PMJIX vs. VSMAX
Compare and contrast key facts about PIMCO RAE US Small Fund (PMJIX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
PMJIX is managed by PIMCO. It was launched on Jun 5, 2015. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMJIX or VSMAX.
Key characteristics
| PMJIX | VSMAX | |
|---|---|---|
| YTD Return | 25.96% | 19.28% |
| 1Y Return | 39.90% | 33.59% |
| 3Y Return (Ann) | -8.72% | 3.58% |
| 5Y Return (Ann) | 3.31% | 11.04% |
| Sharpe Ratio | 2.43 | 2.25 |
| Sortino Ratio | 3.40 | 3.14 |
| Omega Ratio | 1.42 | 1.39 |
| Calmar Ratio | 0.96 | 2.19 |
| Martin Ratio | 16.08 | 12.85 |
| Ulcer Index | 2.84% | 3.08% |
| Daily Std Dev | 18.77% | 17.62% |
| Max Drawdown | -53.73% | -59.68% |
| Current Drawdown | -25.27% | -1.67% |
Correlation
The correlation between PMJIX and VSMAX is 0.92, 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. VSMAX - Performance Comparison
In the year-to-date period, PMJIX achieves a 25.96% return, which is significantly higher than VSMAX's 19.28% 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. VSMAX - Expense Ratio Comparison
PMJIX has a 0.50% expense ratio, which is higher than VSMAX's 0.05% expense ratio.
Risk-Adjusted Performance
PMJIX vs. VSMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Small Fund (PMJIX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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. VSMAX - Dividend Comparison
PMJIX's dividend yield for the trailing twelve months is around 1.20%, less than VSMAX's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMJIX PIMCO RAE US Small Fund | 1.20% | 1.51% | 1.41% | 2.08% | 1.56% | 1.55% | 0.92% | 1.43% | 1.24% | 0.41% | 0.00% | 0.00% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.31% | 1.55% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
Drawdowns
PMJIX vs. VSMAX - Drawdown Comparison
The maximum PMJIX drawdown since its inception was -53.73%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for PMJIX and VSMAX. For additional features, visit the drawdowns tool.
Volatility
PMJIX vs. VSMAX - Volatility Comparison
PIMCO RAE US Small Fund (PMJIX) has a higher volatility of 6.61% compared to Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) at 5.51%. This indicates that PMJIX's price experiences larger fluctuations and is considered to be riskier than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.