PDGZX vs. PFORX
Compare and contrast key facts about PIMCO RealPath Blend 2035 Fund (PDGZX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PDGZX is managed by PIMCO. It was launched on Dec 30, 2014. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PDGZX vs. PFORX - Performance Comparison
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PDGZX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDGZX PIMCO RealPath Blend 2035 Fund | -2.76% | 16.92% | 10.09% | 16.52% | -17.06% | 15.06% | 13.72% | 22.67% | -6.75% | 18.13% |
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, PDGZX achieves a -2.76% return, which is significantly lower than PFORX's -2.23% return. Over the past 10 years, PDGZX has outperformed PFORX with an annualized return of 8.66%, while PFORX has yielded a comparatively lower 2.77% annualized return.
PDGZX
- 1D
- 0.07%
- 1M
- -6.83%
- YTD
- -2.76%
- 6M
- -0.50%
- 1Y
- 12.46%
- 3Y*
- 11.14%
- 5Y*
- 6.21%
- 10Y*
- 8.66%
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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PDGZX vs. PFORX - Expense Ratio Comparison
PDGZX has a 0.05% expense ratio, which is lower than PFORX's 0.50% expense ratio.
Return for Risk
PDGZX vs. PFORX — Risk / Return Rank
PDGZX
PFORX
PDGZX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RealPath Blend 2035 Fund (PDGZX) 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.
| PDGZX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.64 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.89 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.12 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.61 | +0.76 |
Martin ratioReturn relative to average drawdown | 6.29 | 2.82 | +3.48 |
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
| PDGZX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.64 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.31 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.90 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.25 | -0.62 |
Correlation
The correlation between PDGZX and PFORX is 0.16, 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
PDGZX vs. PFORX - Dividend Comparison
PDGZX's dividend yield for the trailing twelve months is around 5.39%, more than PFORX's 3.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDGZX PIMCO RealPath Blend 2035 Fund | 5.39% | 5.09% | 4.17% | 2.73% | 3.30% | 4.92% | 2.12% | 3.71% | 5.84% | 2.17% | 2.72% | 2.40% |
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
PDGZX vs. PFORX - Drawdown Comparison
The maximum PDGZX drawdown since its inception was -27.25%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PDGZX and PFORX.
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Drawdown Indicators
| PDGZX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.25% | -13.87% | -13.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.59% | -3.99% | -4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.26% | -13.71% | -10.55% |
Max Drawdown (10Y)Largest decline over 10 years | -27.25% | -13.87% | -13.38% |
Current DrawdownCurrent decline from peak | -6.94% | -3.69% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -1.95% | -2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 0.87% | +1.00% |
Volatility
PDGZX vs. PFORX - Volatility Comparison
PIMCO RealPath Blend 2035 Fund (PDGZX) has a higher volatility of 3.79% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that PDGZX'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
| PDGZX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 1.93% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 6.33% | 2.53% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 3.38% | +7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.55% | 3.46% | +8.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.15% | 3.08% | +9.07% |