VYSVX vs. PMJIX

Last updated Jul 11, 2026

VYSVX (Vericimetry U.S. Small Cap Value Fund) and PMJIX (PIMCO RAE US Small Fund) are both Small Cap Value Equities funds. Over the past 10 years, VYSVX returned 10.94%/yr vs 13.48%/yr for PMJIX. With a 0.95 correlation, they move nearly in lockstep. VYSVX charges 0.63%/yr vs 0.50%/yr for PMJIX.

Performance

VYSVX vs. PMJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vericimetry U.S. Small Cap Value Fund (VYSVX) and PIMCO RAE US Small Fund (PMJIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VYSVX achieves a 18.30% return, which is significantly lower than PMJIX's 19.43% return. Over the past 10 years, VYSVX has underperformed PMJIX with an annualized return of 10.94%, while PMJIX has yielded a comparatively higher 13.48% annualized return.

VYSVX

• 1D: 1.10%
• 1M: -2.00%
• 6M: 12.50%
• YTD: 18.30%
• 1Y: 28.00%
• 3Y*: 17.59%
• 5Y*: 10.76%
• 10Y*: 10.94%

PMJIX

• 1D: 1.39%
• 1M: -1.77%
• 6M: 13.11%
• YTD: 19.43%
• 1Y: 29.99%
• 3Y*: 19.88%
• 5Y*: 11.52%
• 10Y*: 13.48%

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

VYSVX vs. PMJIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VYSVX Vericimetry U.S. Small Cap Value Fund	18.30%	10.53%	9.48%	17.66%	-7.45%	37.36%	2.86%	20.20%	-16.77%	8.98%
PMJIX PIMCO RAE US Small Fund	19.43%	5.11%	22.05%	19.77%	-4.62%	39.15%	6.95%	20.22%	-11.69%	9.22%

Correlation

The correlation between VYSVX and PMJIX is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015	0.95

The correlation between VYSVX and PMJIX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

Return for Risk

VYSVX vs. PMJIX — Risk / Return Rank

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

VYSVX

VYSVX Risk / Return Rank: 61
VYSVX Sharpe Ratio Rank: 52
VYSVX Sortino Ratio Rank: 56
VYSVX Omega Ratio Rank: 47
VYSVX Calmar Ratio Rank: 84
VYSVX Martin Ratio Rank: 68

PMJIX

PMJIX Risk / Return Rank: 71
PMJIX Sharpe Ratio Rank: 63
PMJIX Sortino Ratio Rank: 66
PMJIX Omega Ratio Rank: 52
PMJIX Calmar Ratio Rank: 92
PMJIX Martin Ratio Rank: 82

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.

VYSVX vs. PMJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vericimetry U.S. Small Cap Value Fund (VYSVX) 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.

	VYSVX	PMJIX	Difference
Sharpe ratio: Return per unit of total volatility	1.61	1.74	-0.13
Sortino ratio: Return per unit of downside risk	2.37	2.54	-0.17
Omega ratio: Gain probability vs. loss probability	1.28	1.30	-0.01
Calmar ratio: Return relative to maximum drawdown	3.17	3.93	-0.76
Martin ratio: Return relative to average drawdown	10.09	11.52	-1.43

VYSVX vs. PMJIX - Sharpe Ratio Comparison

The current VYSVX Sharpe Ratio is 1.61, which is comparable to the PMJIX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VYSVX 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.

Drawdowns

VYSVX vs. PMJIX - Drawdown Comparison

The maximum VYSVX drawdown since its inception was -49.62%, roughly equal to the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for VYSVX and PMJIX.

Drawdown Indicators

	VYSVX	PMJIX	Difference
Max Drawdown Largest peak-to-trough decline	-49.62%	-49.75%	+0.13%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-7.62%	-1.34%
Max Drawdown (3Y) Largest decline over 3 years	-26.65%	-26.04%	-0.61%
Max Drawdown (5Y) Largest decline over 5 years	-26.65%	-49.75%	+23.10%
Max Drawdown (10Y) Largest decline over 10 years	-49.62%	-49.75%	+0.13%
Current Drawdown Current decline from peak	-2.58%	-1.77%	-0.81%
Average Drawdown Average peak-to-trough decline	-7.41%	-16.08%	+8.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	2.59%	+0.21%

Volatility

VYSVX vs. PMJIX - Volatility Comparison

Vericimetry U.S. Small Cap Value Fund (VYSVX) and PIMCO RAE US Small Fund (PMJIX) have volatilities of 4.44% and 4.32%, 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

	VYSVX	PMJIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.44%	4.32%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	12.05%	11.73%	+0.32%
Volatility (1Y) Calculated over the trailing 1-year period	17.62%	17.14%	+0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.25%	39.40%	-18.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.62%	33.03%	-9.41%

VYSVX vs. PMJIX - Expense Ratio Comparison

VYSVX has a 0.63% expense ratio, which is higher than PMJIX's 0.50% expense ratio.

Dividends

VYSVX vs. PMJIX - Dividend Comparison

VYSVX's dividend yield for the trailing twelve months is around 12.90%, more than PMJIX's 2.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PMJIX PIMCO RAE US Small Fund	2.64%	3.15%	3.26%	1.25%	9.91%	65.79%	9.46%	1.55%	7.65%	4.69%	1.24%	1.67%
VYSVX Vericimetry U.S. Small Cap Value Fund	12.90%	15.07%	9.89%	2.93%	7.78%	18.89%	1.06%	2.34%	12.10%	0.98%	0.67%	0.97%

Frequently Asked Questions

Can I hold both VYSVX and PMJIX in my portfolio?

VYSVX and PMJIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VYSVX or PMJIX?

VYSVX has higher volatility (4.44%) compared to PMJIX (4.32%). In terms of maximum drawdown, VYSVX dropped -49.62% vs PMJIX's -49.75%.

Which has better risk-adjusted returns?

PMJIX currently has the higher Sharpe Ratio (1.74 vs 1.61), 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.