FXIEX vs. BRASX
Compare and contrast key facts about PIMCO Fixed Income SHares: Series TE (FXIEX) and BlackRock Allocation Target Shares Series S Portfolio (BRASX).
FXIEX is managed by PIMCO. It was launched on Jun 24, 2012. BRASX is managed by BlackRock. It was launched on Sep 30, 2004.
Performance
FXIEX vs. BRASX - Performance Comparison
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FXIEX vs. BRASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXIEX PIMCO Fixed Income SHares: Series TE | -0.41% | 3.37% | 5.16% | 8.92% | -10.89% | 2.19% | 7.22% | 8.45% | 1.00% | 7.71% |
BRASX BlackRock Allocation Target Shares Series S Portfolio | -0.13% | 6.08% | 4.32% | 4.89% | -4.73% | -0.12% | 3.74% | 6.22% | 1.00% | 1.75% |
Returns By Period
In the year-to-date period, FXIEX achieves a -0.41% return, which is significantly lower than BRASX's -0.13% return. Over the past 10 years, FXIEX has outperformed BRASX with an annualized return of 2.78%, while BRASX has yielded a comparatively lower 2.23% annualized return.
FXIEX
- 1D
- 0.31%
- 1M
- -1.82%
- YTD
- -0.41%
- 6M
- 0.21%
- 1Y
- 2.29%
- 3Y*
- 4.75%
- 5Y*
- 1.53%
- 10Y*
- 2.78%
BRASX
- 1D
- 0.11%
- 1M
- -0.75%
- YTD
- -0.13%
- 6M
- 1.03%
- 1Y
- 4.18%
- 3Y*
- 4.43%
- 5Y*
- 1.97%
- 10Y*
- 2.23%
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FXIEX vs. BRASX - Expense Ratio Comparison
FXIEX has a 0.07% expense ratio, which is higher than BRASX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FXIEX vs. BRASX — Risk / Return Rank
FXIEX
BRASX
FXIEX vs. BRASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Fixed Income SHares: Series TE (FXIEX) and BlackRock Allocation Target Shares Series S Portfolio (BRASX). 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.
| FXIEX | BRASX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 1.83 | -1.26 |
Sortino ratioReturn per unit of downside risk | 0.82 | 3.48 | -2.66 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.50 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 3.37 | -2.83 |
Martin ratioReturn relative to average drawdown | 1.61 | 13.85 | -12.24 |
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
| FXIEX | BRASX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.83 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.87 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.94 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.51 | +0.05 |
Correlation
The correlation between FXIEX and BRASX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FXIEX vs. BRASX - Dividend Comparison
FXIEX's dividend yield for the trailing twelve months is around 2.03%, less than BRASX's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXIEX PIMCO Fixed Income SHares: Series TE | 2.03% | 2.75% | 4.53% | 3.98% | 3.25% | 2.63% | 3.37% | 3.63% | 3.79% | 2.67% |
BRASX BlackRock Allocation Target Shares Series S Portfolio | 4.22% | 4.57% | 3.44% | 2.96% | 2.18% | 1.34% | 2.49% | 3.06% | 2.26% | 2.16% |
Drawdowns
FXIEX vs. BRASX - Drawdown Comparison
The maximum FXIEX drawdown since its inception was -15.25%, which is greater than BRASX's maximum drawdown of -10.61%. Use the drawdown chart below to compare losses from any high point for FXIEX and BRASX.
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Drawdown Indicators
| FXIEX | BRASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.25% | -10.61% | -4.64% |
Max Drawdown (1Y)Largest decline over 1 year | -5.11% | -1.39% | -3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -15.25% | -7.47% | -7.78% |
Max Drawdown (10Y)Largest decline over 10 years | -15.25% | -10.61% | -4.64% |
Current DrawdownCurrent decline from peak | -2.01% | -0.97% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -2.01% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 0.34% | +1.50% |
Volatility
FXIEX vs. BRASX - Volatility Comparison
PIMCO Fixed Income SHares: Series TE (FXIEX) has a higher volatility of 1.07% compared to BlackRock Allocation Target Shares Series S Portfolio (BRASX) at 0.63%. This indicates that FXIEX's price experiences larger fluctuations and is considered to be riskier than BRASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXIEX | BRASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 0.63% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 2.33% | 1.46% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.73% | 2.38% | +3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.30% | 2.27% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.07% | 2.39% | +1.68% |