PMZIX vs. SCFZX
Compare and contrast key facts about PIMCO Mortgage Opportunities and Bond Fund (PMZIX) and PGIM Securitized Credit Fund (SCFZX).
PMZIX is managed by PIMCO. It was launched on Oct 21, 2012. SCFZX is managed by PGIM. It was launched on Jun 30, 2019.
Performance
PMZIX vs. SCFZX - Performance Comparison
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PMZIX vs. SCFZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PMZIX PIMCO Mortgage Opportunities and Bond Fund | -0.31% | 8.50% | 5.74% | 7.03% | -8.00% | 2.42% | 5.44% | 2.12% |
SCFZX PGIM Securitized Credit Fund | 0.60% | 5.75% | 9.41% | 8.67% | -0.84% | 5.27% | -0.33% | 1.73% |
Returns By Period
In the year-to-date period, PMZIX achieves a -0.31% return, which is significantly lower than SCFZX's 0.60% 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%
SCFZX
- 1D
- 0.00%
- 1M
- -0.31%
- YTD
- 0.60%
- 6M
- 2.11%
- 1Y
- 5.31%
- 3Y*
- 7.45%
- 5Y*
- 5.17%
- 10Y*
- —
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PMZIX vs. SCFZX - Expense Ratio Comparison
PMZIX has a 0.60% expense ratio, which is lower than SCFZX's 0.65% expense ratio.
Return for Risk
PMZIX vs. SCFZX — Risk / Return Rank
PMZIX
SCFZX
PMZIX vs. SCFZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Mortgage Opportunities and Bond Fund (PMZIX) and PGIM Securitized Credit Fund (SCFZX). 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.
| PMZIX | SCFZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 3.52 | -1.96 |
Sortino ratioReturn per unit of downside risk | 2.47 | 9.84 | -7.37 |
Omega ratioGain probability vs. loss probability | 1.31 | 3.61 | -2.29 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 6.24 | -3.79 |
Martin ratioReturn relative to average drawdown | 8.69 | 25.35 | -16.65 |
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
| PMZIX | SCFZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 3.52 | -1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 2.74 | -2.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 1.31 | -0.09 |
Correlation
The correlation between PMZIX and SCFZX is 0.17, 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
PMZIX vs. SCFZX - Dividend Comparison
PMZIX's dividend yield for the trailing twelve months is around 5.20%, more than SCFZX's 4.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCFZX PGIM Securitized Credit Fund | 4.75% | 5.25% | 6.55% | 5.58% | 4.97% | 2.56% | 3.08% | 2.43% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PMZIX vs. SCFZX - Drawdown Comparison
The maximum PMZIX drawdown since its inception was -10.44%, smaller than the maximum SCFZX drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for PMZIX and SCFZX.
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Drawdown Indicators
| PMZIX | SCFZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.44% | -17.20% | +6.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.42% | -0.93% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -10.44% | -4.13% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -10.44% | — | — |
Current DrawdownCurrent decline from peak | -1.89% | -0.31% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -1.19% | -1.09% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 0.23% | +0.45% |
Volatility
PMZIX vs. SCFZX - Volatility Comparison
PIMCO Mortgage Opportunities and Bond Fund (PMZIX) has a higher volatility of 1.26% compared to PGIM Securitized Credit Fund (SCFZX) at 0.22%. This indicates that PMZIX's price experiences larger fluctuations and is considered to be riskier than SCFZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMZIX | SCFZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 0.22% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 1.03% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.61% | 1.65% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.79% | 1.90% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.19% | 3.38% | -0.19% |