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PONPX vs. PDIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PONPX vs. PDIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Fund Class I-2 (PONPX) and PIMCO Diversified Income Fund (PDIIX). The values are adjusted to include any dividend payments, if applicable.

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PONPX vs. PDIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PONPX
PIMCO Income Fund Class I-2
-1.37%10.96%5.33%9.24%-9.14%2.51%5.73%7.99%0.53%8.52%
PDIIX
PIMCO Diversified Income Fund
-1.80%10.42%6.38%10.41%-14.70%0.42%6.43%13.05%-0.97%8.87%

Returns By Period

In the year-to-date period, PONPX achieves a -1.37% return, which is significantly higher than PDIIX's -1.80% return. Both investments have delivered pretty close results over the past 10 years, with PONPX having a 4.55% annualized return and PDIIX not far behind at 4.34%.


PONPX

1D
0.47%
1M
-3.24%
YTD
-1.37%
6M
1.11%
1Y
5.97%
3Y*
7.09%
5Y*
3.28%
10Y*
4.55%

PDIIX

1D
0.20%
1M
-3.35%
YTD
-1.80%
6M
0.36%
1Y
6.29%
3Y*
7.47%
5Y*
2.28%
10Y*
4.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PONPX vs. PDIIX - Expense Ratio Comparison

PONPX has a 0.72% expense ratio, which is lower than PDIIX's 0.75% expense ratio.


Return for Risk

PONPX vs. PDIIX — Risk / Return Rank

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

PONPX
PONPX Risk / Return Rank: 8080
Overall Rank
PONPX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PONPX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PONPX Omega Ratio Rank: 7777
Omega Ratio Rank
PONPX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PONPX Martin Ratio Rank: 7777
Martin Ratio Rank

PDIIX
PDIIX Risk / Return Rank: 8484
Overall Rank
PDIIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PDIIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PDIIX Omega Ratio Rank: 8484
Omega Ratio Rank
PDIIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PDIIX Martin Ratio Rank: 8181
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.

PONPX vs. PDIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class I-2 (PONPX) and PIMCO Diversified Income Fund (PDIIX). 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.


PONPXPDIIXDifference

Sharpe ratio

Return per unit of total volatility

1.54

1.72

-0.18

Sortino ratio

Return per unit of downside risk

2.21

2.44

-0.23

Omega ratio

Gain probability vs. loss probability

1.29

1.34

-0.05

Calmar ratio

Return relative to maximum drawdown

1.84

1.90

-0.06

Martin ratio

Return relative to average drawdown

7.43

7.98

-0.55

PONPX vs. PDIIX - Sharpe Ratio Comparison

The current PONPX Sharpe Ratio is 1.54, which is comparable to the PDIIX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of PONPX and PDIIX, 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


PONPXPDIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.72

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.47

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

0.90

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.82

1.20

+0.62

Correlation

The correlation between PONPX and PDIIX is 0.75, 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

PONPX vs. PDIIX - Dividend Comparison

PONPX's dividend yield for the trailing twelve months is around 5.48%, more than PDIIX's 5.14% yield.


TTM20252024202320222021202020192018201720162015
PONPX
PIMCO Income Fund Class I-2
5.48%5.91%6.16%6.11%4.89%3.92%4.78%5.73%5.56%5.27%5.42%7.77%
PDIIX
PIMCO Diversified Income Fund
5.14%5.42%5.21%4.66%3.91%3.65%3.68%5.04%4.46%4.84%4.94%7.68%

Drawdowns

PONPX vs. PDIIX - Drawdown Comparison

The maximum PONPX drawdown since its inception was -13.41%, smaller than the maximum PDIIX drawdown of -21.96%. Use the drawdown chart below to compare losses from any high point for PONPX and PDIIX.


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Drawdown Indicators


PONPXPDIIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.41%

-21.96%

+8.55%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-3.55%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-13.41%

-20.50%

+7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-13.41%

-20.50%

+7.09%

Current Drawdown

Current decline from peak

-3.24%

-3.35%

+0.11%

Average Drawdown

Average peak-to-trough decline

-1.44%

-2.83%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.85%

+0.07%

Volatility

PONPX vs. PDIIX - Volatility Comparison

PIMCO Income Fund Class I-2 (PONPX) has a higher volatility of 1.88% compared to PIMCO Diversified Income Fund (PDIIX) at 1.72%. This indicates that PONPX's price experiences larger fluctuations and is considered to be riskier than PDIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PONPXPDIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

1.72%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

2.52%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

3.97%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.75%

4.93%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.19%

4.86%

-0.67%