown Largest peak-to-trough decline	-6.16%	-57.49%	+51.33%
Max Drawdown (1Y) Largest decline over 1 year	-0.30%	-8.57%	+8.27%
Max Drawdown (3Y) Largest decline over 3 years	-0.40%	-17.49%	+17.09%
Max Drawdown (5Y) Largest decline over 5 years	-1.98%	-29.40%	+27.42%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.88%	—
Current Drawdown Current decline from peak	0.00%	-0.43%	+0.43%
Average Drawdown Average peak-to-trough decline	-0.32%	-8.80%	+8.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.07%	1.95%	-1.88%

Volatility

PLUIX vs. POEAX - Volatility Comparison

The current volatility for Pacific Funds Ultra Short Income (PLUIX) is 0.31%, while Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) has a volatility of 4.81%. This indicates that PLUIX experiences smaller price fluctuations and is considered to be less risky than POEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLUIX	POEAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.31%	4.81%	-4.50%
Volatility (6M) Calculated over the trailing 6-month period	0.83%	9.96%	-9.13%
Volatility (1Y) Calculated over the trailing 1-year period	1.28%	12.49%	-11.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.33%	25.15%	-23.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.53%	21.58%	-20.05%

PLUIX vs. POEAX - Expense Ratio Comparison

PLUIX has a 0.32% expense ratio, which is lower than POEAX's 0.60% expense ratio.

Dividends

PLUIX vs. POEAX - Dividend Comparison

PLUIX's dividend yield for the trailing twelve months is around 4.66%, less than POEAX's 6.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PLUIX Pacific Funds Ultra Short Income	4.66%	5.01%	4.89%	4.14%	1.36%	0.96%	1.20%	0.00%	0.00%	0.00%	0.00%	0.00%
POEAX Pacific Funds Portfolio Optimization Aggressive-Growth	6.94%	7.73%	2.12%	1.67%	36.10%	10.62%	3.32%	7.91%	24.81%	4.03%	7.09%	3.16%

Frequently Asked Questions

Can I hold both PLUIX and POEAX in my portfolio?

PLUIX and POEAX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PLUIX or POEAX?

POEAX has higher volatility (4.81%) compared to PLUIX (0.31%). In terms of maximum drawdown, PLUIX dropped -6.16% vs POEAX's -57.49%.

Which has better risk-adjusted returns?

PLUIX currently has the higher Sharpe Ratio (3.75 vs 1.99), 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.