SSAFX vs. PIMIX
Compare and contrast key facts about State Street Aggregate Bond Index Portfolio (SSAFX) and PIMCO Income Fund Institutional Class (PIMIX).
SSAFX is managed by State Street. It was launched on Sep 19, 2014. PIMIX is managed by PIMCO. It was launched on Mar 30, 2007.
Performance
SSAFX vs. PIMIX - Performance Comparison
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SSAFX vs. PIMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSAFX State Street Aggregate Bond Index Portfolio | -0.18% | 6.81% | 1.34% | 5.61% | -13.30% | -1.72% | 978.57% | 8.69% | -0.12% | 3.38% |
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, SSAFX achieves a -0.18% return, which is significantly higher than PIMIX's -1.36% return. Over the past 10 years, SSAFX has outperformed PIMIX with an annualized return of 27.88%, while PIMIX has yielded a comparatively lower 4.66% annualized return.
SSAFX
- 1D
- 0.53%
- 1M
- -1.96%
- YTD
- -0.18%
- 6M
- 0.82%
- 1Y
- 4.12%
- 3Y*
- 3.42%
- 5Y*
- 0.15%
- 10Y*
- 27.88%
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%
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SSAFX vs. PIMIX - Expense Ratio Comparison
SSAFX has a 0.02% expense ratio, which is lower than PIMIX's 0.62% expense ratio.
Return for Risk
SSAFX vs. PIMIX — Risk / Return Rank
SSAFX
PIMIX
SSAFX vs. PIMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Aggregate Bond Index Portfolio (SSAFX) 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.
| SSAFX | PIMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.56 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.25 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.29 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.87 | +0.09 |
Martin ratioReturn relative to average drawdown | 5.43 | 7.56 | -2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSAFX | PIMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.56 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.72 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 1.11 | -1.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 1.56 | -1.46 |
Correlation
The correlation between SSAFX and PIMIX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SSAFX vs. PIMIX - Dividend Comparison
SSAFX's dividend yield for the trailing twelve months is around 4.08%, less than PIMIX's 5.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSAFX State Street Aggregate Bond Index Portfolio | 4.08% | 3.70% | 3.76% | 3.16% | 2.49% | 1.90% | 2.41% | 2.88% | 2.82% | 2.42% | 2.21% | 3.21% |
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
SSAFX vs. PIMIX - Drawdown Comparison
The maximum SSAFX drawdown since its inception was -18.74%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for SSAFX and PIMIX.
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Drawdown Indicators
| SSAFX | PIMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -13.39% | -5.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -3.69% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -13.34% | -4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -18.74% | -13.39% | -5.35% |
Current DrawdownCurrent decline from peak | -3.20% | -3.24% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -1.69% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.92% | -0.01% |
Volatility
SSAFX vs. PIMIX - Volatility Comparison
The current volatility for State Street Aggregate Bond Index Portfolio (SSAFX) is 1.60%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.88%. This indicates that SSAFX 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
| SSAFX | PIMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.88% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 2.64% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 4.28% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.92% | 4.75% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 277.46% | 4.20% | +273.26% |