PEFIX vs. PFN
Compare and contrast key facts about PIMCO RAE PLUS EMG Fund (PEFIX) and PIMCO Income Strategy Fund II (PFN).
PEFIX is managed by PIMCO. It was launched on Nov 25, 2008. PFN is managed by PIMCO. It was launched on Oct 27, 2004.
Performance
PEFIX vs. PFN - Performance Comparison
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PEFIX vs. PFN - 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% |
PFN PIMCO Income Strategy Fund II | -5.40% | 13.07% | 15.72% | 15.43% | -17.65% | 5.14% | 3.97% | 21.84% | 0.94% | 20.58% |
Returns By Period
In the year-to-date period, PEFIX achieves a 6.47% return, which is significantly higher than PFN's -5.40% return. Over the past 10 years, PEFIX has outperformed PFN with an annualized return of 11.54%, while PFN has yielded a comparatively lower 8.36% annualized return.
PEFIX
- 1D
- 0.23%
- 1M
- -10.03%
- YTD
- 6.47%
- 6M
- 13.41%
- 1Y
- 32.86%
- 3Y*
- 19.13%
- 5Y*
- 9.34%
- 10Y*
- 11.54%
PFN
- 1D
- 3.77%
- 1M
- -3.87%
- YTD
- -5.40%
- 6M
- -3.80%
- 1Y
- 2.70%
- 3Y*
- 11.05%
- 5Y*
- 3.04%
- 10Y*
- 8.36%
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PEFIX vs. PFN - Expense Ratio Comparison
PEFIX has a 1.10% expense ratio, which is lower than PFN's 1.74% expense ratio.
Return for Risk
PEFIX vs. PFN — Risk / Return Rank
PEFIX
PFN
PEFIX vs. PFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS EMG Fund (PEFIX) and PIMCO Income Strategy Fund II (PFN). 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 | PFN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 0.20 | +1.76 |
Sortino ratioReturn per unit of downside risk | 2.37 | 0.34 | +2.02 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.06 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 0.26 | +1.93 |
Martin ratioReturn relative to average drawdown | 8.75 | 1.02 | +7.73 |
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 | PFN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 0.20 | +1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.21 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.46 | +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 PFN is 0.26, 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. PFN - Dividend Comparison
PEFIX's dividend yield for the trailing twelve months is around 4.23%, less than PFN's 12.51% 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% |
PFN PIMCO Income Strategy Fund II | 12.51% | 11.49% | 11.57% | 11.92% | 12.19% | 9.71% | 9.67% | 9.07% | 10.81% | 9.20% | 10.12% | 11.74% |
Drawdowns
PEFIX vs. PFN - Drawdown Comparison
The maximum PEFIX drawdown since its inception was -51.44%, smaller than the maximum PFN drawdown of -80.08%. Use the drawdown chart below to compare losses from any high point for PEFIX and PFN.
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Drawdown Indicators
| PEFIX | PFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.44% | -80.08% | +28.64% |
Max Drawdown (1Y)Largest decline over 1 year | -13.23% | -10.77% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -32.17% | -33.45% | +1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -51.44% | -45.70% | -5.74% |
Current DrawdownCurrent decline from peak | -10.12% | -6.42% | -3.70% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -11.89% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.79% | +0.71% |
Volatility
PEFIX vs. PFN - Volatility Comparison
PIMCO RAE PLUS EMG Fund (PEFIX) and PIMCO Income Strategy Fund II (PFN) have volatilities of 6.72% and 6.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEFIX | PFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 6.57% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.33% | 8.43% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 13.35% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 14.75% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 18.16% | -1.28% |