PortfoliosLab logoPortfoliosLab logo
ISIN
US72202G2324
CUSIP
72202G232
Issuer
PIMCO
Inception Date
Dec 10, 2019
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

PCEWX Performance Chart

PIMCO Climate Bond Fund (PCEWX) is up 0.3% since the beginning of the year. PCEWX is currently trading at $9 per share. Investors who bought $1,000 worth of PCEWX shares 5 years ago would now be looking at an investment worth $1,037.


Loading charts...

S&P 500 Index

Returns By Period

PIMCO Climate Bond Fund (PCEWX) has returned 0.31% so far this year and 2.84% over the past 12 months.


PIMCO Climate Bond Fund

1D
0.11%
1M
0.84%
YTD
0.31%
6M
-0.29%
1Y
2.84%
3Y*
5.09%
5Y*
0.73%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCEWX Monthly Returns History

Based on dividend-adjusted daily data since Dec 10, 2019, PCEWX's average daily return is +0.01%, while the average monthly return is +0.14%. At this rate, an investment would double in approximately 41.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +3.8%, while the worst month was Mar 2020 at -7.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PCEWX closed higher 42% of trading days. The best single day was Nov 10, 2022 with a return of +1.4%, while the worst single day was Mar 18, 2020 at -3.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.47%1.23%-2.48%0.62%0.62%-0.11%0.31%
20250.64%1.63%-0.29%1.18%-0.15%1.16%0.06%1.07%0.38%0.73%0.47%-1.14%5.87%
20240.26%-0.96%1.00%-1.65%1.13%0.74%2.15%1.00%1.17%-1.49%1.21%-1.05%3.47%
20233.21%-1.75%1.57%0.47%-0.57%-0.54%0.84%-0.07%-1.37%-0.72%3.66%3.34%8.17%
2022-2.03%-1.76%-2.00%-2.96%-0.49%-2.72%3.13%-3.17%-4.26%-0.26%3.52%-0.74%-13.18%
2021-0.10%-0.86%-0.66%0.78%0.39%0.41%0.90%0.12%-0.54%-0.74%-0.26%0.69%0.11%

Benchmark Metrics

PIMCO Climate Bond Fund has an annualized alpha of 0.95%, beta of 0.04, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since December 10, 2019.

  • This fund participated in 31.93% of S&P 500 Index downside but only 16.48% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.04 may look defensive, but with R2 of 0.04 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.04 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.95%
Beta
0.04
0.04
Upside Capture
16.48%
Downside Capture
31.93%

Expense Ratio

PCEWX has an expense ratio of 0.71%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PCEWX ranks 10 for risk / return — in the bottom 10% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


PCEWX Risk / Return Rank: 1010
Overall Rank
PCEWX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
PCEWX Sortino Ratio Rank: 1111
Sortino Ratio Rank
PCEWX Omega Ratio Rank: 1111
Omega Ratio Rank
PCEWX Calmar Ratio Rank: 99
Calmar Ratio Rank
PCEWX Martin Ratio Rank: 99
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PIMCO Climate Bond Fund (PCEWX) and compare them to S&P 500 Index.

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.


PCEWXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

0.84

2.78

-1.94

Martin ratioReturn relative to average drawdown

2.45

12.44

-9.99

Dividends

Dividend History

PIMCO Climate Bond Fund provided a 3.28% dividend yield over the last twelve months, with an annual payout of $0.29 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.10$0.20$0.30$0.40$0.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.29$0.30$0.31$0.22$0.47$0.26$0.22

Dividend yield

3.28%3.34%3.52%2.53%5.55%2.56%2.15%

Monthly Dividends

The table displays the monthly dividend distributions for PIMCO Climate Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.02$0.02$0.02$0.03$0.02$0.00$0.12
2025$0.03$0.02$0.02$0.03$0.03$0.02$0.03$0.03$0.02$0.03$0.02$0.03$0.30
2024$0.02$0.03$0.03$0.03$0.03$0.02$0.03$0.03$0.02$0.03$0.03$0.03$0.31
2023$0.02$0.02$0.02$0.00$0.02$0.02$0.02$0.02$0.02$0.00$0.02$0.03$0.22
2022$0.01$0.02$0.02$0.02$0.02$0.00$0.00$0.02$0.00$0.02$0.02$0.34$0.47
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.13$0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO Climate Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PIMCO Climate Bond Fund was 17.54%, occurring on Oct 20, 2022. Recovery took 673 trading sessions.

The current PIMCO Climate Bond Fund drawdown is 1.38%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-17.54%Oct 2022
1y 1mo2y 8mo
3y 9moSep 2021 - Jun 2025
COVID crash2020
-11.42%Mar 2020
15d4mo
4mo 15dMar 2020 - Jul 2020
2026 pullback2026
-3.39%Mar 2026
25d
3mo 23dMar 2026 - now
2021 pullback2021
-1.92%Mar 2021
2mo 12d2mo 23d
5mo 5dJan 2021 - Jun 2021
2025 pullback2025
-1.31%Dec 2025
29d1mo 25d
2mo 24dDec 2025 - Feb 2026

Drawdown Indicators


PCEWXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.54%

-56.78%

+39.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-9.10%

+5.71%

Max Drawdown (3Y)

Largest decline over 3 years

-3.39%

-18.90%

+15.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

-25.43%

+7.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.38%

-1.80%

+0.42%

Average Drawdown

Average peak-to-trough decline

-4.91%

-10.71%

+5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

2.03%

-0.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with PCEWX

Add PIMCO Climate Bond Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with PCEWX