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PCFAX vs. PISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCFAX vs. PISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE PLUS Small Fund (PCFAX) 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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PCFAX vs. PISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCFAX
PIMCO RAE PLUS Small Fund
-2.26%6.44%20.44%17.64%-12.75%-38.68%9.25%21.17%-12.42%12.52%
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, PCFAX achieves a -2.26% return, which is significantly lower than PISIX's -0.85% return. Over the past 10 years, PCFAX has underperformed PISIX with an annualized return of 2.97%, while PISIX has yielded a comparatively higher 11.51% annualized return.


PCFAX

1D
-1.02%
1M
-7.53%
YTD
-2.26%
6M
1.07%
1Y
13.98%
3Y*
14.32%
5Y*
-8.86%
10Y*
2.97%

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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PCFAX vs. PISIX - Expense Ratio Comparison

PCFAX has a 1.21% expense ratio, which is higher than PISIX's 0.76% expense ratio.


Return for Risk

PCFAX vs. PISIX — Risk / Return Rank

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

PCFAX
PCFAX Risk / Return Rank: 2727
Overall Rank
PCFAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PCFAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PCFAX Omega Ratio Rank: 2525
Omega Ratio Rank
PCFAX Calmar Ratio Rank: 2727
Calmar Ratio Rank
PCFAX Martin Ratio Rank: 2929
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.

PCFAX vs. PISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS Small Fund (PCFAX) 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.


PCFAXPISIXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.63

+0.01

Sortino ratio

Return per unit of downside risk

1.04

0.85

+0.19

Omega ratio

Gain probability vs. loss probability

1.14

1.14

-0.01

Calmar ratio

Return relative to maximum drawdown

0.78

0.64

+0.14

Martin ratio

Return relative to average drawdown

3.10

2.55

+0.56

PCFAX vs. PISIX - Sharpe Ratio Comparison

The current PCFAX Sharpe Ratio is 0.64, which is comparable to the PISIX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PCFAX 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


PCFAXPISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.63

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.75

-1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.80

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.52

-0.46

Correlation

The correlation between PCFAX and PISIX is 0.43, 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

PCFAX vs. PISIX - Dividend Comparison

PCFAX's dividend yield for the trailing twelve months is around 3.04%, less than PISIX's 5.19% yield.


TTM20252024202320222021202020192018201720162015
PCFAX
PIMCO RAE PLUS Small Fund
3.04%2.26%6.30%1.99%13.66%100.48%18.04%2.29%12.48%8.98%0.00%26.20%
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

PCFAX vs. PISIX - Drawdown Comparison

The maximum PCFAX drawdown since its inception was -68.63%, which is greater than PISIX's maximum drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PCFAX and PISIX.


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Drawdown Indicators


PCFAXPISIXDifference

Max Drawdown

Largest peak-to-trough decline

-68.63%

-57.47%

-11.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-12.81%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-68.63%

-18.93%

-49.70%

Max Drawdown (10Y)

Largest decline over 10 years

-68.63%

-35.44%

-33.19%

Current Drawdown

Current decline from peak

-47.97%

-9.44%

-38.53%

Average Drawdown

Average peak-to-trough decline

-25.60%

-7.23%

-18.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

3.54%

+0.38%

Volatility

PCFAX vs. PISIX - Volatility Comparison

The current volatility for PIMCO RAE PLUS Small Fund (PCFAX) is 5.35%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PCFAX 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


PCFAXPISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

6.58%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

11.37%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

16.52%

+6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.01%

13.92%

+20.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.34%

14.55%

+15.79%