PortfoliosLab logo
PQIPX vs. SRLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PQIPX and SRLN is 0.45, 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.


Performance

PQIPX vs. SRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Dividend and Income Fund (PQIPX) and SPDR Blackstone Senior Loan ETF (SRLN). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
98.61%
52.20%
PQIPX
SRLN

Key characteristics

Sharpe Ratio

PQIPX:

1.54

SRLN:

1.49

Sortino Ratio

PQIPX:

2.13

SRLN:

2.16

Omega Ratio

PQIPX:

1.32

SRLN:

1.46

Calmar Ratio

PQIPX:

1.75

SRLN:

1.33

Martin Ratio

PQIPX:

8.29

SRLN:

8.08

Ulcer Index

PQIPX:

1.46%

SRLN:

0.70%

Daily Std Dev

PQIPX:

7.88%

SRLN:

3.81%

Max Drawdown

PQIPX:

-33.13%

SRLN:

-22.29%

Current Drawdown

PQIPX:

-0.38%

SRLN:

-0.51%

Returns By Period

In the year-to-date period, PQIPX achieves a 5.68% return, which is significantly higher than SRLN's 0.22% return. Over the past 10 years, PQIPX has outperformed SRLN with an annualized return of 4.91%, while SRLN has yielded a comparatively lower 3.71% annualized return.


PQIPX

YTD

5.68%

1M

6.07%

6M

4.31%

1Y

11.49%

5Y*

12.40%

10Y*

4.91%

SRLN

YTD

0.22%

1M

3.91%

6M

1.37%

1Y

5.45%

5Y*

6.33%

10Y*

3.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PQIPX vs. SRLN - Expense Ratio Comparison

PQIPX has a 0.81% expense ratio, which is higher than SRLN's 0.70% expense ratio.


Risk-Adjusted Performance

PQIPX vs. SRLN — Risk-Adjusted Performance Rank

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

PQIPX
The Risk-Adjusted Performance Rank of PQIPX is 9090
Overall Rank
The Sharpe Ratio Rank of PQIPX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PQIPX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of PQIPX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PQIPX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of PQIPX is 9292
Martin Ratio Rank

SRLN
The Risk-Adjusted Performance Rank of SRLN is 9191
Overall Rank
The Sharpe Ratio Rank of SRLN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SRLN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of SRLN is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SRLN is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SRLN is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PQIPX vs. SRLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Dividend and Income Fund (PQIPX) and SPDR Blackstone Senior Loan ETF (SRLN). 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.


The current PQIPX Sharpe Ratio is 1.54, which is comparable to the SRLN Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of PQIPX and SRLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00December2025FebruaryMarchAprilMay
1.54
1.49
PQIPX
SRLN

Dividends

PQIPX vs. SRLN - Dividend Comparison

PQIPX's dividend yield for the trailing twelve months is around 4.92%, less than SRLN's 8.37% yield.


TTM20242023202220212020201920182017201620152014
PQIPX
PIMCO Dividend and Income Fund
4.92%5.11%4.48%5.51%3.96%2.69%3.79%3.73%2.69%3.46%12.20%6.74%
SRLN
SPDR Blackstone Senior Loan ETF
8.37%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%3.66%

Drawdowns

PQIPX vs. SRLN - Drawdown Comparison

The maximum PQIPX drawdown since its inception was -33.13%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for PQIPX and SRLN. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-0.38%
-0.51%
PQIPX
SRLN

Volatility

PQIPX vs. SRLN - Volatility Comparison

PIMCO Dividend and Income Fund (PQIPX) has a higher volatility of 3.74% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 2.59%. This indicates that PQIPX's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%December2025FebruaryMarchAprilMay
3.74%
2.59%
PQIPX
SRLN