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POEAX vs. USXF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POEAX vs. USXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) and iShares ESG Advanced MSCI USA ETF (USXF). The values are adjusted to include any dividend payments, if applicable.

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POEAX vs. USXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

USXF
USXF Risk / Return Rank: 5757
Overall Rank
USXF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
USXF Sortino Ratio Rank: 5353
Sortino Ratio Rank
USXF Omega Ratio Rank: 5353
Omega Ratio Rank
USXF Calmar Ratio Rank: 6464
Calmar Ratio Rank
USXF Martin Ratio Rank: 6565
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. 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.


POEAXUSXFDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.96

+0.13

Sortino ratio

Return per unit of downside risk

1.62

1.46

+0.16

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.55

1.71

-0.16

Martin ratio

Return relative to average drawdown

7.46

6.85

+0.61

POEAX vs. USXF - Sharpe Ratio Comparison

The current POEAX Sharpe Ratio is 1.08, which is comparable to the USXF Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of POEAX and USXF, 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


POEAXUSXFDifference

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.


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%
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.


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Drawdown Indicators


POEAXUSXFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.04%

-6.20%

+0.16%

Average Drawdown

Average peak-to-trough decline

-8.87%

-6.57%

-2.30%

Ulcer Index

Depth 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.


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Volatility by Period


POEAXUSXFDifference

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%