PMJIX vs. PQTAX
Compare and contrast key facts about PIMCO RAE US Small Fund (PMJIX) and PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX).
PMJIX is managed by PIMCO. It was launched on Jun 5, 2015. PQTAX is managed by PIMCO. It was launched on Dec 31, 2013.
Performance
PMJIX vs. PQTAX - Performance Comparison
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PMJIX vs. PQTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PQTAX PIMCO TRENDS Managed Futures Strategy Fund Class A | 4.61% | 2.06% | -3.31% | -4.52% | 11.06% | 14.52% | 8.48% | 2.63% | 1.98% | 4.51% |
Returns By Period
In the year-to-date period, PMJIX achieves a -0.95% return, which is significantly lower than PQTAX's 4.61% return. Over the past 10 years, PMJIX has outperformed PQTAX with an annualized return of 12.04%, while PQTAX has yielded a comparatively lower 3.64% 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%
PQTAX
- 1D
- 0.28%
- 1M
- -2.24%
- YTD
- 4.61%
- 6M
- 10.21%
- 1Y
- 11.79%
- 3Y*
- 1.77%
- 5Y*
- 3.99%
- 10Y*
- 3.64%
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PMJIX vs. PQTAX - Expense Ratio Comparison
PMJIX has a 0.50% expense ratio, which is lower than PQTAX's 1.81% expense ratio.
Return for Risk
PMJIX vs. PQTAX — Risk / Return Rank
PMJIX
PQTAX
PMJIX vs. PQTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Small Fund (PMJIX) and PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX). 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.
| PMJIX | PQTAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 1.35 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.85 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.24 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.51 | -0.72 |
Martin ratioReturn relative to average drawdown | 3.17 | 3.62 | -0.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PMJIX | PQTAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.35 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.41 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.39 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.45 | -0.13 |
Correlation
The correlation between PMJIX and PQTAX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PMJIX vs. PQTAX - Dividend Comparison
PMJIX's dividend yield for the trailing twelve months is around 3.18%, while PQTAX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PQTAX PIMCO TRENDS Managed Futures Strategy Fund Class A | 0.00% | 0.00% | 0.00% | 0.00% | 14.61% | 2.22% | 4.46% | 2.29% | 0.10% | 2.54% | 0.00% | 7.65% |
Drawdowns
PMJIX vs. PQTAX - Drawdown Comparison
The maximum PMJIX drawdown since its inception was -49.75%, which is greater than PQTAX's maximum drawdown of -28.39%. Use the drawdown chart below to compare losses from any high point for PMJIX and PQTAX.
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Drawdown Indicators
| PMJIX | PQTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.75% | -28.39% | -21.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.85% | -8.04% | -6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -49.75% | -28.39% | -21.36% |
Max Drawdown (10Y)Largest decline over 10 years | -49.75% | -28.39% | -21.36% |
Current DrawdownCurrent decline from peak | -11.67% | -13.57% | +1.90% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -9.31% | -7.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.35% | +0.33% |
Volatility
PMJIX vs. PQTAX - Volatility Comparison
PIMCO RAE US Small Fund (PMJIX) has a higher volatility of 4.81% compared to PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX) at 3.55%. This indicates that PMJIX's price experiences larger fluctuations and is considered to be riskier than PQTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMJIX | PQTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 3.55% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 6.73% | +5.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 8.80% | +13.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.62% | 9.90% | +29.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.08% | 9.42% | +23.66% |