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PAUIX vs. PISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAUIX vs. PISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO All Asset All Authority Fund (PAUIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). The values are adjusted to include any dividend payments, if applicable.

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PAUIX vs. PISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAUIX
PIMCO All Asset All Authority Fund
2.19%14.15%1.06%6.35%-15.65%15.55%4.58%7.62%-6.14%12.05%
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
-0.85%17.68%14.87%21.70%-8.86%18.37%4.29%26.40%-10.00%18.81%

Returns By Period

In the year-to-date period, PAUIX achieves a 2.19% return, which is significantly higher than PISIX's -0.85% return. Over the past 10 years, PAUIX has underperformed PISIX with an annualized return of 4.60%, while PISIX has yielded a comparatively higher 11.51% annualized return.


PAUIX

1D
0.43%
1M
-5.64%
YTD
2.19%
6M
5.13%
1Y
13.62%
3Y*
6.21%
5Y*
2.88%
10Y*
4.60%

PISIX

1D
0.22%
1M
-9.44%
YTD
-0.85%
6M
-0.21%
1Y
12.13%
3Y*
14.32%
5Y*
10.34%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAUIX vs. PISIX - Expense Ratio Comparison

PAUIX has a 0.21% expense ratio, which is lower than PISIX's 0.76% expense ratio.


Return for Risk

PAUIX vs. PISIX — Risk / Return Rank

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

PAUIX
PAUIX Risk / Return Rank: 8787
Overall Rank
PAUIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PAUIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PAUIX Omega Ratio Rank: 8585
Omega Ratio Rank
PAUIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PAUIX Martin Ratio Rank: 8585
Martin Ratio Rank

PISIX
PISIX Risk / Return Rank: 2424
Overall Rank
PISIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PISIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PISIX Omega Ratio Rank: 2828
Omega Ratio Rank
PISIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PISIX Martin Ratio Rank: 2424
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.

PAUIX vs. PISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO All Asset All Authority Fund (PAUIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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.


PAUIXPISIXDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.63

+1.22

Sortino ratio

Return per unit of downside risk

2.43

0.85

+1.57

Omega ratio

Gain probability vs. loss probability

1.35

1.14

+0.21

Calmar ratio

Return relative to maximum drawdown

2.31

0.64

+1.67

Martin ratio

Return relative to average drawdown

8.68

2.55

+6.14

PAUIX vs. PISIX - Sharpe Ratio Comparison

The current PAUIX Sharpe Ratio is 1.84, which is higher than the PISIX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PAUIX and PISIX, 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


PAUIXPISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.63

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.75

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.80

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.52

+0.07

Correlation

The correlation between PAUIX and PISIX is 0.37, 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

PAUIX vs. PISIX - Dividend Comparison

PAUIX's dividend yield for the trailing twelve months is around 7.06%, more than PISIX's 5.19% yield.


TTM20252024202320222021202020192018201720162015
PAUIX
PIMCO All Asset All Authority Fund
7.06%6.10%2.64%3.97%9.98%15.46%4.47%2.89%5.74%5.28%3.62%5.54%
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
5.19%5.14%11.81%10.04%10.11%7.31%1.42%11.47%7.99%7.36%1.02%8.16%

Drawdowns

PAUIX vs. PISIX - Drawdown Comparison

The maximum PAUIX drawdown since its inception was -26.84%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PAUIX and PISIX.


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Drawdown Indicators


PAUIXPISIXDifference

Max Drawdown

Largest peak-to-trough decline

-26.84%

-57.47%

+30.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-12.81%

+6.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.15%

-18.93%

-7.22%

Max Drawdown (10Y)

Largest decline over 10 years

-26.84%

-35.44%

+8.60%

Current Drawdown

Current decline from peak

-5.64%

-9.44%

+3.80%

Average Drawdown

Average peak-to-trough decline

-5.94%

-7.23%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

3.54%

-1.93%

Volatility

PAUIX vs. PISIX - Volatility Comparison

The current volatility for PIMCO All Asset All Authority Fund (PAUIX) is 2.85%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PAUIX experiences smaller price fluctuations and is considered to be less risky than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAUIXPISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

6.58%

-3.73%

Volatility (6M)

Calculated over the trailing 6-month period

4.68%

11.37%

-6.69%

Volatility (1Y)

Calculated over the trailing 1-year period

7.47%

16.52%

-9.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.64%

13.92%

-4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.00%

14.55%

-5.55%