PIMCO Diversified Income Fund Manager Performance Evaluation

PDNIX Fund  USD 9.92  -0.03  -0.30%   
The fund secures a Beta (Market Risk) of 0.0969, which means relatively modest fluctuations relative to the market. PIMCO DIVERSIFIED moves in the same direction as the market but with less intensity, offering a degree of cushion during selloffs.
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
During the last 90 trading days, PIMCO Diversified Income produced negative risk-adjusted performance, which signals weak return efficiency for fund investors. The result matters because weak risk-adjusted return can persist even when isolated price moves briefly look constructive. Despite somewhat strong forward indicators, PIMCO DIVERSIFIED is not utilizing all of its potential. The current price disturbance may contribute to short-term losses for investors. Learn More
Expense Ratio Date1st of August 2025
Expense Ratio0.9600
  

Relative Risk vs. Return Landscape

If you had invested $ 993.00 in PIMCO Diversified Income on December 19, 2025 and sold it today you would have lost $ 1.00 from holding PIMCO Diversified Income or given up 0.1% of portfolio value over 90 days. PIMCO Diversified Income is currently producing negative expected returns and carries 0.2222% volatility of returns over 90 trading days. Put another way, 1% of traded mutual funds are less volatile than PIMCO, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
This comparison focuses on expected return, realized volatility, and risk efficiency versus the market. It highlights whether the current reward profile compensates for the level of uncertainty assumed. Assuming a 90-day horizon PIMCO DIVERSIFIED is expected to generate 0.27 times more return on investment than the market. However, the fund is 3.72 times less risky than the market. It trades about -0.01 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.08 per unit of risk.

Historical Prices of PIMCO Diversified Income

Below is the normalized historical share price chart for PIMCO Diversified Income extending back to April 30, 2018. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of PIMCO DIVERSIFIED stands at 9.92, as last reported on the 19th of March, with the highest price reaching 9.92 and the lowest price hitting 9.92 during the day.
Macro event markers
 
Covid
 
Interest Hikes

Target Price Odds to finish over Current Price

For PIMCO Mutual Fund, the tendency of price to converge toward a long-term average provides a useful baseline for forecasting. Nonetheless, studies have found that some funds are persistently mispriced, with the spread correcting only when market dynamics shift significantly.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
9.92 90 days 9.92
about 92.84
Based on standard probability analysis, the odds of PIMCO DIVERSIFIED moving above the current price in 90 days from now are about 92.84 (The chart above shows the probability distribution of PIMCO Mutual Fund prices over the next 90 days).
Assuming a 90-day horizon PIMCO DIVERSIFIED has a beta of 0.0969 indicating as returns on the market go up, PIMCO DIVERSIFIED's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding PIMCO Diversified Income is expected to be smaller as well. Additionally, PIMCO Diversified Income has a negative alpha, implying that the risk taken by holding this instrument is not justified. The fund is significantly underperforming the Dow Jones Industrial.
   PIMCO DIVERSIFIED Price Density   
       Price  

Predictive Modules for PIMCO DIVERSIFIED

Accurately predicting the fund market is one of the most challenging tasks in investing. For PIMCO Diversified Income, a range of forecasting tools can be applied, though none offer certainty. Despite this, systematic forecasting is a critical step in the investment process - comparing methods and results helps investors develop a more nuanced view of potential outcomes.
The mean reversion principle applied to PIMCO DIVERSIFIED's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
Hype
Prediction
LowEstimatedHigh
9.709.9210.14
Details
Intrinsic
Valuation
LowRealHigh
9.739.9510.17
Details
Naive
Forecast
LowNextHigh
9.659.8710.09
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.9010.0510.21
Details
Peer comparison enriches PIMCO DIVERSIFIED analysis by revealing how the company ranks against competitors on key metrics. This relative perspective often changes investment conclusions drawn from standalone fundamental analysis.

Primary Risk Indicators

The past 10-20 years have brought considerable volatility to the mutual fund market, and PIMCO DIVERSIFIED has been no exception. Sharp price drops and strong rallies have made hedging an important tool for managing portfolio risk. Investors in PIMCO Diversified Income should monitor PIMCO DIVERSIFIED's fundamental risk indicators to stay ahead of market swings.
α
Alpha over Dow Jones
-0.0014
β
Beta against Dow Jones0.1
σ
Overall volatility
0.07
Ir
Information ratio 0.35

Investor Alerts and Insights

Alerts and suggestions for PIMCO DIVERSIFIED give investors a structured way to monitor the fund for material events. PIMCO Diversified Income notifications flag important changes in technical indicators, fundamentals, and market conditions that may warrant attention.
PIMCO DIVERSIFIED generated a negative expected return over the last 90 days
The fund maintains about 43.57% of its assets in bonds

PIMCO DIVERSIFIED Fundamentals Growth

PIMCO Mutual Fund performance is fundamentally tied to PIMCO DIVERSIFIED's financial health and growth outlook. Revenue and earnings trends, operating margins, and capital structure decisions all play a significant role in shaping investor expectations for PIMCO Mutual Fund.

Performance Metrics & Calculation Methodology

PIMCO DIVERSIFIED performance is typically evaluated through NAV-based returns relative to category peers and stated objectives. Certain defensive traits may reduce sensitivity to broader macroeconomic fluctuations.

Inputs for PIMCO Diversified Income come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Michael Smolkin - Member of Macroaxis Board of Directors
Last reviewed on March 13th, 2026