PXTIX vs. DDVCX

Last updated Jun 4, 2026

PXTIX (PIMCO RAE PLUS Fund) and DDVCX (Nomura Value Fund Class C) are both Large Cap Value Equities funds. Over the past 10 years, PXTIX returned 14.50%/yr vs 6.74%/yr for DDVCX. Their correlation of 0.89 suggests significant overlap in exposure. PXTIX charges 0.80%/yr vs 1.72%/yr for DDVCX.

Performance

PXTIX vs. DDVCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE PLUS Fund (PXTIX) and Nomura Value Fund Class C (DDVCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PXTIX achieves a 20.74% return, which is significantly higher than DDVCX's 5.42% return. Over the past 10 years, PXTIX has outperformed DDVCX with an annualized return of 14.50%, while DDVCX has yielded a comparatively lower 6.74% annualized return.

PXTIX

• 1D: 0.66%
• 1M: 6.88%
• YTD: 20.74%
• 6M: 19.51%
• 1Y: 42.47%
• 3Y*: 26.33%
• 5Y*: 13.87%
• 10Y*: 14.50%

DDVCX

• 1D: 0.56%
• 1M: -0.48%
• YTD: 5.42%
• 6M: 6.07%
• 1Y: 16.61%
• 3Y*: 9.22%
• 5Y*: 4.37%
• 10Y*: 6.74%

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

PXTIX vs. DDVCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PXTIX PIMCO RAE PLUS Fund	20.74%	20.59%	17.25%	18.55%	-8.62%	27.45%	4.32%	26.57%	-8.04%	19.31%
DDVCX Nomura Value Fund Class C	5.42%	9.95%	5.68%	1.06%	-4.57%	20.87%	-0.63%	19.33%	-3.92%	12.51%

Correlation

The correlation between PXTIX and DDVCX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jan 4, 2006	0.89

The correlation between PXTIX and DDVCX shifts across timeframes, from 0.79 (3 years) to 0.89 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PXTIX vs. DDVCX — Risk / Return Rank

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

PXTIX

PXTIX Risk / Return Rank: 93
PXTIX Sharpe Ratio Rank: 95
PXTIX Sortino Ratio Rank: 92
PXTIX Omega Ratio Rank: 87
PXTIX Calmar Ratio Rank: 97
PXTIX Martin Ratio Rank: 96

DDVCX

DDVCX Risk / Return Rank: 26
DDVCX Sharpe Ratio Rank: 26
DDVCX Sortino Ratio Rank: 26
DDVCX Omega Ratio Rank: 24
DDVCX Calmar Ratio Rank: 29
DDVCX Martin Ratio Rank: 24

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.

PXTIX vs. DDVCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS Fund (PXTIX) and Nomura Value Fund Class C (DDVCX). 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.

	PXTIX	DDVCX	Difference
Sharpe ratio: Return per unit of total volatility	3.39	1.45	+1.94
Sortino ratio: Return per unit of downside risk	4.64	2.14	+2.50
Omega ratio: Gain probability vs. loss probability	1.60	1.26	+0.34
Calmar ratio: Return relative to maximum drawdown	7.05	2.01	+5.04
Martin ratio: Return relative to average drawdown	24.20	5.88	+18.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PXTIX vs. DDVCX - Sharpe Ratio Comparison

The current PXTIX Sharpe Ratio is 3.39, which is higher than the DDVCX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of PXTIX and DDVCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PXTIX	DDVCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.39	1.45	+1.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.30	+0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.40	+0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.38	+0.25

Drawdowns

PXTIX vs. DDVCX - Drawdown Comparison

The maximum PXTIX drawdown since its inception was -59.22%, which is greater than DDVCX's maximum drawdown of -54.29%. Use the drawdown chart below to compare losses from any high point for PXTIX and DDVCX.

Drawdown Indicators

	PXTIX	DDVCX	Difference
Max Drawdown Largest peak-to-trough decline	-59.22%	-54.29%	-4.93%
Max Drawdown (1Y) Largest decline over 1 year	-6.30%	-8.59%	+2.29%
Max Drawdown (3Y) Largest decline over 3 years	-19.08%	-18.71%	-0.37%
Max Drawdown (5Y) Largest decline over 5 years	-22.90%	-18.71%	-4.19%
Max Drawdown (10Y) Largest decline over 10 years	-44.16%	-37.60%	-6.56%
Current Drawdown Current decline from peak	0.00%	-4.39%	+4.39%
Average Drawdown Average peak-to-trough decline	-6.13%	-9.04%	+2.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	2.93%	-1.10%

Volatility

PXTIX vs. DDVCX - Volatility Comparison

PIMCO RAE PLUS Fund (PXTIX) and Nomura Value Fund Class C (DDVCX) have volatilities of 3.05% and 3.08%, 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.

Volatility by Period

	PXTIX	DDVCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.05%	3.08%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	9.28%	8.89%	+0.39%
Volatility (1Y) Calculated over the trailing 1-year period	13.10%	11.93%	+1.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.46%	14.56%	+2.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.37%	17.07%	+2.30%

PXTIX vs. DDVCX - Expense Ratio Comparison

PXTIX has a 0.80% expense ratio, which is lower than DDVCX's 1.72% expense ratio.

Dividends

PXTIX vs. DDVCX - Dividend Comparison

PXTIX's dividend yield for the trailing twelve months is around 4.90%, less than DDVCX's 25.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DDVCX Nomura Value Fund Class C	25.08%	26.55%	30.88%	10.78%	9.46%	23.96%	1.92%	4.13%	5.29%	3.08%	1.57%	1.97%
PXTIX PIMCO RAE PLUS Fund	4.90%	6.65%	12.78%	2.58%	19.25%	17.53%	7.42%	15.90%	14.04%	7.34%	0.00%	6.60%

Frequently Asked Questions

Can I hold both PXTIX and DDVCX in my portfolio?

PXTIX and DDVCX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PXTIX or DDVCX?

DDVCX has higher volatility (3.08%) compared to PXTIX (3.05%). In terms of maximum drawdown, PXTIX dropped -59.22% vs DDVCX's -54.29%.

Which has better risk-adjusted returns?

PXTIX currently has the higher Sharpe Ratio (3.39 vs 1.45), 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.