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PMJIX vs. DEVLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PMJIX and DEVLX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

PMJIX vs. DEVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE US Small Fund (PMJIX) and Delaware Small Cap Value Fund (DEVLX). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
29.31%
28.73%
PMJIX
DEVLX

Key characteristics

Sharpe Ratio

PMJIX:

1.16

DEVLX:

0.04

Sortino Ratio

PMJIX:

1.70

DEVLX:

0.20

Omega Ratio

PMJIX:

1.21

DEVLX:

1.03

Calmar Ratio

PMJIX:

0.50

DEVLX:

0.05

Martin Ratio

PMJIX:

7.03

DEVLX:

0.25

Ulcer Index

PMJIX:

3.04%

DEVLX:

3.68%

Daily Std Dev

PMJIX:

18.40%

DEVLX:

21.42%

Max Drawdown

PMJIX:

-53.73%

DEVLX:

-63.90%

Current Drawdown

PMJIX:

-29.33%

DEVLX:

-19.70%

Returns By Period

In the year-to-date period, PMJIX achieves a 19.11% return, which is significantly higher than DEVLX's -1.72% return.


PMJIX

YTD

19.11%

1M

-4.89%

6M

8.51%

1Y

19.03%

5Y*

1.51%

10Y*

N/A

DEVLX

YTD

-1.72%

1M

-15.87%

6M

-4.09%

1Y

-0.58%

5Y*

1.82%

10Y*

2.41%

Compare stocks, funds, or ETFs

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


PMJIX vs. DEVLX - Expense Ratio Comparison

PMJIX has a 0.50% expense ratio, which is lower than DEVLX's 1.11% expense ratio.


DEVLX
Delaware Small Cap Value Fund
Expense ratio chart for DEVLX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%
Expense ratio chart for PMJIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

PMJIX vs. DEVLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Small Fund (PMJIX) and Delaware Small Cap Value Fund (DEVLX). 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.


Sharpe ratio
The chart of Sharpe ratio for PMJIX, currently valued at 1.16, compared to the broader market-1.000.001.002.003.004.001.160.04
The chart of Sortino ratio for PMJIX, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.0010.001.700.20
The chart of Omega ratio for PMJIX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.03
The chart of Calmar ratio for PMJIX, currently valued at 0.50, compared to the broader market0.005.0010.0015.000.500.05
The chart of Martin ratio for PMJIX, currently valued at 7.03, compared to the broader market0.0020.0040.0060.007.030.25
PMJIX
DEVLX

The current PMJIX Sharpe Ratio is 1.16, which is higher than the DEVLX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of PMJIX and DEVLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.16
0.04
PMJIX
DEVLX

Dividends

PMJIX vs. DEVLX - Dividend Comparison

PMJIX's dividend yield for the trailing twelve months is around 1.26%, less than DEVLX's 1.43% yield.


TTM20232022202120202019201820172016201520142013
PMJIX
PIMCO RAE US Small Fund
1.26%1.51%1.41%2.08%1.56%1.55%0.92%1.43%1.24%0.41%0.00%0.00%
DEVLX
Delaware Small Cap Value Fund
1.43%2.81%0.77%0.37%0.68%0.95%0.84%0.40%0.52%0.71%0.34%0.10%

Drawdowns

PMJIX vs. DEVLX - Drawdown Comparison

The maximum PMJIX drawdown since its inception was -53.73%, smaller than the maximum DEVLX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for PMJIX and DEVLX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.33%
-19.70%
PMJIX
DEVLX

Volatility

PMJIX vs. DEVLX - Volatility Comparison

The current volatility for PIMCO RAE US Small Fund (PMJIX) is 5.95%, while Delaware Small Cap Value Fund (DEVLX) has a volatility of 12.36%. This indicates that PMJIX experiences smaller price fluctuations and is considered to be less risky than DEVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.95%
12.36%
PMJIX
DEVLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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