PortfoliosLab logoPortfoliosLab logo
POEAX vs. PLSRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POEAX vs. PLSRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) and Pacific Funds Strategic Income (PLSRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

POEAX vs. PLSRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POEAX
Pacific Funds Portfolio Optimization Aggressive-Growth
-1.83%16.66%15.13%18.53%-21.24%18.82%16.09%26.91%-9.28%19.17%
PLSRX
Pacific Funds Strategic Income
-1.05%7.40%6.04%11.24%-9.67%3.61%9.82%13.65%-2.64%6.85%

Returns By Period

In the year-to-date period, POEAX achieves a -1.83% return, which is significantly lower than PLSRX's -1.05% return. Over the past 10 years, POEAX has outperformed PLSRX with an annualized return of 9.75%, while PLSRX has yielded a comparatively lower 5.10% annualized return.


POEAX

1D
2.77%
1M
-5.49%
YTD
-1.83%
6M
0.04%
1Y
17.81%
3Y*
13.92%
5Y*
6.34%
10Y*
9.75%

PLSRX

1D
-0.19%
1M
-1.52%
YTD
-1.05%
6M
-0.15%
1Y
5.18%
3Y*
6.48%
5Y*
3.15%
10Y*
5.10%
*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.


POEAX vs. PLSRX - Expense Ratio Comparison

POEAX has a 0.60% expense ratio, which is lower than PLSRX's 0.64% expense ratio.


Return for Risk

POEAX vs. PLSRX — Risk / Return Rank

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

POEAX
POEAX Risk / Return Rank: 5959
Overall Rank
POEAX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
POEAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
POEAX Omega Ratio Rank: 5656
Omega Ratio Rank
POEAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
POEAX Martin Ratio Rank: 7070
Martin Ratio Rank

PLSRX
PLSRX Risk / Return Rank: 8888
Overall Rank
PLSRX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PLSRX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PLSRX Omega Ratio Rank: 8888
Omega Ratio Rank
PLSRX Calmar Ratio Rank: 8787
Calmar Ratio Rank
PLSRX Martin Ratio Rank: 8686
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.

POEAX vs. PLSRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) and Pacific Funds Strategic Income (PLSRX). 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.


POEAXPLSRXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.93

-0.85

Sortino ratio

Return per unit of downside risk

1.62

2.71

-1.09

Omega ratio

Gain probability vs. loss probability

1.24

1.39

-0.15

Calmar ratio

Return relative to maximum drawdown

1.55

2.49

-0.94

Martin ratio

Return relative to average drawdown

7.46

9.82

-2.36

POEAX vs. PLSRX - Sharpe Ratio Comparison

The current POEAX Sharpe Ratio is 1.08, which is lower than the PLSRX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of POEAX and PLSRX, 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


POEAXPLSRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.93

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.80

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

1.15

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.33

-0.97

Correlation

The correlation between POEAX and PLSRX is 0.43, 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

POEAX vs. PLSRX - Dividend Comparison

POEAX's dividend yield for the trailing twelve months is around 7.87%, more than PLSRX's 5.14% yield.


TTM20252024202320222021202020192018201720162015
POEAX
Pacific Funds Portfolio Optimization Aggressive-Growth
7.87%7.73%2.12%1.67%36.10%10.62%3.32%7.91%24.81%4.03%7.09%3.16%
PLSRX
Pacific Funds Strategic Income
5.14%5.67%5.97%5.17%4.73%4.10%3.84%4.32%4.74%3.87%4.14%4.71%

Drawdowns

POEAX vs. PLSRX - Drawdown Comparison

The maximum POEAX drawdown since its inception was -57.49%, which is greater than PLSRX's maximum drawdown of -19.88%. Use the drawdown chart below to compare losses from any high point for POEAX and PLSRX.


Loading graphics...

Drawdown Indicators


POEAXPLSRXDifference

Max Drawdown

Largest peak-to-trough decline

-57.49%

-19.88%

-37.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-2.14%

-9.65%

Max Drawdown (5Y)

Largest decline over 5 years

-29.40%

-13.71%

-15.69%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

-19.88%

-16.00%

Current Drawdown

Current decline from peak

-6.04%

-2.05%

-3.99%

Average Drawdown

Average peak-to-trough decline

-8.87%

-1.76%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

0.54%

+1.91%

Volatility

POEAX vs. PLSRX - Volatility Comparison

Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) has a higher volatility of 5.59% compared to Pacific Funds Strategic Income (PLSRX) at 1.21%. This indicates that POEAX's price experiences larger fluctuations and is considered to be riskier than PLSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


POEAXPLSRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

1.21%

+4.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

1.69%

+7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

2.74%

+14.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.08%

3.97%

+21.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

4.45%

+17.09%