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PEAFX vs. ODVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEAFX vs. ODVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE Emerging Markets Fund Class A (PEAFX) and Invesco Developing Markets Fund Class R6 (ODVIX). The values are adjusted to include any dividend payments, if applicable.

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PEAFX vs. ODVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEAFX
PIMCO RAE Emerging Markets Fund Class A
6.52%20.25%1.14%22.28%-10.71%15.47%6.43%13.30%-12.77%28.91%
ODVIX
Invesco Developing Markets Fund Class R6
0.09%28.84%-0.98%11.55%-24.85%-7.17%17.66%24.58%-11.78%35.33%

Returns By Period

In the year-to-date period, PEAFX achieves a 6.52% return, which is significantly higher than ODVIX's 0.09% return. Over the past 10 years, PEAFX has outperformed ODVIX with an annualized return of 10.12%, while ODVIX has yielded a comparatively lower 6.16% annualized return.


PEAFX

1D
0.08%
1M
-8.64%
YTD
6.52%
6M
8.29%
1Y
24.42%
3Y*
15.08%
5Y*
8.03%
10Y*
10.12%

ODVIX

1D
-0.64%
1M
-11.64%
YTD
0.09%
6M
5.06%
1Y
25.81%
3Y*
8.56%
5Y*
-0.30%
10Y*
6.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PEAFX vs. ODVIX - Expense Ratio Comparison

PEAFX has a 1.10% expense ratio, which is higher than ODVIX's 0.88% expense ratio.


Return for Risk

PEAFX vs. ODVIX — Risk / Return Rank

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

PEAFX
PEAFX Risk / Return Rank: 7878
Overall Rank
PEAFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PEAFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
PEAFX Omega Ratio Rank: 7878
Omega Ratio Rank
PEAFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
PEAFX Martin Ratio Rank: 7474
Martin Ratio Rank

ODVIX
ODVIX Risk / Return Rank: 7878
Overall Rank
ODVIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ODVIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
ODVIX Omega Ratio Rank: 7575
Omega Ratio Rank
ODVIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
ODVIX Martin Ratio Rank: 7777
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.

PEAFX vs. ODVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Emerging Markets Fund Class A (PEAFX) and Invesco Developing Markets Fund Class R6 (ODVIX). 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.


PEAFXODVIXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.47

+0.11

Sortino ratio

Return per unit of downside risk

1.99

1.96

+0.03

Omega ratio

Gain probability vs. loss probability

1.31

1.28

+0.02

Calmar ratio

Return relative to maximum drawdown

1.75

1.86

-0.12

Martin ratio

Return relative to average drawdown

7.13

7.46

-0.32

PEAFX vs. ODVIX - Sharpe Ratio Comparison

The current PEAFX Sharpe Ratio is 1.58, which is comparable to the ODVIX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of PEAFX and ODVIX, 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


PEAFXODVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.47

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

-0.02

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.35

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.31

+0.34

Correlation

The correlation between PEAFX and ODVIX is 0.82, 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

PEAFX vs. ODVIX - Dividend Comparison

PEAFX's dividend yield for the trailing twelve months is around 2.79%, less than ODVIX's 43.61% yield.


TTM20252024202320222021202020192018201720162015
PEAFX
PIMCO RAE Emerging Markets Fund Class A
2.79%2.97%1.01%4.01%11.33%9.19%7.05%2.48%11.05%8.07%2.59%0.00%
ODVIX
Invesco Developing Markets Fund Class R6
43.61%43.65%0.42%0.95%1.18%5.56%0.35%2.61%0.80%0.73%0.72%0.99%

Drawdowns

PEAFX vs. ODVIX - Drawdown Comparison

The maximum PEAFX drawdown since its inception was -47.18%, roughly equal to the maximum ODVIX drawdown of -45.88%. Use the drawdown chart below to compare losses from any high point for PEAFX and ODVIX.


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Drawdown Indicators


PEAFXODVIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.18%

-45.88%

-1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-12.05%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-28.57%

-45.17%

+16.60%

Max Drawdown (10Y)

Largest decline over 10 years

-47.18%

-45.88%

-1.30%

Current Drawdown

Current decline from peak

-9.39%

-12.05%

+2.66%

Average Drawdown

Average peak-to-trough decline

-10.29%

-14.72%

+4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.22%

-0.02%

Volatility

PEAFX vs. ODVIX - Volatility Comparison

The current volatility for PIMCO RAE Emerging Markets Fund Class A (PEAFX) is 5.57%, while Invesco Developing Markets Fund Class R6 (ODVIX) has a volatility of 7.68%. This indicates that PEAFX experiences smaller price fluctuations and is considered to be less risky than ODVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEAFXODVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

7.68%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

12.60%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.50%

17.30%

-1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.88%

17.55%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

17.73%

-0.50%