PMJIX vs. FXAIX
Compare and contrast key facts about PIMCO RAE US Small Fund (PMJIX) and Fidelity 500 Index Fund (FXAIX).
PMJIX is managed by PIMCO. It was launched on Jun 5, 2015. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMJIX or FXAIX.
Key characteristics
| PMJIX | FXAIX | |
|---|---|---|
| YTD Return | 26.48% | 26.92% |
| 1Y Return | 46.30% | 37.57% |
| 3Y Return (Ann) | -8.60% | 10.24% |
| 5Y Return (Ann) | 3.47% | 15.96% |
| Sharpe Ratio | 2.45 | 3.05 |
| Sortino Ratio | 3.42 | 4.06 |
| Omega Ratio | 1.42 | 1.57 |
| Calmar Ratio | 0.94 | 4.44 |
| Martin Ratio | 16.19 | 20.09 |
| Ulcer Index | 2.84% | 1.86% |
| Daily Std Dev | 18.77% | 12.28% |
| Max Drawdown | -53.73% | -33.79% |
| Current Drawdown | -24.96% | -0.28% |
Correlation
The correlation between PMJIX and FXAIX is 0.75, 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.
Performance
PMJIX vs. FXAIX - Performance Comparison
The year-to-date returns for both investments are quite close, with PMJIX having a 26.48% return and FXAIX slightly higher at 26.92%. 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. FXAIX - Expense Ratio Comparison
PMJIX has a 0.50% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
PMJIX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Small Fund (PMJIX) and Fidelity 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
PMJIX's dividend yield for the trailing twelve months is around 1.19%, less than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
PMJIX vs. FXAIX - Drawdown Comparison
The maximum PMJIX drawdown since its inception was -53.73%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PMJIX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
PMJIX vs. FXAIX - Volatility Comparison
PIMCO RAE US Small Fund (PMJIX) has a higher volatility of 6.58% compared to Fidelity 500 Index Fund (FXAIX) at 3.85%. This indicates that PMJIX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.