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RCS vs. AMFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RCS vs. AMFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Strategic Income Fund (RCS) and AAMA Income Fund (AMFIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RCS achieves a -3.80% return, which is significantly lower than AMFIX's 0.37% return.


RCS

1D
0.57%
1M
-4.55%
YTD
-3.80%
6M
-27.93%
1Y
1.97%
3Y*
7.95%
5Y*
2.04%
10Y*
3.60%

AMFIX

1D
0.00%
1M
0.17%
YTD
0.37%
6M
1.01%
1Y
3.10%
3Y*
3.23%
5Y*
0.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCS vs. AMFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RCS
PIMCO Strategic Income Fund
-3.80%-21.48%37.47%37.60%-18.72%6.33%-16.19%1.62%15.51%-4.16%
AMFIX
AAMA Income Fund
0.37%3.74%3.48%3.84%-6.26%-1.37%2.24%2.47%0.89%-0.44%

Correlation

The correlation between RCS and AMFIX is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.13

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

0.15

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2017

0.06

The correlation between RCS and AMFIX shifts across timeframes, from 0.05 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RCS vs. AMFIX — Risk / Return Rank

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

RCS
RCS Risk / Return Rank: 22
Overall Rank
RCS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
RCS Sortino Ratio Rank: 22
Sortino Ratio Rank
RCS Omega Ratio Rank: 22
Omega Ratio Rank
RCS Calmar Ratio Rank: 22
Calmar Ratio Rank
RCS Martin Ratio Rank: 22
Martin Ratio Rank

AMFIX
AMFIX Risk / Return Rank: 8686
Overall Rank
AMFIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AMFIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
AMFIX Omega Ratio Rank: 9191
Omega Ratio Rank
AMFIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
AMFIX Martin Ratio Rank: 8484
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.

RCS vs. AMFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Strategic Income Fund (RCS) and AAMA Income Fund (AMFIX). 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.


RCSAMFIXDifference

Sharpe ratio

Return per unit of total volatility

-0.08

3.22

-3.30

Sortino ratio

Return per unit of downside risk

0.06

5.22

-5.17

Omega ratio

Gain probability vs. loss probability

1.01

1.74

-0.73

Calmar ratio

Return relative to maximum drawdown

-0.06

4.02

-4.08

Martin ratio

Return relative to average drawdown

-0.14

18.46

-18.61

RCS vs. AMFIX - Sharpe Ratio Comparison

The current RCS Sharpe Ratio is -0.08, which is lower than the AMFIX Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of RCS and AMFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RCSAMFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

3.22

-3.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.35

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.57

-0.30

Drawdowns

RCS vs. AMFIX - Drawdown Comparison

The maximum RCS drawdown since its inception was -46.69%, which is greater than AMFIX's maximum drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for RCS and AMFIX.


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Drawdown Indicators


RCSAMFIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.69%

-9.35%

-37.34%

Max Drawdown (1Y)

Largest decline over 1 year

-32.94%

-0.74%

-32.20%

Max Drawdown (5Y)

Largest decline over 5 years

-36.18%

-8.91%

-27.27%

Max Drawdown (10Y)

Largest decline over 10 years

-46.69%

Current Drawdown

Current decline from peak

-31.38%

-0.32%

-31.06%

Average Drawdown

Average peak-to-trough decline

-9.30%

-2.05%

-7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.05%

0.16%

+14.89%

Volatility

RCS vs. AMFIX - Volatility Comparison

PIMCO Strategic Income Fund (RCS) has a higher volatility of 10.47% compared to AAMA Income Fund (AMFIX) at 0.47%. This indicates that RCS's price experiences larger fluctuations and is considered to be riskier than AMFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCSAMFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.47%

0.47%

+10.00%

Volatility (6M)

Calculated over the trailing 6-month period

20.71%

0.73%

+19.98%

Volatility (1Y)

Calculated over the trailing 1-year period

24.36%

0.97%

+23.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.06%

2.16%

+22.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.77%

1.75%

+24.02%

Dividends

RCS vs. AMFIX - Dividend Comparison

RCS's dividend yield for the trailing twelve months is around 9.14%, more than AMFIX's 2.22% yield.


TTM20252024202320222021202020192018201720162015
RCS
PIMCO Strategic Income Fund
8.38%8.62%8.03%10.07%12.39%9.01%9.57%8.44%8.93%9.50%10.92%11.17%
AMFIX
AAMA Income Fund
2.22%2.08%2.44%1.70%0.83%0.57%0.83%1.24%1.24%0.40%0.00%0.00%