PortfoliosLab logoPortfoliosLab logo
PMDRX vs. AAIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMDRX vs. AAIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Moderate Duration Fund (PMDRX) and Ancora Income Fund (AAIIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PMDRX achieves a -0.27% return, which is significantly lower than AAIIX's 1.96% return. Over the past 10 years, PMDRX has underperformed AAIIX with an annualized return of 2.40%, while AAIIX has yielded a comparatively higher 3.06% annualized return.


PMDRX

1D
0.11%
1M
0.56%
YTD
-0.27%
6M
0.25%
1Y
4.59%
3Y*
5.24%
5Y*
1.34%
10Y*
2.40%

AAIIX

1D
0.14%
1M
-0.07%
YTD
1.96%
6M
1.75%
1Y
5.89%
3Y*
6.78%
5Y*
1.94%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMDRX vs. AAIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMDRX
PIMCO Moderate Duration Fund
-0.27%8.70%3.45%5.50%-9.21%-1.26%7.98%6.38%0.57%3.28%
AAIIX
Ancora Income Fund
1.96%2.28%9.23%9.46%-14.32%9.21%3.72%11.08%-5.60%6.57%

Correlation

The correlation between PMDRX and AAIIX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

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

0.41

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

0.36

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2004

0.23

The correlation between PMDRX and AAIIX shifts across timeframes, from 0.23 (all time) to 0.41 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PMDRX vs. AAIIX — Risk / Return Rank

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

PMDRX
PMDRX Risk / Return Rank: 2323
Overall Rank
PMDRX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PMDRX Sortino Ratio Rank: 2525
Sortino Ratio Rank
PMDRX Omega Ratio Rank: 2626
Omega Ratio Rank
PMDRX Calmar Ratio Rank: 2020
Calmar Ratio Rank
PMDRX Martin Ratio Rank: 1818
Martin Ratio Rank

AAIIX
AAIIX Risk / Return Rank: 2323
Overall Rank
AAIIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AAIIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
AAIIX Omega Ratio Rank: 2727
Omega Ratio Rank
AAIIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
AAIIX Martin Ratio Rank: 1919
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.

PMDRX vs. AAIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Moderate Duration Fund (PMDRX) and Ancora Income Fund (AAIIX). 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.


PMDRXAAIIXDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.25

1.25

0.00

Calmar ratioReturn relative to maximum drawdown

1.52

1.48

+0.03

Martin ratioReturn relative to average drawdown

4.51

4.55

-0.04

PMDRX vs. AAIIX - Sharpe Ratio Comparison

The current PMDRX Sharpe Ratio is 1.32, which is comparable to the AAIIX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of PMDRX and AAIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PMDRX vs. AAIIX - Drawdown Comparison

The maximum PMDRX drawdown since its inception was -13.19%, smaller than the maximum AAIIX drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for PMDRX and AAIIX.


Loading charts...

Drawdown Indicators


PMDRXAAIIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.19%

-98.01%

+84.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-4.19%

+1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-3.13%

-98.01%

+94.88%

Max Drawdown (5Y)

Largest decline over 5 years

-13.19%

-98.01%

+84.82%

Max Drawdown (10Y)

Largest decline over 10 years

-13.19%

-98.01%

+84.82%

Current Drawdown

Current decline from peak

-1.73%

-97.79%

+96.06%

Average Drawdown

Average peak-to-trough decline

-1.45%

-12.52%

+11.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.36%

-0.31%

Volatility

PMDRX vs. AAIIX - Volatility Comparison

PIMCO Moderate Duration Fund (PMDRX) has a higher volatility of 1.33% compared to Ancora Income Fund (AAIIX) at 1.22%. This indicates that PMDRX's price experiences larger fluctuations and is considered to be riskier than AAIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PMDRXAAIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

1.22%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

3.35%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.60%

4.56%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.25%

2,045.26%

-2,041.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.60%

1,445.35%

-1,441.75%

PMDRX vs. AAIIX - Expense Ratio Comparison

PMDRX has a 0.46% expense ratio, which is lower than AAIIX's 2.20% expense ratio.


Dividends

PMDRX vs. AAIIX - Dividend Comparison

PMDRX's dividend yield for the trailing twelve months is around 4.54%, less than AAIIX's 5.22% yield.


PositionTTM20252024202320222021202020192018201720162015
AAIIX
Ancora Income Fund
5.22%4.09%4.57%4.77%4.52%4.46%5.68%3.96%4.36%5.69%6.40%6.99%
PMDRX
PIMCO Moderate Duration Fund
4.54%4.42%4.38%3.76%3.18%1.32%5.16%2.82%2.45%1.75%2.06%4.33%

Frequently Asked Questions


PMDRX and AAIIX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PMDRX has higher volatility (1.33%) compared to AAIIX (1.22%). In terms of maximum drawdown, PMDRX dropped -13.19% vs AAIIX's -98.01%.

AAIIX currently has the higher Sharpe Ratio (1.36 vs 1.32), 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 PMDRX and AAIIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer