PortfoliosLab logoPortfoliosLab logo
PVQNX vs. PMJIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PVQNX vs. PMJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RealPath Blend 2045 Fund (PVQNX) and PIMCO RAE US Small Fund (PMJIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PVQNX achieves a 10.56% return, which is significantly lower than PMJIX's 20.98% return. Over the past 10 years, PVQNX has underperformed PMJIX with an annualized return of 11.01%, while PMJIX has yielded a comparatively higher 13.93% annualized return.


PVQNX

1D
0.46%
1M
-0.60%
6M
10.56%
YTD
10.56%
1Y
21.32%
3Y*
16.85%
5Y*
9.20%
10Y*
11.01%

PMJIX

1D
-0.14%
1M
2.93%
6M
20.98%
YTD
20.98%
1Y
32.64%
3Y*
20.96%
5Y*
11.18%
10Y*
13.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PVQNX vs. PMJIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PVQNX
PIMCO RealPath Blend 2045 Fund
10.56%19.82%13.19%19.01%-17.27%17.71%13.93%24.43%-7.44%19.64%
PMJIX
PIMCO RAE US Small Fund
20.98%5.11%22.05%19.77%-4.62%39.15%6.95%20.22%-11.69%9.22%

Correlation

The correlation between PVQNX and PMJIX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2015

0.78

The correlation between PVQNX and PMJIX has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

PVQNX vs. PMJIX — Risk / Return Rank

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

PVQNX
PVQNX Risk / Return Rank: 6868
Overall Rank
PVQNX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PVQNX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PVQNX Omega Ratio Rank: 6868
Omega Ratio Rank
PVQNX Calmar Ratio Rank: 6565
Calmar Ratio Rank
PVQNX Martin Ratio Rank: 7474
Martin Ratio Rank

PMJIX
PMJIX Risk / Return Rank: 7979
Overall Rank
PMJIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PMJIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
PMJIX Omega Ratio Rank: 6464
Omega Ratio Rank
PMJIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PMJIX Martin Ratio Rank: 8888
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.

PVQNX vs. PMJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RealPath Blend 2045 Fund (PVQNX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PVQNXPMJIXDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

2.62

4.68

-2.06

Martin ratioReturn relative to average drawdown

11.32

13.83

-2.51

PVQNX vs. PMJIX - Sharpe Ratio Comparison

The current PVQNX Sharpe Ratio is 1.95, which is comparable to the PMJIX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of PVQNX and PMJIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PVQNX vs. PMJIX - Drawdown Comparison

The maximum PVQNX drawdown since its inception was -30.68%, smaller than the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PVQNX and PMJIX.


Loading charts...

Drawdown Indicators


PVQNXPMJIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-49.75%

+19.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-7.62%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-13.61%

-26.04%

+12.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.30%

-49.75%

+24.45%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

-49.75%

+19.07%

Current Drawdown

Current decline from peak

-0.95%

-0.50%

-0.45%

Average Drawdown

Average peak-to-trough decline

-4.59%

-16.12%

+11.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.57%

-0.67%

Volatility

PVQNX vs. PMJIX - Volatility Comparison

PIMCO RealPath Blend 2045 Fund (PVQNX) and PIMCO RAE US Small Fund (PMJIX) have volatilities of 4.65% and 4.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PVQNXPMJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

4.79%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

11.93%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

11.08%

17.22%

-6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

39.44%

-25.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

33.05%

-18.82%

PVQNX vs. PMJIX - Expense Ratio Comparison

PVQNX has a 0.06% expense ratio, which is lower than PMJIX's 0.50% expense ratio.


Dividends

PVQNX vs. PMJIX - Dividend Comparison

PVQNX's dividend yield for the trailing twelve months is around 4.75%, more than PMJIX's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
PMJIX
PIMCO RAE US Small Fund
2.61%3.15%3.26%1.25%9.91%65.79%9.46%1.55%7.65%4.69%1.24%1.67%
PVQNX
PIMCO RealPath Blend 2045 Fund
4.75%4.23%4.22%2.37%2.62%5.08%1.41%3.82%6.65%2.10%2.43%2.18%

Frequently Asked Questions


PVQNX and PMJIX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PMJIX has higher volatility (4.79%) compared to PVQNX (4.65%). In terms of maximum drawdown, PVQNX dropped -30.68% vs PMJIX's -49.75%.

PMJIX currently has the higher Sharpe Ratio (2.07 vs 1.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PVQNX and PMJIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer