PEFIX's Sortino Ratio of 3.17 indicates that for each unit of downside volatility, it generates 3.17 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
PEFIX Sortino Ratio Rank
PEFIX ranks above 69.9% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
PEFIX Sortino Ratio Market Positioning
The chart shows PEFIX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.89 or lower
- Yellow zone (middle 50%): 1.89 to 3.31
- Green zone (top 25%): 3.31 or higher
- Top 1%: 9.01+
- Median: 2.75 — half of all investments score higher
How it compares to other similar mutual funds
The table compares PIMCO RAE PLUS EMG Fund's Sortino Ratio with other mutual funds in the Emerging Markets Diversified category across multiple time periods, showing how PEFIX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| DEMIX | Delaware Emerging Markets Fund | 4.89 | |||
| FQEMX | Franklin Templeton SMACS: Series EM | 4.84 | |||
| LZEMX | Lazard Emerging Markets Equity Portfolio | 4.76 | |||
| GMAQX | GMO Emerging Markets ex-China Fund | 4.75 | |||
| LCSMX | Martin Currie SMA-Shares Series EM Fund | 4.62 | |||
| LVAZX | LSV Emerging Markets Equity Fund | 4.54 | |||
| GTDDX | Invesco EQV Emerging Markets All Cap Fd | 4.42 | |||
| GMOEX | GMO Emerging Markets Fund | 4.39 | |||
| DODEX | Dodge & Cox Emerging Markets Stock Fund | 4.32 | |||
| FGOMX | Strategic Advisers Fidelity Emerging Markets Fund | 4.22 | |||
| PEFIX | PIMCO RAE PLUS EMG Fund | 3.17 |
Historical Sortino Ratio
The chart shows PEFIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when PEFIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does PEFIX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio