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PMZIX vs. PONAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMZIX vs. PONAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Mortgage Opportunities and Bond Fund (PMZIX) and PIMCO Income Fund Class A (PONAX). The values are adjusted to include any dividend payments, if applicable.

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PMZIX vs. PONAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMZIX
PIMCO Mortgage Opportunities and Bond Fund
-0.31%8.50%5.74%7.03%-8.00%2.42%5.44%5.04%1.55%5.50%
PONAX
PIMCO Income Fund Class A
-1.42%10.63%5.02%8.96%-9.34%2.21%5.40%7.65%0.21%8.19%

Returns By Period

In the year-to-date period, PMZIX achieves a -0.31% return, which is significantly higher than PONAX's -1.42% return. Over the past 10 years, PMZIX has underperformed PONAX with an annualized return of 3.59%, while PONAX has yielded a comparatively higher 4.25% annualized return.


PMZIX

1D
0.43%
1M
-1.89%
YTD
-0.31%
6M
1.54%
1Y
5.09%
3Y*
6.31%
5Y*
2.81%
10Y*
3.59%

PONAX

1D
0.47%
1M
-3.24%
YTD
-1.42%
6M
0.98%
1Y
5.68%
3Y*
6.79%
5Y*
3.00%
10Y*
4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMZIX vs. PONAX - Expense Ratio Comparison

PMZIX has a 0.60% expense ratio, which is lower than PONAX's 1.02% expense ratio.


Return for Risk

PMZIX vs. PONAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PMZIX
PMZIX Risk / Return Rank: 8585
Overall Rank
PMZIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PMZIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PMZIX Omega Ratio Rank: 8181
Omega Ratio Rank
PMZIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PMZIX Martin Ratio Rank: 8585
Martin Ratio Rank

PONAX
PONAX Risk / Return Rank: 7878
Overall Rank
PONAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PONAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PONAX Omega Ratio Rank: 7474
Omega Ratio Rank
PONAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PONAX Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PMZIX vs. PONAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Mortgage Opportunities and Bond Fund (PMZIX) and PIMCO Income Fund Class A (PONAX). 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.


PMZIXPONAXDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.48

+0.09

Sortino ratio

Return per unit of downside risk

2.47

2.11

+0.36

Omega ratio

Gain probability vs. loss probability

1.31

1.28

+0.04

Calmar ratio

Return relative to maximum drawdown

2.45

1.76

+0.69

Martin ratio

Return relative to average drawdown

8.69

7.07

+1.63

PMZIX vs. PONAX - Sharpe Ratio Comparison

The current PMZIX Sharpe Ratio is 1.56, which is comparable to the PONAX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PMZIX and PONAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PMZIXPONAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.48

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.64

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

1.03

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

1.47

-0.25

Correlation

The correlation between PMZIX and PONAX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PMZIX vs. PONAX - Dividend Comparison

PMZIX's dividend yield for the trailing twelve months is around 5.20%, which matches PONAX's 5.20% yield.


TTM20252024202320222021202020192018201720162015
PMZIX
PIMCO Mortgage Opportunities and Bond Fund
5.20%5.84%7.59%6.74%5.87%3.99%3.96%4.38%4.34%3.62%5.24%4.08%
PONAX
PIMCO Income Fund Class A
5.20%5.61%5.86%5.86%4.66%3.62%4.48%5.42%5.24%4.97%5.13%7.45%

Drawdowns

PMZIX vs. PONAX - Drawdown Comparison

The maximum PMZIX drawdown since its inception was -10.44%, smaller than the maximum PONAX drawdown of -13.64%. Use the drawdown chart below to compare losses from any high point for PMZIX and PONAX.


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Drawdown Indicators


PMZIXPONAXDifference

Max Drawdown

Largest peak-to-trough decline

-10.44%

-13.64%

+3.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-3.69%

+1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-10.44%

-13.64%

+3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-10.44%

-13.64%

+3.20%

Current Drawdown

Current decline from peak

-1.89%

-3.24%

+1.35%

Average Drawdown

Average peak-to-trough decline

-1.19%

-1.80%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.92%

-0.24%

Volatility

PMZIX vs. PONAX - Volatility Comparison

The current volatility for PIMCO Mortgage Opportunities and Bond Fund (PMZIX) is 1.26%, while PIMCO Income Fund Class A (PONAX) has a volatility of 1.88%. This indicates that PMZIX experiences smaller price fluctuations and is considered to be less risky than PONAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMZIXPONAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.88%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.13%

2.61%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

4.24%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.79%

4.72%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.19%

4.16%

-0.97%