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PUCZX vs. PIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUCZX vs. PIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Strategic Bond Fund Class Z (PUCZX) and PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

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PUCZX vs. PIMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PUCZX
PGIM Strategic Bond Fund Class Z
-0.93%8.47%6.46%8.20%-13.74%0.05%6.28%14.89%1.09%7.48%
PIMIX
PIMCO Income Fund Institutional Class
-1.36%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%

Returns By Period

In the year-to-date period, PUCZX achieves a -0.93% return, which is significantly higher than PIMIX's -1.36% return. Both investments have delivered pretty close results over the past 10 years, with PUCZX having a 4.47% annualized return and PIMIX not far ahead at 4.66%.


PUCZX

1D
0.48%
1M
-2.65%
YTD
-0.93%
6M
0.58%
1Y
4.57%
3Y*
6.76%
5Y*
1.92%
10Y*
4.47%

PIMIX

1D
0.47%
1M
-3.24%
YTD
-1.36%
6M
1.15%
1Y
6.07%
3Y*
7.20%
5Y*
3.38%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUCZX vs. PIMIX - Expense Ratio Comparison

Both PUCZX and PIMIX have an expense ratio of 0.62%.


Return for Risk

PUCZX vs. PIMIX — Risk / Return Rank

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

PUCZX
PUCZX Risk / Return Rank: 7272
Overall Rank
PUCZX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PUCZX Sortino Ratio Rank: 7777
Sortino Ratio Rank
PUCZX Omega Ratio Rank: 6565
Omega Ratio Rank
PUCZX Calmar Ratio Rank: 7575
Calmar Ratio Rank
PUCZX Martin Ratio Rank: 6868
Martin Ratio Rank

PIMIX
PIMIX Risk / Return Rank: 8181
Overall Rank
PIMIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7878
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 7878
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.

PUCZX vs. PIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Strategic Bond Fund Class Z (PUCZX) and PIMCO Income Fund Institutional Class (PIMIX). 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.


PUCZXPIMIXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.56

-0.22

Sortino ratio

Return per unit of downside risk

1.93

2.25

-0.31

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

1.74

1.87

-0.13

Martin ratio

Return relative to average drawdown

6.46

7.56

-1.09

PUCZX vs. PIMIX - Sharpe Ratio Comparison

The current PUCZX Sharpe Ratio is 1.34, which is comparable to the PIMIX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of PUCZX and PIMIX, 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


PUCZXPIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.56

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.72

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

1.11

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.56

-0.59

Correlation

The correlation between PUCZX and PIMIX 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

PUCZX vs. PIMIX - Dividend Comparison

PUCZX's dividend yield for the trailing twelve months is around 4.75%, less than PIMIX's 5.57% yield.


TTM20252024202320222021202020192018201720162015
PUCZX
PGIM Strategic Bond Fund Class Z
4.75%5.12%6.40%7.62%5.17%3.65%5.06%8.81%4.56%4.52%6.49%0.00%
PIMIX
PIMCO Income Fund Institutional Class
5.57%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Drawdowns

PUCZX vs. PIMIX - Drawdown Comparison

The maximum PUCZX drawdown since its inception was -18.60%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for PUCZX and PIMIX.


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Drawdown Indicators


PUCZXPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.60%

-13.39%

-5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-3.69%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-18.60%

-13.34%

-5.26%

Max Drawdown (10Y)

Largest decline over 10 years

-18.60%

-13.39%

-5.21%

Current Drawdown

Current decline from peak

-2.65%

-3.24%

+0.59%

Average Drawdown

Average peak-to-trough decline

-3.41%

-1.69%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.92%

-0.08%

Volatility

PUCZX vs. PIMIX - Volatility Comparison

The current volatility for PGIM Strategic Bond Fund Class Z (PUCZX) is 1.62%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.88%. This indicates that PUCZX experiences smaller price fluctuations and is considered to be less risky than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUCZXPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.88%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

2.64%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

4.28%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.59%

4.75%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.69%

4.20%

+0.49%