POCAX vs. POBAX
Compare and contrast key facts about Pacific Funds Portfolio Optimization Moderate (POCAX) and Pacific Funds Portfolio Optimization Moderate-Conservative (POBAX).
POCAX is managed by Pacific Funds Series Trust. It was launched on Dec 30, 2003. POBAX is managed by Pacific Funds Series Trust. It was launched on Dec 30, 2003.
Performance
POCAX vs. POBAX - Performance Comparison
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POCAX vs. POBAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
POBAX Pacific Funds Portfolio Optimization Moderate-Conservative | -2.60% | 11.53% | 8.17% | 11.33% | -16.92% | 7.64% | 12.39% | 15.64% | -5.83% | 10.46% |
Returns By Period
In the year-to-date period, POCAX achieves a -3.86% return, which is significantly lower than POBAX's -2.60% return. Over the past 10 years, POCAX has outperformed POBAX with an annualized return of 6.87%, while POBAX has yielded a comparatively lower 5.22% annualized return.
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%
POBAX
- 1D
- 0.09%
- 1M
- -4.90%
- YTD
- -2.60%
- 6M
- -0.96%
- 1Y
- 8.63%
- 3Y*
- 8.00%
- 5Y*
- 2.92%
- 10Y*
- 5.22%
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POCAX vs. POBAX - Expense Ratio Comparison
Both POCAX and POBAX have an expense ratio of 0.60%.
Return for Risk
POCAX vs. POBAX — Risk / Return Rank
POCAX
POBAX
POCAX vs. POBAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Portfolio Optimization Moderate (POCAX) and Pacific Funds Portfolio Optimization Moderate-Conservative (POBAX). 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.
| POCAX | POBAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.07 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.54 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.30 | -0.16 |
Martin ratioReturn relative to average drawdown | 5.31 | 5.91 | -0.60 |
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
| POCAX | POBAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.07 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.26 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.53 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.55 | -0.09 |
Correlation
The correlation between POCAX and POBAX is 0.97, 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
POCAX vs. POBAX - Dividend Comparison
POCAX's dividend yield for the trailing twelve months is around 7.67%, more than POBAX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
POBAX Pacific Funds Portfolio Optimization Moderate-Conservative | 3.14% | 3.06% | 3.68% | 2.67% | 13.64% | 6.84% | 2.56% | 2.31% | 20.06% | 3.22% | 4.32% | 5.46% |
Drawdowns
POCAX vs. POBAX - Drawdown Comparison
The maximum POCAX drawdown since its inception was -40.19%, which is greater than POBAX's maximum drawdown of -29.15%. Use the drawdown chart below to compare losses from any high point for POCAX and POBAX.
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Drawdown Indicators
| POCAX | POBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.19% | -29.15% | -11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -6.26% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.92% | -22.33% | -2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -26.59% | -22.33% | -4.26% |
Current DrawdownCurrent decline from peak | -6.47% | -5.06% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -3.61% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.37% | +0.38% |
Volatility
POCAX vs. POBAX - Volatility Comparison
Pacific Funds Portfolio Optimization Moderate (POCAX) has a higher volatility of 3.47% compared to Pacific Funds Portfolio Optimization Moderate-Conservative (POBAX) at 2.74%. This indicates that POCAX's price experiences larger fluctuations and is considered to be riskier than POBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| POCAX | POBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 2.74% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 4.62% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.33% | 8.21% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 11.36% | +5.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.43% | 9.85% | +4.58% |