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POAAX vs. POCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POAAX vs. POCAX - Performance Comparison

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

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POAAX vs. POCAX - 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%
POCAX
Pacific Funds Portfolio Optimization Moderate
-3.86%12.91%11.62%13.95%-18.67%11.94%14.65%20.36%-7.41%13.51%

Returns By Period

In the year-to-date period, POAAX achieves a -1.64% return, which is significantly higher than POCAX's -3.86% return. Over the past 10 years, POAAX has underperformed POCAX with an annualized return of 3.77%, while POCAX has yielded a comparatively higher 6.87% 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%

POCAX

1D
-0.09%
1M
-6.09%
YTD
-3.86%
6M
-2.17%
1Y
10.46%
3Y*
9.80%
5Y*
4.08%
10Y*
6.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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POAAX vs. POCAX - Expense Ratio Comparison

Both POAAX and POCAX have an expense ratio of 0.60%.


Return for Risk

POAAX vs. POCAX — 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

POCAX
POCAX Risk / Return Rank: 4949
Overall Rank
POCAX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
POCAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
POCAX Omega Ratio Rank: 4949
Omega Ratio Rank
POCAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
POCAX Martin Ratio Rank: 5555
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. POCAX - Risk-Adjusted Trends Comparison

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


POAAXPOCAXDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.93

+0.30

Sortino ratio

Return per unit of downside risk

1.73

1.37

+0.36

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.60

1.14

+0.46

Martin ratio

Return relative to average drawdown

6.70

5.31

+1.38

POAAX vs. POCAX - Sharpe Ratio Comparison

The current POAAX Sharpe Ratio is 1.23, which is higher than the POCAX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of POAAX and POCAX, 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


POAAXPOCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.93

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.24

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.48

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.46

+0.25

Correlation

The correlation between POAAX and POCAX is 0.86, 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

POAAX vs. POCAX - Dividend Comparison

POAAX's dividend yield for the trailing twelve months is around 3.90%, less than POCAX's 7.67% 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%
POCAX
Pacific Funds Portfolio Optimization Moderate
7.67%7.37%2.97%1.68%22.92%8.62%3.11%5.02%22.38%3.85%5.44%6.68%

Drawdowns

POAAX vs. POCAX - Drawdown Comparison

The maximum POAAX drawdown since its inception was -20.48%, smaller than the maximum POCAX drawdown of -40.19%. Use the drawdown chart below to compare losses from any high point for POAAX and POCAX.


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Drawdown Indicators


POAAXPOCAXDifference

Max Drawdown

Largest peak-to-trough decline

-20.48%

-40.19%

+19.71%

Max Drawdown (1Y)

Largest decline over 1 year

-4.23%

-8.20%

+3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

-24.92%

+4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-20.48%

-26.59%

+6.11%

Current Drawdown

Current decline from peak

-3.69%

-6.47%

+2.78%

Average Drawdown

Average peak-to-trough decline

-2.82%

-4.97%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.75%

-0.74%

Volatility

POAAX vs. POCAX - Volatility Comparison

The current volatility for Pacific Funds Portfolio Optimization Conservative (POAAX) is 2.15%, while Pacific Funds Portfolio Optimization Moderate (POCAX) has a volatility of 3.47%. This indicates that POAAX experiences smaller price fluctuations and is considered to be less risky than POCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POAAXPOCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

3.47%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.33%

6.24%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

11.33%

-5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

16.86%

-9.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.43%

14.43%

-8.00%