PMJIX vs. VSIIX
Compare and contrast key facts about PIMCO RAE US Small Fund (PMJIX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX).
PMJIX is managed by PIMCO. It was launched on Jun 5, 2015. VSIIX is managed by Vanguard. It was launched on Dec 7, 1999.
Performance
PMJIX vs. VSIIX - Performance Comparison
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PMJIX vs. VSIIX - 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% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 0.79% | 9.10% | 11.37% | 17.06% | -9.31% | 28.12% | 5.81% | 22.81% | -12.24% | 11.80% |
Returns By Period
In the year-to-date period, PMJIX achieves a -0.95% return, which is significantly lower than VSIIX's 0.79% return. Over the past 10 years, PMJIX has outperformed VSIIX with an annualized return of 12.04%, while VSIIX has yielded a comparatively lower 9.85% 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%
VSIIX
- 1D
- -0.41%
- 1M
- -7.11%
- YTD
- 0.79%
- 6M
- 2.85%
- 1Y
- 16.28%
- 3Y*
- 12.52%
- 5Y*
- 7.36%
- 10Y*
- 9.85%
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PMJIX vs. VSIIX - Expense Ratio Comparison
PMJIX has a 0.50% expense ratio, which is higher than VSIIX's 0.06% expense ratio.
Return for Risk
PMJIX vs. VSIIX — Risk / Return Rank
PMJIX
VSIIX
PMJIX vs. VSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Small Fund (PMJIX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX). 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 | VSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.82 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.28 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.04 | -0.25 |
Martin ratioReturn relative to average drawdown | 3.17 | 4.29 | -1.12 |
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 | VSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.82 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.37 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.45 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.42 | -0.11 |
Correlation
The correlation between PMJIX and VSIIX is 0.95, 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.
Dividends
PMJIX vs. VSIIX - Dividend Comparison
PMJIX's dividend yield for the trailing twelve months is around 3.18%, more than VSIIX's 1.96% yield.
| 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% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.96% | 1.96% | 1.99% | 2.10% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% |
Drawdowns
PMJIX vs. VSIIX - Drawdown Comparison
The maximum PMJIX drawdown since its inception was -49.75%, smaller than the maximum VSIIX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for PMJIX and VSIIX.
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Drawdown Indicators
| PMJIX | VSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.75% | -62.05% | +12.30% |
Max Drawdown (1Y)Largest decline over 1 year | -14.85% | -14.16% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -49.75% | -24.09% | -25.66% |
Max Drawdown (10Y)Largest decline over 10 years | -49.75% | -45.38% | -4.37% |
Current DrawdownCurrent decline from peak | -11.67% | -8.24% | -3.43% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -8.57% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.42% | +0.26% |
Volatility
PMJIX vs. VSIIX - Volatility Comparison
PIMCO RAE US Small Fund (PMJIX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) have volatilities of 4.81% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMJIX | VSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 4.89% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 11.02% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 20.61% | +1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.62% | 19.83% | +19.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.08% | 21.81% | +11.27% |