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PSDIX vs. PONPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSDIX vs. PONPX - Performance Comparison

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

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PSDIX vs. PONPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

In the year-to-date period, PSDIX achieves a 0.17% return, which is significantly higher than PONPX's -1.37% return. Over the past 10 years, PSDIX has underperformed PONPX with an annualized return of 2.05%, while PONPX has yielded a comparatively higher 4.55% 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSDIX vs. PONPX - Expense Ratio Comparison

PSDIX has a 0.33% expense ratio, which is lower than PONPX's 0.72% expense ratio.


Return for Risk

PSDIX vs. PONPX — Risk / Return Rank

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

PSDIX
PSDIX Risk / Return Rank: 9595
Overall Rank
PSDIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PSDIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PSDIX Omega Ratio Rank: 9898
Omega Ratio Rank
PSDIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PSDIX Martin Ratio Rank: 9494
Martin Ratio Rank

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
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.

PSDIX vs. PONPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Short Duration Municipal Income Fund (PSDIX) and PIMCO Income Fund Class I-2 (PONPX). 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.


PSDIXPONPXDifference

Sharpe ratio

Return per unit of total volatility

2.27

1.54

+0.73

Sortino ratio

Return per unit of downside risk

3.54

2.21

+1.33

Omega ratio

Gain probability vs. loss probability

1.89

1.29

+0.60

Calmar ratio

Return relative to maximum drawdown

2.66

1.84

+0.81

Martin ratio

Return relative to average drawdown

12.52

7.43

+5.08

PSDIX vs. PONPX - Sharpe Ratio Comparison

The current PSDIX Sharpe Ratio is 2.27, which is higher than the PONPX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of PSDIX and PONPX, 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


PSDIXPONPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

1.54

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.70

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.18

1.09

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

1.82

-1.04

Correlation

The correlation between PSDIX and PONPX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PSDIX vs. PONPX - Dividend Comparison

PSDIX's dividend yield for the trailing twelve months is around 3.30%, less than PONPX's 5.48% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

PSDIX vs. PONPX - Drawdown Comparison

The maximum PSDIX drawdown since its inception was -19.27%, which is greater than PONPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for PSDIX and PONPX.


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Drawdown Indicators


PSDIXPONPXDifference

Max Drawdown

Largest peak-to-trough decline

-19.27%

-13.41%

-5.86%

Max Drawdown (1Y)

Largest decline over 1 year

-1.80%

-3.69%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-5.00%

-13.41%

+8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-5.00%

-13.41%

+8.41%

Current Drawdown

Current decline from peak

-0.95%

-3.24%

+2.29%

Average Drawdown

Average peak-to-trough decline

-2.02%

-1.44%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.92%

-0.54%

Volatility

PSDIX vs. PONPX - Volatility Comparison

The current volatility for PIMCO Short Duration Municipal Income Fund (PSDIX) is 0.37%, while PIMCO Income Fund Class I-2 (PONPX) has a volatility of 1.88%. This indicates that PSDIX experiences smaller price fluctuations and is considered to be less risky than PONPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSDIXPONPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

1.88%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

2.64%

-1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

2.13%

4.27%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.84%

4.75%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.75%

4.19%

-2.44%