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ISIN
US72202L5205
Issuer
PIMCO
Inception Date
Jun 4, 2015
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

PPYPX Performance Chart

PIMCO RAE International Fund (PPYPX) is up 10.1% since the beginning of the year. PPYPX is currently trading at $10 per share. Investors who bought $1,000 worth of PPYPX shares 5 years ago would now be looking at an investment worth $1,524.


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S&P 500 Index

Returns By Period

PIMCO RAE International Fund (PPYPX) has returned 10.10% so far this year and 24.34% over the past 12 months. Over the last ten years, PPYPX has returned 8.62% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


PIMCO RAE International Fund

1D
-0.81%
1M
-3.16%
YTD
10.10%
6M
6.98%
1Y
24.34%
3Y*
15.56%
5Y*
8.79%
10Y*
8.62%

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)

PPYPX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, PPYPX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +17.8%, while the worst month was Mar 2020 at -19.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PPYPX closed higher 50% of trading days. The best single day was Dec 9, 2021 with a return of +21.2%, while the worst single day was Dec 10, 2021 at -18.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.41%7.52%-4.08%1.72%0.90%-3.16%10.10%
20253.56%3.44%1.28%3.91%3.16%2.47%-0.80%5.45%0.99%-0.11%4.36%0.08%31.34%
2024-1.53%1.55%3.06%-1.86%5.04%-4.44%4.77%2.64%2.22%-5.37%-0.36%-6.06%-1.15%
20237.38%-1.53%0.78%2.18%-5.02%6.21%4.35%-2.50%-2.57%-3.39%7.66%4.30%18.13%
20220.47%-1.50%-1.29%-5.36%3.90%-9.08%2.66%-4.41%-9.50%5.85%12.46%-1.15%-8.73%
20211.01%5.71%2.56%1.57%4.45%-2.79%-0.45%-0.09%-2.25%1.29%-5.82%5.66%10.68%

Benchmark Metrics

PIMCO RAE International Fund has an annualized alpha of -0.13%, beta of 0.72, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund participated in 82.62% of S&P 500 Index downside but only 68.90% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.46 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-0.13%
Beta
0.72
0.46
Upside Capture
68.90%
Downside Capture
82.62%

Expense Ratio

PPYPX has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PPYPX ranks 50 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PPYPX Risk / Return Rank: 5050
Overall Rank
PPYPX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PPYPX Sortino Ratio Rank: 4040
Sortino Ratio Rank
PPYPX Omega Ratio Rank: 4242
Omega Ratio Rank
PPYPX Calmar Ratio Rank: 7272
Calmar Ratio Rank
PPYPX Martin Ratio Rank: 5353
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 RAE International Fund (PPYPX) 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.


PPYPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

3.14

2.78

+0.36

Martin ratioReturn relative to average drawdown

10.17

12.44

-2.26

Dividends

Dividend History

PIMCO RAE International Fund provided a 7.06% dividend yield over the last twelve months, with an annual payout of $0.69 per share.


5.00%10.00%15.00%20.00%25.00%$0.00$0.50$1.00$1.50$2.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.69$0.69$0.48$0.79$0.53$2.33$0.22$0.42$0.53$0.28$0.22

Dividend yield

7.06%7.78%6.57%10.09%7.20%27.06%2.23%4.20%5.96%2.53%2.41%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.79
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.33$2.33

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO RAE International 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 RAE International Fund was 42.48%, occurring on Mar 23, 2020. Recovery took 223 trading sessions.

The current PIMCO RAE International Fund drawdown is 4.66%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-42.48%Mar 2020
2y 1mo10mo 23d
3y 12dJan 2018 - Feb 2021
Bear market2022
-35.65%Oct 2022
10mo 6d1y 11mo
2y 9moDec 2021 - Sep 2024
2025 selloff2025
-14.00%Apr 2025
6mo 13d1mo 4d
7mo 17dSep 2024 - May 2025
2021 correction2021
-11.54%Dec 2021
5mo 26d8d
6mo 4dJun 2021 - Dec 2021
2016 correction2016
-11.41%Feb 2016
1mo 7d29d
2mo 6dJan 2016 - Mar 2016

Drawdown Indicators


PPYPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.48%

-56.78%

+14.30%

Max Drawdown (1Y)

Largest decline over 1 year

-7.48%

-9.10%

+1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-14.00%

-18.90%

+4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-35.65%

-25.43%

-10.22%

Max Drawdown (10Y)

Largest decline over 10 years

-42.48%

-33.92%

-8.56%

Current Drawdown

Current decline from peak

-4.66%

-1.80%

-2.86%

Average Drawdown

Average peak-to-trough decline

-10.11%

-10.71%

+0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.03%

+0.27%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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