PMJIX vs. DHSIX
PMJIX (PIMCO RAE US Small Fund) and DHSIX (Diamond Hill Small Cap Fund Class I) are both Small Cap Value Equities funds. Over the past 10 years, PMJIX returned 13.47%/yr vs 11.05%/yr for DHSIX. Their correlation of 0.90 means they have usually moved in the same direction. PMJIX charges 0.50%/yr vs 0.97%/yr for DHSIX.
Performance
PMJIX vs. DHSIX - 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 DHSIX's 27.79% return. Over the past 10 years, PMJIX has outperformed DHSIX with an annualized return of 13.47%, while DHSIX has yielded a comparatively lower 11.05% annualized 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%
DHSIX
- 1D
- -0.28%
- 1M
- -0.49%
- 6M
- 18.46%
- YTD
- 27.79%
- 1Y
- 42.61%
- 3Y*
- 19.48%
- 5Y*
- 13.71%
- 10Y*
- 11.05%
- ALL TIME*
- 8.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PMJIX vs. DHSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMJIX PIMCO RAE US Small Fund | 19.86% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
DHSIX Diamond Hill Small Cap Fund Class I | 27.79% | 11.83% | 13.10% | 24.25% | -14.85% | 32.69% | -0.27% | 21.83% | -15.00% | 10.89% |
Correlation
The correlation between PMJIX and DHSIX is 0.84, 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. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.90 |
The correlation between PMJIX and DHSIX has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
PMJIX vs. DHSIX — Risk / Return Rank
PMJIX
DHSIX
PMJIX vs. DHSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Small Fund (PMJIX) and Diamond Hill Small Cap Fund Class I (DHSIX). 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 | DHSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.37 | 3.66 | +0.71 |
| Martin ratioReturn relative to average drawdown | 13.44 | 11.96 | +1.48 |
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Drawdowns
PMJIX vs. DHSIX - Drawdown Comparison
The maximum PMJIX drawdown since its inception was -49.75%, smaller than the maximum DHSIX drawdown of -52.83%. Use the drawdown chart below to compare losses from any high point for PMJIX and DHSIX.
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Drawdown Indicators
| PMJIX | DHSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.75% | -52.83% | +3.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -10.97% | +3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -26.04% | -28.33% | +2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -49.75% | -28.33% | -21.42% |
Max Drawdown (10Y)Largest decline over 10 years | -49.75% | -45.96% | -3.79% |
Current DrawdownCurrent decline from peak | -1.83% | -1.65% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -16.00% | -8.32% | -7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 3.35% | -0.87% |
Volatility
PMJIX vs. DHSIX - Volatility Comparison
The current volatility for PIMCO RAE US Small Fund (PMJIX) is 3.25%, while Diamond Hill Small Cap Fund Class I (DHSIX) has a volatility of 5.68%. This indicates that PMJIX experiences smaller price fluctuations and is considered to be less risky than DHSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMJIX | DHSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 5.68% | -2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 14.09% | -2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 19.89% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.26% | 21.47% | +17.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.03% | 22.25% | +10.78% |
PMJIX vs. DHSIX - Expense Ratio Comparison
PMJIX has a 0.50% expense ratio, which is lower than DHSIX's 0.97% expense ratio.
Dividends
PMJIX vs. DHSIX - Dividend Comparison
PMJIX's dividend yield for the trailing twelve months is around 2.63%, less than DHSIX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHSIX Diamond Hill Small Cap Fund Class I | 4.49% | 5.74% | 15.81% | 30.09% | 18.06% | 17.39% | 0.61% | 7.13% | 10.46% | 6.90% | 2.68% | 1.95% |
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 DHSIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHSIX has higher volatility (5.68%) compared to PMJIX (3.25%). In terms of maximum drawdown, PMJIX dropped -49.75% vs DHSIX's -52.83%.
DHSIX currently has the higher Sharpe Ratio (2.02 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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