POEAX vs. USXF
Compare and contrast key facts about Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) and iShares ESG Advanced MSCI USA ETF (USXF).
POEAX is managed by Pacific Funds Series Trust. It was launched on Dec 30, 2003. USXF is a passively managed fund by iShares that tracks the performance of the MSCI USA Choice ESG Screened Index. It was launched on Jun 16, 2020.
Performance
POEAX vs. USXF - Performance Comparison
Loading graphics...
POEAX vs. USXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
POEAX Pacific Funds Portfolio Optimization Aggressive-Growth | -1.83% | 16.66% | 15.13% | 18.53% | -21.24% | 18.82% | 23.53% |
USXF iShares ESG Advanced MSCI USA ETF | -3.09% | 16.97% | 26.16% | 31.65% | -21.20% | 27.14% | 24.04% |
Returns By Period
In the year-to-date period, POEAX achieves a -1.83% return, which is significantly higher than USXF's -3.09% 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%
USXF
- 1D
- 0.87%
- 1M
- -4.43%
- YTD
- -3.09%
- 6M
- -2.62%
- 1Y
- 20.17%
- 3Y*
- 20.28%
- 5Y*
- 11.92%
- 10Y*
- —
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. USXF - Expense Ratio Comparison
POEAX has a 0.60% expense ratio, which is higher than USXF's 0.10% expense ratio.
Return for Risk
POEAX vs. USXF — Risk / Return Rank
POEAX
USXF
POEAX vs. USXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) and iShares ESG Advanced MSCI USA ETF (USXF). 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.
| POEAX | USXF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.96 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.46 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.71 | -0.16 |
Martin ratioReturn relative to average drawdown | 7.46 | 6.85 | +0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| POEAX | USXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.96 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.62 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.83 | -0.47 |
Correlation
The correlation between POEAX and USXF is 0.90, 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
POEAX vs. USXF - Dividend Comparison
POEAX's dividend yield for the trailing twelve months is around 7.87%, more than USXF's 1.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
USXF iShares ESG Advanced MSCI USA ETF | 1.00% | 0.93% | 1.00% | 1.21% | 1.39% | 0.86% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
POEAX vs. USXF - Drawdown Comparison
The maximum POEAX drawdown since its inception was -57.49%, which is greater than USXF's maximum drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for POEAX and USXF.
Loading graphics...
Drawdown Indicators
| POEAX | USXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -29.54% | -27.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -11.99% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -29.40% | -29.54% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -35.88% | — | — |
Current DrawdownCurrent decline from peak | -6.04% | -6.20% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -6.57% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 3.00% | -0.55% |
Volatility
POEAX vs. USXF - Volatility Comparison
The current volatility for Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) is 5.59%, while iShares ESG Advanced MSCI USA ETF (USXF) has a volatility of 6.68%. This indicates that POEAX experiences smaller price fluctuations and is considered to be less risky than USXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| POEAX | USXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 6.68% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 12.80% | -3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 21.21% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.08% | 19.42% | +5.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 19.21% | +2.33% |