FEPIX vs. PFORX
Compare and contrast key facts about Fidelity Total Bond Fund (FEPIX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
FEPIX is managed by Fidelity. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
FEPIX vs. PFORX - Performance Comparison
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FEPIX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEPIX Fidelity Total Bond Fund | -0.50% | 7.45% | 1.71% | 6.79% | -13.55% | -0.46% | 9.29% | 9.83% | -0.82% | 4.24% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | -2.23% | 4.33% | 5.70% | 9.52% | -10.33% | -1.67% | 6.17% | 7.64% | 2.64% | 3.52% |
Returns By Period
In the year-to-date period, FEPIX achieves a -0.50% return, which is significantly higher than PFORX's -2.23% return. Over the past 10 years, FEPIX has underperformed PFORX with an annualized return of 2.43%, while PFORX has yielded a comparatively higher 2.77% annualized return.
FEPIX
- 1D
- 0.53%
- 1M
- -2.35%
- YTD
- -0.50%
- 6M
- 0.44%
- 1Y
- 4.14%
- 3Y*
- 3.99%
- 5Y*
- 0.60%
- 10Y*
- 2.43%
PFORX
- 1D
- 0.31%
- 1M
- -3.69%
- YTD
- -2.23%
- 6M
- -1.20%
- 1Y
- 1.73%
- 3Y*
- 4.71%
- 5Y*
- 1.08%
- 10Y*
- 2.77%
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FEPIX vs. PFORX - Expense Ratio Comparison
Both FEPIX and PFORX have an expense ratio of 0.50%.
Return for Risk
FEPIX vs. PFORX — Risk / Return Rank
FEPIX
PFORX
FEPIX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FEPIX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). 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.
| FEPIX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.64 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.53 | 0.89 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 0.61 | +1.20 |
Martin ratioReturn relative to average drawdown | 5.50 | 2.82 | +2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEPIX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.64 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.31 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.90 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 1.25 | -0.36 |
Correlation
The correlation between FEPIX and PFORX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FEPIX vs. PFORX - Dividend Comparison
FEPIX's dividend yield for the trailing twelve months is around 3.97%, more than PFORX's 3.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEPIX Fidelity Total Bond Fund | 3.97% | 4.31% | 3.74% | 3.74% | 2.49% | 1.87% | 5.17% | 2.97% | 3.14% | 2.92% | 3.55% | 3.25% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 3.88% | 4.23% | 4.91% | 3.02% | 3.65% | 1.55% | 2.46% | 6.86% | 2.90% | 1.46% | 1.38% | 9.12% |
Drawdowns
FEPIX vs. PFORX - Drawdown Comparison
The maximum FEPIX drawdown since its inception was -18.40%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for FEPIX and PFORX.
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Drawdown Indicators
| FEPIX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.40% | -13.87% | -4.53% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -3.99% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -18.40% | -13.71% | -4.69% |
Max Drawdown (10Y)Largest decline over 10 years | -18.40% | -13.87% | -4.53% |
Current DrawdownCurrent decline from peak | -2.35% | -3.69% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -2.48% | -1.95% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.87% | +0.07% |
Volatility
FEPIX vs. PFORX - Volatility Comparison
The current volatility for Fidelity Total Bond Fund (FEPIX) is 1.58%, while PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) has a volatility of 1.93%. This indicates that FEPIX experiences smaller price fluctuations and is considered to be less risky than PFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEPIX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 1.93% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.62% | 2.53% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 3.38% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 3.46% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.71% | 3.08% | +1.63% |