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PAIIX vs. PFORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAIIX vs. PFORX - 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 PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). The values are adjusted to include any dividend payments, if applicable.

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PAIIX vs. PFORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAIIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged)
-2.94%8.23%4.02%6.63%-6.00%-0.84%6.95%6.40%-0.80%3.97%
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, PAIIX achieves a -2.94% return, which is significantly lower than PFORX's -2.23% return. Both investments have delivered pretty close results over the past 10 years, with PAIIX having a 2.78% annualized return and PFORX not far behind at 2.77%.


PAIIX

1D
0.42%
1M
-3.85%
YTD
-2.94%
6M
-1.59%
1Y
2.48%
3Y*
4.59%
5Y*
1.73%
10Y*
2.78%

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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PAIIX vs. PFORX - Expense Ratio Comparison

PAIIX has a 0.90% expense ratio, which is higher than PFORX's 0.50% expense ratio.


Return for Risk

PAIIX vs. PFORX — Risk / Return Rank

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

PAIIX
PAIIX Risk / Return Rank: 2929
Overall Rank
PAIIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PAIIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PAIIX Omega Ratio Rank: 2727
Omega Ratio Rank
PAIIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
PAIIX Martin Ratio Rank: 3030
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.

PAIIX vs. PFORX - 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 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.


PAIIXPFORXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.64

+0.12

Sortino ratio

Return per unit of downside risk

1.03

0.89

+0.15

Omega ratio

Gain probability vs. loss probability

1.14

1.12

+0.02

Calmar ratio

Return relative to maximum drawdown

0.74

0.61

+0.13

Martin ratio

Return relative to average drawdown

3.24

2.82

+0.42

PAIIX vs. PFORX - Sharpe Ratio Comparison

The current PAIIX Sharpe Ratio is 0.75, which is comparable to the PFORX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PAIIX 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


PAIIXPFORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.64

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.31

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.90

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

1.25

-0.16

Correlation

The correlation between PAIIX and PFORX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PAIIX vs. PFORX - Dividend Comparison

PAIIX's dividend yield for the trailing twelve months is around 4.35%, more than PFORX's 3.88% yield.


TTM20252024202320222021202020192018201720162015
PAIIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged)
4.35%4.44%3.72%2.05%7.25%2.59%1.90%3.75%1.78%2.73%2.23%5.44%
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

PAIIX vs. PFORX - Drawdown Comparison

The maximum PAIIX drawdown since its inception was -13.59%, roughly equal to the maximum PFORX drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PAIIX and PFORX.


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Drawdown Indicators


PAIIXPFORXDifference

Max Drawdown

Largest peak-to-trough decline

-13.59%

-13.87%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-3.99%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-9.91%

-13.71%

+3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-10.44%

-13.87%

+3.43%

Current Drawdown

Current decline from peak

-3.85%

-3.69%

-0.16%

Average Drawdown

Average peak-to-trough decline

-1.99%

-1.95%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.87%

+0.10%

Volatility

PAIIX vs. PFORX - Volatility Comparison

PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) (PAIIX) has a higher volatility of 2.23% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that PAIIX'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


PAIIXPFORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

1.93%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.53%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

3.38%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.25%

3.46%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.92%

3.08%

-0.16%