PEFIX vs. EAEMX
Compare and contrast key facts about PIMCO RAE PLUS EMG Fund (PEFIX) and Parametric Emerging Markets Fund (EAEMX).
PEFIX is managed by PIMCO. It was launched on Nov 25, 2008. EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006.
Performance
PEFIX vs. EAEMX - Performance Comparison
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PEFIX vs. EAEMX - 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% |
EAEMX Parametric Emerging Markets Fund | 2.89% | 27.16% | 5.39% | 9.46% | -11.27% | 4.19% | 2.65% | 12.32% | -14.02% | 27.03% |
Returns By Period
In the year-to-date period, PEFIX achieves a 6.47% return, which is significantly higher than EAEMX's 2.89% return. Over the past 10 years, PEFIX has outperformed EAEMX with an annualized return of 11.54%, while EAEMX has yielded a comparatively lower 6.23% 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%
EAEMX
- 1D
- 1.89%
- 1M
- -6.17%
- YTD
- 2.89%
- 6M
- 6.54%
- 1Y
- 26.50%
- 3Y*
- 13.51%
- 5Y*
- 6.33%
- 10Y*
- 6.23%
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PEFIX vs. EAEMX - Expense Ratio Comparison
PEFIX has a 1.10% expense ratio, which is lower than EAEMX's 1.58% expense ratio.
Return for Risk
PEFIX vs. EAEMX — Risk / Return Rank
PEFIX
EAEMX
PEFIX vs. EAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS EMG Fund (PEFIX) and Parametric Emerging Markets Fund (EAEMX). 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 | EAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 2.25 | -0.19 |
Sortino ratioReturn per unit of downside risk | 2.46 | 2.86 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.46 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.68 | -0.39 |
Martin ratioReturn relative to average drawdown | 8.89 | 10.25 | -1.37 |
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
| PEFIX | EAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.25 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.56 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.47 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.28 | +0.34 |
Correlation
The correlation between PEFIX and EAEMX is 0.80, 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
PEFIX vs. EAEMX - Dividend Comparison
PEFIX's dividend yield for the trailing twelve months is around 4.23%, more than EAEMX's 2.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
EAEMX Parametric Emerging Markets Fund | 2.75% | 2.83% | 3.00% | 2.71% | 4.40% | 1.64% | 1.08% | 2.48% | 2.14% | 2.31% | 1.52% | 1.68% |
Drawdowns
PEFIX vs. EAEMX - Drawdown Comparison
The maximum PEFIX drawdown since its inception was -51.44%, smaller than the maximum EAEMX drawdown of -62.70%. Use the drawdown chart below to compare losses from any high point for PEFIX and EAEMX.
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Drawdown Indicators
| PEFIX | EAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.44% | -62.70% | +11.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -9.90% | -3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -32.17% | -25.43% | -6.74% |
Max Drawdown (10Y)Largest decline over 10 years | -51.44% | -44.16% | -7.28% |
Current DrawdownCurrent decline from peak | -10.12% | -8.20% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -13.58% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.59% | +0.83% |
Volatility
PEFIX vs. EAEMX - Volatility Comparison
PIMCO RAE PLUS EMG Fund (PEFIX) has a higher volatility of 6.71% compared to Parametric Emerging Markets Fund (EAEMX) at 5.94%. This indicates that PEFIX's price experiences larger fluctuations and is considered to be riskier than EAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEFIX | EAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 5.94% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 8.80% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 12.17% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 11.42% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 13.38% | +3.50% |