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MFHQX vs. PFORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFHQX vs. PFORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Total Return Fund (MFHQX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). The values are adjusted to include any dividend payments, if applicable.

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MFHQX vs. PFORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFHQX
BlackRock Total Return Fund
-0.97%7.16%0.09%4.60%-15.06%-1.65%7.85%8.74%-1.86%3.07%
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, MFHQX achieves a -0.97% return, which is significantly higher than PFORX's -2.23% return. Over the past 10 years, MFHQX has underperformed PFORX with an annualized return of 0.98%, while PFORX has yielded a comparatively higher 2.77% annualized return.


MFHQX

1D
0.41%
1M
-2.95%
YTD
-0.97%
6M
-0.04%
1Y
3.53%
3Y*
2.37%
5Y*
-0.88%
10Y*
0.98%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFHQX vs. PFORX - Expense Ratio Comparison

MFHQX has a 1.45% expense ratio, which is higher than PFORX's 0.50% expense ratio.


Return for Risk

MFHQX vs. PFORX — Risk / Return Rank

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

MFHQX
MFHQX Risk / Return Rank: 3535
Overall Rank
MFHQX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MFHQX Sortino Ratio Rank: 3131
Sortino Ratio Rank
MFHQX Omega Ratio Rank: 2929
Omega Ratio Rank
MFHQX Calmar Ratio Rank: 4141
Calmar Ratio Rank
MFHQX Martin Ratio Rank: 3434
Martin Ratio Rank

PFORX
PFORX Risk / Return Rank: 2424
Overall Rank
PFORX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PFORX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFORX Omega Ratio Rank: 2121
Omega Ratio Rank
PFORX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFORX Martin Ratio Rank: 2626
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.

MFHQX vs. PFORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Total Return Fund (MFHQX) 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.


MFHQXPFORXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.64

+0.17

Sortino ratio

Return per unit of downside risk

1.10

0.89

+0.21

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

1.05

0.61

+0.44

Martin ratio

Return relative to average drawdown

3.66

2.82

+0.85

MFHQX vs. PFORX - Sharpe Ratio Comparison

The current MFHQX Sharpe Ratio is 0.81, which is comparable to the PFORX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of MFHQX and PFORX, 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


MFHQXPFORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.64

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.31

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.90

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.25

-0.84

Correlation

The correlation between MFHQX and PFORX is 0.48, 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

MFHQX vs. PFORX - Dividend Comparison

MFHQX's dividend yield for the trailing twelve months is around 3.50%, less than PFORX's 3.88% yield.


TTM20252024202320222021202020192018201720162015
MFHQX
BlackRock Total Return Fund
3.50%3.83%3.28%2.85%1.95%1.50%5.22%2.20%2.33%1.99%1.82%2.40%
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

MFHQX vs. PFORX - Drawdown Comparison

The maximum MFHQX drawdown since its inception was -20.45%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for MFHQX and PFORX.


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Drawdown Indicators


MFHQXPFORXDifference

Max Drawdown

Largest peak-to-trough decline

-20.45%

-13.87%

-6.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-3.99%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.21%

-13.71%

-6.50%

Max Drawdown (10Y)

Largest decline over 10 years

-20.31%

-13.87%

-6.44%

Current Drawdown

Current decline from peak

-7.19%

-3.69%

-3.50%

Average Drawdown

Average peak-to-trough decline

-4.23%

-1.95%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

0.87%

+0.36%

Volatility

MFHQX vs. PFORX - Volatility Comparison

BlackRock Total Return Fund (MFHQX) has a higher volatility of 2.54% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that MFHQX's price experiences larger fluctuations and is considered to be riskier 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


MFHQXPFORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

1.93%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

2.53%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.97%

3.38%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

3.46%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

3.08%

+2.00%