USXF vs. POEAX

Last updated Jun 23, 2026

USXF (iShares ESG Advanced MSCI USA ETF) and POEAX (Pacific Funds Portfolio Optimization Aggressive-Growth) are both funds - USXF is a Large Cap Growth Equities fund tracking the MSCI USA Choice ESG Screened Index, while POEAX is a Diversified Portfolio fund managed by Pacific Funds Series Trust. Over the past 5 years, USXF returned 15.57%/yr vs 8.31%/yr for POEAX. Their correlation of 0.90 suggests significant overlap in exposure. USXF charges 0.10%/yr vs 0.60%/yr for POEAX.

Performance

USXF vs. POEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced MSCI USA ETF (USXF) and Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USXF achieves a 21.17% return, which is significantly higher than POEAX's 11.26% return.

USXF

• 1D: 0.37%
• 1M: 4.92%
• YTD: 21.17%
• 6M: 20.48%
• 1Y: 36.70%
• 3Y*: 26.99%
• 5Y*: 15.57%
• 10Y*: —

POEAX

• 1D: 1.17%
• 1M: 1.67%
• YTD: 11.26%
• 6M: 10.58%
• 1Y: 25.28%
• 3Y*: 16.75%
• 5Y*: 8.31%
• 10Y*: 11.01%

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

USXF vs. POEAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
USXF iShares ESG Advanced MSCI USA ETF	21.17%	16.97%	26.16%	31.65%	-21.20%	27.14%	23.07%
POEAX Pacific Funds Portfolio Optimization Aggressive-Growth	11.26%	16.66%	15.13%	18.53%	-21.24%	18.82%	23.44%

Correlation

The correlation between USXF and POEAX is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020	0.90

The correlation between USXF and POEAX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

Return for Risk

USXF vs. POEAX — Risk / Return Rank

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

USXF

USXF Risk / Return Rank: 68
USXF Sharpe Ratio Rank: 67
USXF Sortino Ratio Rank: 62
USXF Omega Ratio Rank: 64
USXF Calmar Ratio Rank: 74
USXF Martin Ratio Rank: 76

POEAX

POEAX Risk / Return Rank: 58
POEAX Sharpe Ratio Rank: 54
POEAX Sortino Ratio Rank: 51
POEAX Omega Ratio Rank: 52
POEAX Calmar Ratio Rank: 63
POEAX Martin Ratio Rank: 71

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.

USXF vs. POEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) and Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX). 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.

	USXF	POEAX	Difference
Sharpe ratio: Return per unit of total volatility	2.12	1.99	+0.13
Sortino ratio: Return per unit of downside risk	2.79	2.76	+0.03
Omega ratio: Gain probability vs. loss probability	1.37	1.36	+0.01
Calmar ratio: Return relative to maximum drawdown	3.62	2.90	+0.72
Martin ratio: Return relative to average drawdown	13.89	12.72	+1.18

USXF vs. POEAX - Sharpe Ratio Comparison

The current USXF Sharpe Ratio is 2.12, which is comparable to the POEAX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of USXF and POEAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

USXF vs. POEAX - Drawdown Comparison

The maximum USXF drawdown since its inception was -29.54%, smaller than the maximum POEAX drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for USXF and POEAX.

Drawdown Indicators

	USXF	POEAX	Difference
Max Drawdown Largest peak-to-trough decline	-29.54%	-57.49%	+27.95%
Max Drawdown (1Y) Largest decline over 1 year	-10.19%	-8.57%	-1.62%
Max Drawdown (3Y) Largest decline over 3 years	-20.93%	-17.49%	-3.44%
Max Drawdown (5Y) Largest decline over 5 years	-29.54%	-29.40%	-0.14%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.88%	—
Current Drawdown Current decline from peak	-0.18%	-0.43%	+0.25%
Average Drawdown Average peak-to-trough decline	-6.39%	-8.80%	+2.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	1.95%	+0.70%

Volatility

USXF vs. POEAX - Volatility Comparison

iShares ESG Advanced MSCI USA ETF (USXF) has a higher volatility of 7.80% compared to Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) at 4.81%. This indicates that USXF's price experiences larger fluctuations and is considered to be riskier than POEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USXF	POEAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.80%	4.81%	+2.99%
Volatility (6M) Calculated over the trailing 6-month period	14.29%	9.96%	+4.33%
Volatility (1Y) Calculated over the trailing 1-year period	17.45%	12.49%	+4.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	25.15%	-5.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.32%	21.58%	-2.26%

USXF vs. POEAX - Expense Ratio Comparison

USXF has a 0.10% expense ratio, which is lower than POEAX's 0.60% expense ratio.

Dividends

USXF vs. POEAX - Dividend Comparison

USXF's dividend yield for the trailing twelve months is around 0.79%, less than POEAX's 6.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
POEAX Pacific Funds Portfolio Optimization Aggressive-Growth	6.94%	7.73%	2.12%	1.67%	36.10%	10.62%	3.32%	7.91%	24.81%	4.03%	7.09%	3.16%
USXF iShares ESG Advanced MSCI USA ETF	0.79%	0.93%	1.00%	1.21%	1.39%	0.86%	0.58%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both USXF and POEAX in my portfolio?

USXF and POEAX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USXF or POEAX?

USXF has higher volatility (7.80%) compared to POEAX (4.81%). In terms of maximum drawdown, USXF dropped -29.54% vs POEAX's -57.49%.

Which has better risk-adjusted returns?

USXF currently has the higher Sharpe Ratio (2.12 vs 1.99), 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.