PortfoliosLab logoPortfoliosLab logo
WHGIX vs. PIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WHGIX vs. PIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westwood Income Opportunity Fund (WHGIX) and PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WHGIX vs. PIMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WHGIX
Westwood Income Opportunity Fund
-1.27%11.90%9.10%9.91%-12.80%8.50%10.84%17.71%-4.89%10.96%
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, WHGIX achieves a -1.27% return, which is significantly higher than PIMIX's -1.36% return. Over the past 10 years, WHGIX has outperformed PIMIX with an annualized return of 6.03%, while PIMIX has yielded a comparatively lower 4.66% annualized return.


WHGIX

1D
-0.15%
1M
-4.71%
YTD
-1.27%
6M
1.24%
1Y
10.02%
3Y*
8.84%
5Y*
4.06%
10Y*
6.03%

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WHGIX vs. PIMIX - Expense Ratio Comparison

WHGIX has a 0.81% expense ratio, which is higher than PIMIX's 0.62% expense ratio.


Return for Risk

WHGIX vs. PIMIX — Risk / Return Rank

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

WHGIX
WHGIX Risk / Return Rank: 6464
Overall Rank
WHGIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WHGIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
WHGIX Omega Ratio Rank: 6666
Omega Ratio Rank
WHGIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
WHGIX Martin Ratio Rank: 6767
Martin Ratio Rank

PIMIX
PIMIX Risk / Return Rank: 8181
Overall Rank
PIMIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7878
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 7878
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.

WHGIX vs. PIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Income Opportunity Fund (WHGIX) 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.


WHGIXPIMIXDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.56

-0.39

Sortino ratio

Return per unit of downside risk

1.54

2.25

-0.71

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratio

Return relative to maximum drawdown

1.43

1.87

-0.44

Martin ratio

Return relative to average drawdown

6.33

7.56

-1.23

WHGIX vs. PIMIX - Sharpe Ratio Comparison

The current WHGIX Sharpe Ratio is 1.17, which is comparable to the PIMIX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of WHGIX and PIMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WHGIXPIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.56

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.72

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

1.11

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.56

-0.79

Correlation

The correlation between WHGIX and PIMIX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WHGIX vs. PIMIX - Dividend Comparison

WHGIX's dividend yield for the trailing twelve months is around 3.02%, less than PIMIX's 5.57% yield.


TTM20252024202320222021202020192018201720162015
WHGIX
Westwood Income Opportunity Fund
3.02%3.28%4.33%3.49%3.03%10.97%7.83%29.20%6.78%3.45%1.04%1.58%
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

WHGIX vs. PIMIX - Drawdown Comparison

The maximum WHGIX drawdown since its inception was -24.14%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for WHGIX and PIMIX.


Loading graphics...

Drawdown Indicators


WHGIXPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.14%

-13.39%

-10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.27%

-3.69%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-13.34%

-5.86%

Max Drawdown (10Y)

Largest decline over 10 years

-24.14%

-13.39%

-10.75%

Current Drawdown

Current decline from peak

-4.90%

-3.24%

-1.66%

Average Drawdown

Average peak-to-trough decline

-3.13%

-1.69%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

0.92%

+0.72%

Volatility

WHGIX vs. PIMIX - Volatility Comparison

Westwood Income Opportunity Fund (WHGIX) has a higher volatility of 2.71% compared to PIMCO Income Fund Institutional Class (PIMIX) at 1.88%. This indicates that WHGIX's price experiences larger fluctuations and is considered to be riskier than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WHGIXPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

1.88%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

4.89%

2.64%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

8.87%

4.28%

+4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

4.75%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.90%

4.20%

+4.70%