PMJIX vs. AVUV
PMJIX (PIMCO RAE US Small Fund) and AVUV (Avantis US Small Cap Value ETF) are both Small Cap Value Equities funds. Over the past 5 years, PMJIX returned 12.99%/yr vs 13.90%/yr for AVUV. Their correlation of 0.94 means they have usually moved in the same direction. PMJIX charges 0.50%/yr vs 0.25%/yr for AVUV.
Performance
PMJIX vs. AVUV - Performance Comparison
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Returns By Period
In the year-to-date period, PMJIX achieves a 19.86% return, which is significantly lower than AVUV's 25.35% return.
PMJIX
- 1D
- -0.57%
- 1M
- -0.07%
- 6M
- 14.36%
- YTD
- 19.86%
- 1Y
- 35.37%
- 3Y*
- 18.06%
- 5Y*
- 12.99%
- 10Y*
- 13.47%
- ALL TIME*
- 11.81%
AVUV
- 1D
- 1.40%
- 1M
- 2.86%
- 6M
- 15.44%
- YTD
- 25.35%
- 1Y
- 42.62%
- 3Y*
- 17.00%
- 5Y*
- 13.90%
- 10Y*
- —
- ALL TIME*
- 16.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $147.82M | $147.76M | $156.17M | |
| $0.00 | $0.00 | $0.00 |
PMJIX vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PMJIX PIMCO RAE US Small Fund | 19.86% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 5.94% |
AVUV Avantis US Small Cap Value ETF | 25.35% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
Correlation
The correlation between PMJIX and AVUV is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.94 |
The correlation between PMJIX and AVUV has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
PMJIX vs. AVUV — Risk / Return Rank
PMJIX
AVUV
PMJIX vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Small Fund (PMJIX) and Avantis US Small Cap Value ETF (AVUV). 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.
| PMJIX | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.45 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.37 | 5.39 | -1.02 |
| Martin ratioReturn relative to average drawdown | 13.44 | 17.01 | -3.56 |
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Drawdowns
PMJIX vs. AVUV - Drawdown Comparison
The maximum PMJIX drawdown since its inception was -49.75%, roughly equal to the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for PMJIX and AVUV.
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Drawdown Indicators
| PMJIX | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.75% | -49.42% | -0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -7.95% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -26.04% | -28.79% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -49.75% | -28.79% | -20.96% |
Max Drawdown (10Y)Largest decline over 10 years | -49.75% | — | — |
Current DrawdownCurrent decline from peak | -1.83% | 0.00% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -16.00% | -7.78% | -8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.51% | -0.03% |
Volatility
PMJIX vs. AVUV - Volatility Comparison
PIMCO RAE US Small Fund (PMJIX) has a higher volatility of 3.25% compared to Avantis US Small Cap Value ETF (AVUV) at 3.08%. This indicates that PMJIX's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMJIX | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 3.08% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 10.58% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 16.77% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.26% | 22.41% | +16.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.03% | 28.02% | +5.01% |
PMJIX vs. AVUV - Expense Ratio Comparison
PMJIX has a 0.50% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Dividends
PMJIX vs. AVUV - Dividend Comparison
PMJIX's dividend yield for the trailing twelve months is around 2.63%, more than AVUV's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.23% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
PMJIX PIMCO RAE US Small Fund | 2.63% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Frequently Asked Questions
PMJIX and AVUV have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PMJIX has higher volatility (3.25%) compared to AVUV (3.08%). In terms of maximum drawdown, PMJIX dropped -49.75% vs AVUV's -49.42%.
AVUV currently has the higher Sharpe Ratio (2.56 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.
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