PMJIX vs. PQTIX
Compare and contrast key facts about PIMCO RAE US Small Fund (PMJIX) and PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX).
PMJIX is managed by PIMCO. It was launched on Jun 5, 2015. PQTIX is an actively managed fund by PIMCO. It was launched on Jan 2, 2014.
Performance
PMJIX vs. PQTIX - Performance Comparison
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PMJIX vs. PQTIX - 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% |
PQTIX PIMCO TRENDS Managed Futures Strategy Fund Institutional Class | 4.68% | 2.39% | -2.88% | -4.19% | 11.62% | 14.87% | 9.96% | 2.90% | 2.37% | 2.37% |
Returns By Period
In the year-to-date period, PMJIX achieves a -0.95% return, which is significantly lower than PQTIX's 4.68% return. Over the past 10 years, PMJIX has outperformed PQTIX with an annualized return of 12.04%, while PQTIX has yielded a comparatively lower 3.86% 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%
PQTIX
- 1D
- 0.18%
- 1M
- -2.27%
- YTD
- 4.68%
- 6M
- 10.36%
- 1Y
- 12.24%
- 3Y*
- 2.14%
- 5Y*
- 4.39%
- 10Y*
- 3.86%
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PMJIX vs. PQTIX - Expense Ratio Comparison
PMJIX has a 0.50% expense ratio, which is lower than PQTIX's 1.54% expense ratio.
Return for Risk
PMJIX vs. PQTIX — Risk / Return Rank
PMJIX
PQTIX
PMJIX vs. PQTIX - 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 Institutional Class (PQTIX). 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 | PQTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 1.39 | -0.77 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.89 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.56 | -0.78 |
Martin ratioReturn relative to average drawdown | 3.17 | 3.82 | -0.65 |
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 | PQTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.39 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.45 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.41 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.47 | -0.16 |
Correlation
The correlation between PMJIX and PQTIX 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. PQTIX - Dividend Comparison
PMJIX's dividend yield for the trailing twelve months is around 3.18%, while PQTIX 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% |
PQTIX PIMCO TRENDS Managed Futures Strategy Fund Institutional Class | 0.00% | 0.00% | 0.00% | 0.00% | 14.83% | 2.47% | 5.65% | 2.55% | 0.39% | 0.25% | 0.00% | 8.06% |
Drawdowns
PMJIX vs. PQTIX - Drawdown Comparison
The maximum PMJIX drawdown since its inception was -49.75%, which is greater than PQTIX's maximum drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for PMJIX and PQTIX.
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Drawdown Indicators
| PMJIX | PQTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.75% | -27.65% | -22.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.85% | -7.97% | -6.88% |
Max Drawdown (5Y)Largest decline over 5 years | -49.75% | -27.65% | -22.10% |
Max Drawdown (10Y)Largest decline over 10 years | -49.75% | -27.65% | -22.10% |
Current DrawdownCurrent decline from peak | -11.67% | -12.38% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -9.23% | -7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.26% | +0.42% |
Volatility
PMJIX vs. PQTIX - Volatility Comparison
PIMCO RAE US Small Fund (PMJIX) has a higher volatility of 4.81% compared to PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX) at 3.59%. This indicates that PMJIX's price experiences larger fluctuations and is considered to be riskier than PQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMJIX | PQTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 3.59% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 6.76% | +5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 8.79% | +13.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.62% | 9.86% | +29.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.08% | 9.38% | +23.70% |