PEFIX vs. COBYX
Compare and contrast key facts about PIMCO RAE PLUS EMG Fund (PEFIX) and The Cook & Bynum Fund (COBYX).
PEFIX is managed by PIMCO. It was launched on Nov 25, 2008. COBYX is managed by Cook & Bynum. It was launched on Jun 30, 2009.
Performance
PEFIX vs. COBYX - Performance Comparison
Loading graphics...
PEFIX vs. COBYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEFIX PIMCO RAE PLUS EMG Fund | 6.47% | 27.34% | 7.08% | 20.00% | -16.85% | 20.69% | 5.27% | 14.80% | -13.51% | 31.80% |
COBYX The Cook & Bynum Fund | 3.01% | 20.50% | -10.32% | 16.73% | 9.28% | 9.05% | -10.97% | 9.40% | -13.40% | 15.12% |
Returns By Period
In the year-to-date period, PEFIX achieves a 6.47% return, which is significantly higher than COBYX's 3.01% return. Over the past 10 years, PEFIX has outperformed COBYX with an annualized return of 11.54%, while COBYX has yielded a comparatively lower 3.93% annualized return.
PEFIX
- 1D
- 0.00%
- 1M
- -9.11%
- YTD
- 6.47%
- 6M
- 13.12%
- 1Y
- 31.54%
- 3Y*
- 19.13%
- 5Y*
- 9.19%
- 10Y*
- 11.54%
COBYX
- 1D
- 1.85%
- 1M
- -3.87%
- YTD
- 3.01%
- 6M
- 7.66%
- 1Y
- 7.10%
- 3Y*
- 7.06%
- 5Y*
- 7.72%
- 10Y*
- 3.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PEFIX vs. COBYX - Expense Ratio Comparison
PEFIX has a 1.10% expense ratio, which is lower than COBYX's 1.49% expense ratio.
Return for Risk
PEFIX vs. COBYX — Risk / Return Rank
PEFIX
COBYX
PEFIX vs. COBYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS EMG Fund (PEFIX) and The Cook & Bynum Fund (COBYX). 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.
| PEFIX | COBYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 0.62 | +1.44 |
Sortino ratioReturn per unit of downside risk | 2.46 | 0.92 | +1.54 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.14 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.05 | +1.25 |
Martin ratioReturn relative to average drawdown | 8.89 | 3.15 | +5.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PEFIX | COBYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 0.62 | +1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.56 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.29 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.35 | +0.27 |
Correlation
The correlation between PEFIX and COBYX 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
PEFIX vs. COBYX - Dividend Comparison
PEFIX's dividend yield for the trailing twelve months is around 4.23%, more than COBYX's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PEFIX PIMCO RAE PLUS EMG Fund | 4.23% | 3.73% | 9.33% | 2.11% | 18.29% | 46.03% | 8.19% | 0.38% | 4.76% | 7.08% | 4.48% |
COBYX The Cook & Bynum Fund | 1.14% | 1.18% | 0.00% | 1.01% | 1.16% | 2.18% | 0.32% | 0.69% | 12.60% | 1.88% | 5.09% |
Drawdowns
PEFIX vs. COBYX - Drawdown Comparison
The maximum PEFIX drawdown since its inception was -51.44%, which is greater than COBYX's maximum drawdown of -34.18%. Use the drawdown chart below to compare losses from any high point for PEFIX and COBYX.
Loading graphics...
Drawdown Indicators
| PEFIX | COBYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.44% | -34.18% | -17.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -8.95% | -4.16% |
Max Drawdown (5Y)Largest decline over 5 years | -32.17% | -17.10% | -15.07% |
Max Drawdown (10Y)Largest decline over 10 years | -51.44% | -34.18% | -17.26% |
Current DrawdownCurrent decline from peak | -10.12% | -6.21% | -3.91% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -6.86% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.99% | +0.43% |
Volatility
PEFIX vs. COBYX - Volatility Comparison
PIMCO RAE PLUS EMG Fund (PEFIX) has a higher volatility of 6.71% compared to The Cook & Bynum Fund (COBYX) at 5.20%. This indicates that PEFIX's price experiences larger fluctuations and is considered to be riskier than COBYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PEFIX | COBYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 5.20% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 8.42% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 14.59% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 13.98% | +1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 13.55% | +3.33% |