PMJIX vs. FSPGX
Compare and contrast key facts about PIMCO RAE US Small Fund (PMJIX) and Fidelity Large Cap Growth Index Fund (FSPGX).
PMJIX is managed by PIMCO. It was launched on Jun 5, 2015. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMJIX or FSPGX.
Key characteristics
| PMJIX | FSPGX | |
|---|---|---|
| YTD Return | 26.48% | 32.20% |
| 1Y Return | 46.30% | 42.62% |
| 3Y Return (Ann) | -8.60% | 10.50% |
| 5Y Return (Ann) | 3.47% | 20.06% |
| Sharpe Ratio | 2.45 | 2.54 |
| Sortino Ratio | 3.42 | 3.26 |
| Omega Ratio | 1.42 | 1.46 |
| Calmar Ratio | 0.94 | 3.23 |
| Martin Ratio | 16.19 | 12.71 |
| Ulcer Index | 2.84% | 3.34% |
| Daily Std Dev | 18.77% | 16.73% |
| Max Drawdown | -53.73% | -32.66% |
| Current Drawdown | -24.96% | 0.00% |
Correlation
The correlation between PMJIX and FSPGX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PMJIX vs. FSPGX - Performance Comparison
In the year-to-date period, PMJIX achieves a 26.48% return, which is significantly lower than FSPGX's 32.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PMJIX vs. FSPGX - Expense Ratio Comparison
PMJIX has a 0.50% expense ratio, which is higher than FSPGX's 0.04% expense ratio.
Risk-Adjusted Performance
PMJIX vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Small Fund (PMJIX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.
Dividends
PMJIX vs. FSPGX - Dividend Comparison
PMJIX's dividend yield for the trailing twelve months is around 1.19%, more than FSPGX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMJIX PIMCO RAE US Small Fund | 1.19% | 1.51% | 1.41% | 2.08% | 1.56% | 1.55% | 0.92% | 1.43% | 1.24% | 0.41% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.42% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% |
Drawdowns
PMJIX vs. FSPGX - Drawdown Comparison
The maximum PMJIX drawdown since its inception was -53.73%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for PMJIX and FSPGX. For additional features, visit the drawdowns tool.
Volatility
PMJIX vs. FSPGX - Volatility Comparison
PIMCO RAE US Small Fund (PMJIX) has a higher volatility of 6.58% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.05%. This indicates that PMJIX's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.