PCRPX vs. PFORX
Compare and contrast key facts about PIMCO Commodity Real Return Strategy Fund (PCRPX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PCRPX is managed by PIMCO. It was launched on Apr 30, 2008. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PCRPX vs. PFORX - Performance Comparison
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PCRPX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCRPX PIMCO Commodity Real Return Strategy Fund | 21.14% | 16.26% | 10.79% | -6.20% | 9.12% | 33.01% | 0.73% | 12.24% | -13.90% | 2.62% |
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, PCRPX achieves a 21.14% return, which is significantly higher than PFORX's -2.23% return. Over the past 10 years, PCRPX has outperformed PFORX with an annualized return of 9.23%, while PFORX has yielded a comparatively lower 2.77% annualized return.
PCRPX
- 1D
- 0.87%
- 1M
- 9.42%
- YTD
- 21.14%
- 6M
- 25.05%
- 1Y
- 27.99%
- 3Y*
- 14.64%
- 5Y*
- 14.38%
- 10Y*
- 9.23%
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%
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PCRPX vs. PFORX - Expense Ratio Comparison
PCRPX has a 0.92% expense ratio, which is higher than PFORX's 0.50% expense ratio.
Return for Risk
PCRPX vs. PFORX — Risk / Return Rank
PCRPX
PFORX
PCRPX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRPX) 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.
| PCRPX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 0.64 | +1.12 |
Sortino ratioReturn per unit of downside risk | 2.26 | 0.89 | +1.38 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.12 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 0.61 | +2.60 |
Martin ratioReturn relative to average drawdown | 9.64 | 2.82 | +6.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PCRPX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.64 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.31 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.90 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 1.25 | -1.23 |
Correlation
The correlation between PCRPX and PFORX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
PCRPX vs. PFORX - Dividend Comparison
PCRPX's dividend yield for the trailing twelve months is around 4.20%, more than PFORX's 3.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCRPX PIMCO Commodity Real Return Strategy Fund | 4.20% | 5.09% | 8.47% | 6.50% | 46.40% | 22.80% | 1.51% | 3.93% | 5.85% | 8.06% | 0.83% | 5.23% |
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
PCRPX vs. PFORX - Drawdown Comparison
The maximum PCRPX drawdown since its inception was -72.22%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PCRPX and PFORX.
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Drawdown Indicators
| PCRPX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.22% | -13.87% | -58.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -3.99% | -5.45% |
Max Drawdown (5Y)Largest decline over 5 years | -34.54% | -13.71% | -20.83% |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | -13.87% | -25.28% |
Current DrawdownCurrent decline from peak | -8.48% | -3.69% | -4.79% |
Average DrawdownAverage peak-to-trough decline | -39.76% | -1.95% | -37.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 0.87% | +2.28% |
Volatility
PCRPX vs. PFORX - Volatility Comparison
PIMCO Commodity Real Return Strategy Fund (PCRPX) has a higher volatility of 7.30% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that PCRPX'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
| PCRPX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 1.93% | +5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.33% | 2.53% | +10.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 3.38% | +13.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 3.46% | +16.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 3.08% | +14.04% |