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PMJIX vs. DEVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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PMJIX vs. DEVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMJIX
PIMCO RAE US Small Fund
-0.95%5.11%22.05%19.77%-4.62%39.15%6.95%20.22%-11.69%9.22%
DEVLX
Delaware Small Cap Value Fund
3.11%7.66%10.87%9.22%-12.46%33.85%-0.79%27.85%-17.70%11.69%

Returns By Period

In the year-to-date period, PMJIX achieves a -0.95% return, which is significantly lower than DEVLX's 3.11% return. Over the past 10 years, PMJIX has outperformed DEVLX with an annualized return of 12.04%, while DEVLX has yielded a comparatively lower 8.78% annualized return.


PMJIX

1D
-1.12%
1M
-6.04%
YTD
-0.95%
6M
1.54%
1Y
13.70%
3Y*
14.79%
5Y*
9.83%
10Y*
12.04%

DEVLX

1D
-0.54%
1M
-6.44%
YTD
3.11%
6M
6.10%
1Y
17.21%
3Y*
11.02%
5Y*
5.61%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMJIX vs. DEVLX - Expense Ratio Comparison

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


Return for Risk

PMJIX vs. DEVLX — Risk / Return Rank

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

PMJIX
PMJIX Risk / Return Rank: 2828
Overall Rank
PMJIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PMJIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PMJIX Omega Ratio Rank: 2525
Omega Ratio Rank
PMJIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PMJIX Martin Ratio Rank: 3030
Martin Ratio Rank

DEVLX
DEVLX Risk / Return Rank: 4141
Overall Rank
DEVLX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DEVLX Sortino Ratio Rank: 4444
Sortino Ratio Rank
DEVLX Omega Ratio Rank: 4040
Omega Ratio Rank
DEVLX Calmar Ratio Rank: 4141
Calmar Ratio Rank
DEVLX Martin Ratio Rank: 4040
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.

PMJIX vs. DEVLX - Risk-Adjusted Trends 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.


PMJIXDEVLXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.84

-0.21

Sortino ratio

Return per unit of downside risk

1.03

1.30

-0.27

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.79

1.06

-0.27

Martin ratio

Return relative to average drawdown

3.17

4.11

-0.94

PMJIX vs. DEVLX - Sharpe Ratio Comparison

The current PMJIX Sharpe Ratio is 0.63, which is comparable to the DEVLX Sharpe Ratio of 0.84. 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.


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Sharpe Ratios by Period


PMJIXDEVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.84

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.27

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.38

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.52

-0.20

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.


Dividends

PMJIX vs. DEVLX - Dividend Comparison

PMJIX's dividend yield for the trailing twelve months is around 3.18%, less than DEVLX's 13.34% yield.


TTM20252024202320222021202020192018201720162015
PMJIX
PIMCO RAE US Small Fund
3.18%3.15%3.26%1.25%9.91%65.79%9.46%1.55%7.65%4.69%1.24%1.67%
DEVLX
Delaware Small Cap Value Fund
13.34%13.76%12.67%7.54%4.37%4.43%1.37%4.29%8.80%1.34%0.52%7.01%

Drawdowns

PMJIX vs. DEVLX - Drawdown Comparison

The maximum PMJIX drawdown since its inception was -49.75%, smaller than the maximum DEVLX drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for PMJIX and DEVLX.


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Drawdown Indicators


PMJIXDEVLXDifference

Max Drawdown

Largest peak-to-trough decline

-49.75%

-60.08%

+10.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-13.91%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-49.75%

-24.80%

-24.95%

Max Drawdown (10Y)

Largest decline over 10 years

-49.75%

-46.48%

-3.27%

Current Drawdown

Current decline from peak

-11.67%

-8.37%

-3.30%

Average Drawdown

Average peak-to-trough decline

-16.44%

-8.32%

-8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

3.58%

+0.10%

Volatility

PMJIX vs. DEVLX - Volatility Comparison

The current volatility for PIMCO RAE US Small Fund (PMJIX) is 4.81%, while Delaware Small Cap Value Fund (DEVLX) has a volatility of 5.26%. 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.


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Volatility by Period


PMJIXDEVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

5.26%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.39%

11.61%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

21.22%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.62%

21.05%

+18.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.08%

23.48%

+9.60%