PSDIX vs. PMJIX
Compare and contrast key facts about PIMCO Short Duration Municipal Income Fund (PSDIX) and PIMCO RAE US Small Fund (PMJIX).
PSDIX is managed by PIMCO. It was launched on Aug 30, 1999. PMJIX is managed by PIMCO. It was launched on Jun 5, 2015.
Performance
PSDIX vs. PMJIX - Performance Comparison
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PSDIX vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSDIX PIMCO Short Duration Municipal Income Fund | 0.17% | 5.63% | 3.46% | 4.26% | -2.67% | 0.35% | 2.89% | 3.72% | 1.43% | 2.31% |
PMJIX PIMCO RAE US Small Fund | -0.95% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
Returns By Period
In the year-to-date period, PSDIX achieves a 0.17% return, which is significantly higher than PMJIX's -0.95% return. Over the past 10 years, PSDIX has underperformed PMJIX with an annualized return of 2.05%, while PMJIX has yielded a comparatively higher 12.04% annualized return.
PSDIX
- 1D
- 0.12%
- 1M
- -0.95%
- YTD
- 0.17%
- 6M
- 1.02%
- 1Y
- 4.12%
- 3Y*
- 4.02%
- 5Y*
- 2.19%
- 10Y*
- 2.05%
PMJIX
- 1D
- -1.12%
- 1M
- -6.04%
- YTD
- -0.95%
- 6M
- 1.54%
- 1Y
- 13.70%
- 3Y*
- 14.79%
- 5Y*
- 9.83%
- 10Y*
- 12.04%
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PSDIX vs. PMJIX - Expense Ratio Comparison
PSDIX has a 0.33% expense ratio, which is lower than PMJIX's 0.50% expense ratio.
Return for Risk
PSDIX vs. PMJIX — Risk / Return Rank
PSDIX
PMJIX
PSDIX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Short Duration Municipal Income Fund (PSDIX) and PIMCO RAE US Small Fund (PMJIX). 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.
| PSDIX | PMJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 0.63 | +1.64 |
Sortino ratioReturn per unit of downside risk | 3.54 | 1.03 | +2.50 |
Omega ratioGain probability vs. loss probability | 1.89 | 1.14 | +0.75 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 0.79 | +1.87 |
Martin ratioReturn relative to average drawdown | 12.52 | 3.17 | +9.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSDIX | PMJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 0.63 | +1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.20 | 0.25 | +0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.18 | 0.37 | +0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.32 | +0.46 |
Correlation
The correlation between PSDIX and PMJIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
PSDIX vs. PMJIX - Dividend Comparison
PSDIX's dividend yield for the trailing twelve months is around 3.30%, more than PMJIX's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSDIX PIMCO Short Duration Municipal Income Fund | 3.30% | 4.35% | 3.88% | 2.69% | 1.24% | 1.06% | 1.43% | 2.10% | 1.90% | 1.57% | 1.23% | 1.28% |
PMJIX PIMCO RAE US Small Fund | 3.18% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Drawdowns
PSDIX vs. PMJIX - Drawdown Comparison
The maximum PSDIX drawdown since its inception was -19.27%, smaller than the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PSDIX and PMJIX.
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Drawdown Indicators
| PSDIX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.27% | -49.75% | +30.48% |
Max Drawdown (1Y)Largest decline over 1 year | -1.80% | -14.85% | +13.05% |
Max Drawdown (5Y)Largest decline over 5 years | -5.00% | -49.75% | +44.75% |
Max Drawdown (10Y)Largest decline over 10 years | -5.00% | -49.75% | +44.75% |
Current DrawdownCurrent decline from peak | -0.95% | -11.67% | +10.72% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -16.44% | +14.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 3.68% | -3.30% |
Volatility
PSDIX vs. PMJIX - Volatility Comparison
The current volatility for PIMCO Short Duration Municipal Income Fund (PSDIX) is 0.37%, while PIMCO RAE US Small Fund (PMJIX) has a volatility of 4.81%. This indicates that PSDIX experiences smaller price fluctuations and is considered to be less risky than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSDIX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.37% | 4.81% | -4.44% |
Volatility (6M)Calculated over the trailing 6-month period | 0.92% | 12.39% | -11.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.13% | 22.25% | -20.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.84% | 39.62% | -37.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.75% | 33.08% | -31.33% |