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HEFA vs. PIPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HEFA vs. PIPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI EAFE ETF (HEFA) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX). The values are adjusted to include any dividend payments, if applicable.

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HEFA vs. PIPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HEFA
iShares Currency Hedged MSCI EAFE ETF
2.74%24.58%13.71%20.33%-4.86%19.59%2.09%27.63%-9.33%16.67%
PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
-0.96%16.57%14.37%21.29%-9.30%18.02%3.78%25.94%-10.40%18.30%

Returns By Period

In the year-to-date period, HEFA achieves a 2.74% return, which is significantly higher than PIPAX's -0.96% return. Over the past 10 years, HEFA has outperformed PIPAX with an annualized return of 12.14%, while PIPAX has yielded a comparatively lower 11.00% annualized return.


HEFA

1D
2.37%
1M
-5.63%
YTD
2.74%
6M
10.39%
1Y
22.56%
3Y*
17.07%
5Y*
12.76%
10Y*
12.14%

PIPAX

1D
0.24%
1M
-9.41%
YTD
-0.96%
6M
-0.96%
1Y
11.06%
3Y*
13.66%
5Y*
9.76%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HEFA vs. PIPAX - Expense Ratio Comparison

HEFA has a 0.35% expense ratio, which is lower than PIPAX's 1.15% expense ratio.


Return for Risk

HEFA vs. PIPAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HEFA
HEFA Risk / Return Rank: 7777
Overall Rank
HEFA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HEFA Sortino Ratio Rank: 7878
Sortino Ratio Rank
HEFA Omega Ratio Rank: 8080
Omega Ratio Rank
HEFA Calmar Ratio Rank: 7474
Calmar Ratio Rank
HEFA Martin Ratio Rank: 7878
Martin Ratio Rank

PIPAX
PIPAX Risk / Return Rank: 2121
Overall Rank
PIPAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PIPAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PIPAX Omega Ratio Rank: 2323
Omega Ratio Rank
PIPAX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PIPAX Martin Ratio Rank: 2121
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.

HEFA vs. PIPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI EAFE ETF (HEFA) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX). 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.


HEFAPIPAXDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.55

+0.81

Sortino ratio

Return per unit of downside risk

1.92

0.76

+1.15

Omega ratio

Gain probability vs. loss probability

1.29

1.13

+0.16

Calmar ratio

Return relative to maximum drawdown

1.85

0.56

+1.29

Martin ratio

Return relative to average drawdown

7.97

2.18

+5.79

HEFA vs. PIPAX - Sharpe Ratio Comparison

The current HEFA Sharpe Ratio is 1.36, which is higher than the PIPAX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of HEFA and PIPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HEFAPIPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.55

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.70

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.76

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.51

+0.12

Correlation

The correlation between HEFA and PIPAX is 0.64, 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

HEFA vs. PIPAX - Dividend Comparison

HEFA's dividend yield for the trailing twelve months is around 4.28%, less than PIPAX's 5.66% yield.


TTM20252024202320222021202020192018201720162015
HEFA
iShares Currency Hedged MSCI EAFE ETF
4.28%4.40%3.09%3.02%25.14%3.06%2.10%7.56%4.58%2.55%3.17%3.54%
PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
5.66%5.61%12.69%10.56%10.66%7.59%1.44%11.71%8.25%7.38%0.78%8.16%

Drawdowns

HEFA vs. PIPAX - Drawdown Comparison

The maximum HEFA drawdown since its inception was -32.39%, smaller than the maximum PIPAX drawdown of -57.80%. Use the drawdown chart below to compare losses from any high point for HEFA and PIPAX.


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Drawdown Indicators


HEFAPIPAXDifference

Max Drawdown

Largest peak-to-trough decline

-32.39%

-57.80%

+25.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-12.80%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-19.17%

+4.38%

Max Drawdown (10Y)

Largest decline over 10 years

-32.39%

-35.55%

+3.16%

Current Drawdown

Current decline from peak

-5.94%

-9.41%

+3.47%

Average Drawdown

Average peak-to-trough decline

-4.21%

-7.39%

+3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

3.63%

-0.92%

Volatility

HEFA vs. PIPAX - Volatility Comparison

The current volatility for iShares Currency Hedged MSCI EAFE ETF (HEFA) is 6.21%, while PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) has a volatility of 6.56%. This indicates that HEFA experiences smaller price fluctuations and is considered to be less risky than PIPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEFAPIPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

6.56%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

11.72%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

16.65%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

14.00%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

14.60%

+1.30%