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PAIIX vs. FLCSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAIIX vs. FLCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) (PAIIX) and Fidelity Large Cap Stock Fund (FLCSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAIIX achieves a -0.39% return, which is significantly lower than FLCSX's 10.04% return. Over the past 10 years, PAIIX has underperformed FLCSX with an annualized return of 2.89%, while FLCSX has yielded a comparatively higher 15.57% annualized return.


PAIIX

1D
-0.41%
1M
1.97%
YTD
-0.39%
6M
-0.59%
1Y
4.62%
3Y*
5.52%
5Y*
2.30%
10Y*
2.89%

FLCSX

1D
0.98%
1M
1.50%
YTD
10.04%
6M
10.89%
1Y
30.25%
3Y*
24.69%
5Y*
16.84%
10Y*
15.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAIIX vs. FLCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAIIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged)
-0.39%8.23%4.02%6.63%-6.00%-0.84%6.95%6.40%-0.80%3.97%
FLCSX
Fidelity Large Cap Stock Fund
10.04%27.49%26.31%23.51%-8.02%25.80%9.05%31.59%-13.62%17.86%

Correlation

The correlation between PAIIX and FLCSX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 5, 1995

-0.07

The correlation between PAIIX and FLCSX shifts across timeframes, from -0.07 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PAIIX vs. FLCSX — Risk / Return Rank

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

PAIIX
PAIIX Risk / Return Rank: 1717
Overall Rank
PAIIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PAIIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PAIIX Omega Ratio Rank: 2121
Omega Ratio Rank
PAIIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PAIIX Martin Ratio Rank: 1313
Martin Ratio Rank

FLCSX
FLCSX Risk / Return Rank: 7979
Overall Rank
FLCSX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FLCSX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FLCSX Omega Ratio Rank: 7474
Omega Ratio Rank
FLCSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FLCSX Martin Ratio Rank: 8585
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.

PAIIX vs. FLCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) (PAIIX) and Fidelity Large Cap Stock Fund (FLCSX). 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.

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.


PAIIXFLCSXDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.23

1.43

-0.20

Calmar ratioReturn relative to maximum drawdown

1.10

3.18

-2.09

Martin ratioReturn relative to average drawdown

3.50

14.38

-10.88

PAIIX vs. FLCSX - Sharpe Ratio Comparison

The current PAIIX Sharpe Ratio is 1.13, which is lower than the FLCSX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of PAIIX and FLCSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PAIIX vs. FLCSX - Drawdown Comparison

The maximum PAIIX drawdown since its inception was -13.59%, smaller than the maximum FLCSX drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for PAIIX and FLCSX.


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Drawdown Indicators


PAIIXFLCSXDifference

Max Drawdown

Largest peak-to-trough decline

-13.59%

-63.67%

+50.08%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-9.55%

+5.30%

Max Drawdown (3Y)

Largest decline over 3 years

-4.25%

-18.82%

+14.57%

Max Drawdown (5Y)

Largest decline over 5 years

-9.80%

-21.69%

+11.89%

Max Drawdown (10Y)

Largest decline over 10 years

-10.44%

-37.11%

+26.67%

Current Drawdown

Current decline from peak

-1.32%

-0.28%

-1.04%

Average Drawdown

Average peak-to-trough decline

-1.99%

-13.80%

+11.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

2.11%

-0.78%

Volatility

PAIIX vs. FLCSX - Volatility Comparison

The current volatility for PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) (PAIIX) is 1.29%, while Fidelity Large Cap Stock Fund (FLCSX) has a volatility of 4.40%. This indicates that PAIIX experiences smaller price fluctuations and is considered to be less risky than FLCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAIIXFLCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

4.40%

-3.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

9.97%

-6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

12.71%

-8.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.44%

16.91%

-13.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.02%

18.68%

-15.66%

PAIIX vs. FLCSX - Expense Ratio Comparison

PAIIX has a 0.90% expense ratio, which is higher than FLCSX's 0.54% expense ratio.


Dividends

PAIIX vs. FLCSX - Dividend Comparison

PAIIX's dividend yield for the trailing twelve months is around 4.68%, less than FLCSX's 8.98% yield.


PositionTTM20252024202320222021202020192018201720162015
FLCSX
Fidelity Large Cap Stock Fund
8.98%6.50%4.26%2.83%3.07%4.71%3.93%5.43%7.63%3.25%3.61%4.55%
PAIIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged)
4.68%4.44%3.72%2.05%7.25%2.59%1.90%3.75%1.78%2.73%2.23%5.44%

Frequently Asked Questions


PAIIX and FLCSX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLCSX has higher volatility (4.40%) compared to PAIIX (1.29%). In terms of maximum drawdown, PAIIX dropped -13.59% vs FLCSX's -63.67%.

FLCSX currently has the higher Sharpe Ratio (2.39 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PAIIX and FLCSX

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