PortfoliosLab logoPortfoliosLab logo
POAAX vs. PLIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POAAX vs. PLIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Portfolio Optimization Conservative (POAAX) and Pacific Funds Core Income (PLIIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

POAAX vs. PLIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POAAX
Pacific Funds Portfolio Optimization Conservative
-1.64%9.54%6.07%9.40%-15.03%3.96%10.82%12.14%-4.18%7.80%
PLIIX
Pacific Funds Core Income
-0.63%7.38%2.85%8.23%-12.16%-0.13%8.71%11.31%-1.64%5.13%

Returns By Period

In the year-to-date period, POAAX achieves a -1.64% return, which is significantly lower than PLIIX's -0.63% return. Over the past 10 years, POAAX has outperformed PLIIX with an annualized return of 3.77%, while PLIIX has yielded a comparatively lower 2.91% annualized return.


POAAX

1D
0.20%
1M
-3.69%
YTD
-1.64%
6M
-0.39%
1Y
6.86%
3Y*
6.61%
5Y*
2.04%
10Y*
3.77%

PLIIX

1D
0.52%
1M
-2.03%
YTD
-0.63%
6M
0.37%
1Y
4.42%
3Y*
4.53%
5Y*
1.36%
10Y*
2.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


POAAX vs. PLIIX - Expense Ratio Comparison

POAAX has a 0.60% expense ratio, which is higher than PLIIX's 0.55% expense ratio.


Return for Risk

POAAX vs. PLIIX — Risk / Return Rank

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

POAAX
POAAX Risk / Return Rank: 6868
Overall Rank
POAAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
POAAX Sortino Ratio Rank: 6868
Sortino Ratio Rank
POAAX Omega Ratio Rank: 6565
Omega Ratio Rank
POAAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
POAAX Martin Ratio Rank: 7171
Martin Ratio Rank

PLIIX
PLIIX Risk / Return Rank: 6767
Overall Rank
PLIIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PLIIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PLIIX Omega Ratio Rank: 5151
Omega Ratio Rank
PLIIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PLIIX Martin Ratio Rank: 6969
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.

POAAX vs. PLIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Portfolio Optimization Conservative (POAAX) and Pacific Funds Core Income (PLIIX). 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.


POAAXPLIIXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.15

+0.08

Sortino ratio

Return per unit of downside risk

1.73

1.66

+0.08

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.60

2.01

-0.41

Martin ratio

Return relative to average drawdown

6.70

6.56

+0.14

POAAX vs. PLIIX - Sharpe Ratio Comparison

The current POAAX Sharpe Ratio is 1.23, which is comparable to the PLIIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of POAAX and PLIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


POAAXPLIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.15

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.26

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.65

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.90

-0.19

Correlation

The correlation between POAAX and PLIIX is 0.45, 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

POAAX vs. PLIIX - Dividend Comparison

POAAX's dividend yield for the trailing twelve months is around 3.90%, less than PLIIX's 4.37% yield.


TTM20252024202320222021202020192018201720162015
POAAX
Pacific Funds Portfolio Optimization Conservative
3.90%3.84%4.24%3.39%6.99%4.14%2.89%2.04%12.02%2.18%1.28%3.64%
PLIIX
Pacific Funds Core Income
4.37%4.81%4.94%4.27%3.32%4.29%3.04%3.07%3.50%2.90%2.96%3.32%

Drawdowns

POAAX vs. PLIIX - Drawdown Comparison

The maximum POAAX drawdown since its inception was -20.48%, which is greater than PLIIX's maximum drawdown of -16.99%. Use the drawdown chart below to compare losses from any high point for POAAX and PLIIX.


Loading graphics...

Drawdown Indicators


POAAXPLIIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.48%

-16.99%

-3.49%

Max Drawdown (1Y)

Largest decline over 1 year

-4.23%

-2.54%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

-16.99%

-3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-20.48%

-16.99%

-3.49%

Current Drawdown

Current decline from peak

-3.69%

-2.03%

-1.66%

Average Drawdown

Average peak-to-trough decline

-2.82%

-2.33%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.78%

+0.23%

Volatility

POAAX vs. PLIIX - Volatility Comparison

Pacific Funds Portfolio Optimization Conservative (POAAX) has a higher volatility of 2.15% compared to Pacific Funds Core Income (PLIIX) at 1.53%. This indicates that POAAX's price experiences larger fluctuations and is considered to be riskier than PLIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


POAAXPLIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

1.53%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.33%

2.37%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

3.99%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

5.19%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.43%

4.51%

+1.92%