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PEFIX vs. PONPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEFIX vs. PONPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE PLUS EMG Fund (PEFIX) and PIMCO Income Fund Class I-2 (PONPX). The values are adjusted to include any dividend payments, if applicable.

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PEFIX vs. PONPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PONPX
PIMCO Income Fund Class I-2
-1.37%10.96%5.33%9.24%-9.14%2.51%5.73%7.99%0.53%8.52%

Returns By Period

In the year-to-date period, PEFIX achieves a 6.47% return, which is significantly higher than PONPX's -1.37% return. Over the past 10 years, PEFIX has outperformed PONPX with an annualized return of 11.54%, while PONPX has yielded a comparatively lower 4.55% 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%

PONPX

1D
0.47%
1M
-3.24%
YTD
-1.37%
6M
1.11%
1Y
5.97%
3Y*
7.09%
5Y*
3.28%
10Y*
4.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PEFIX vs. PONPX - Expense Ratio Comparison

PEFIX has a 1.10% expense ratio, which is higher than PONPX's 0.72% expense ratio.


Return for Risk

PEFIX vs. PONPX — Risk / Return Rank

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

PEFIX
PEFIX Risk / Return Rank: 8888
Overall Rank
PEFIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PEFIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PEFIX Omega Ratio Rank: 8888
Omega Ratio Rank
PEFIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PEFIX Martin Ratio Rank: 8585
Martin Ratio Rank

PONPX
PONPX Risk / Return Rank: 8080
Overall Rank
PONPX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PONPX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PONPX Omega Ratio Rank: 7777
Omega Ratio Rank
PONPX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PONPX 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.

PEFIX vs. PONPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS EMG Fund (PEFIX) and PIMCO Income Fund Class I-2 (PONPX). 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.


PEFIXPONPXDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.54

+0.43

Sortino ratio

Return per unit of downside risk

2.37

2.21

+0.15

Omega ratio

Gain probability vs. loss probability

1.38

1.29

+0.09

Calmar ratio

Return relative to maximum drawdown

2.19

1.84

+0.35

Martin ratio

Return relative to average drawdown

8.75

7.43

+1.32

PEFIX vs. PONPX - Sharpe Ratio Comparison

The current PEFIX Sharpe Ratio is 1.97, which is comparable to the PONPX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of PEFIX and PONPX, 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


PEFIXPONPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.54

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.70

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

1.09

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.82

-1.20

Correlation

The correlation between PEFIX and PONPX is 0.29, 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. PONPX - Dividend Comparison

PEFIX's dividend yield for the trailing twelve months is around 4.23%, less than PONPX's 5.48% yield.


TTM20252024202320222021202020192018201720162015
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%
PONPX
PIMCO Income Fund Class I-2
5.48%5.91%6.16%6.11%4.89%3.92%4.78%5.73%5.56%5.27%5.42%7.77%

Drawdowns

PEFIX vs. PONPX - Drawdown Comparison

The maximum PEFIX drawdown since its inception was -51.44%, which is greater than PONPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for PEFIX and PONPX.


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Drawdown Indicators


PEFIXPONPXDifference

Max Drawdown

Largest peak-to-trough decline

-51.44%

-13.41%

-38.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.23%

-3.69%

-9.54%

Max Drawdown (5Y)

Largest decline over 5 years

-32.17%

-13.41%

-18.76%

Max Drawdown (10Y)

Largest decline over 10 years

-51.44%

-13.41%

-38.03%

Current Drawdown

Current decline from peak

-10.12%

-3.24%

-6.88%

Average Drawdown

Average peak-to-trough decline

-12.03%

-1.44%

-10.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

0.92%

+2.58%

Volatility

PEFIX vs. PONPX - Volatility Comparison

PIMCO RAE PLUS EMG Fund (PEFIX) has a higher volatility of 6.72% compared to PIMCO Income Fund Class I-2 (PONPX) at 1.88%. This indicates that PEFIX's price experiences larger fluctuations and is considered to be riskier than PONPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEFIXPONPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

1.88%

+4.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.33%

2.64%

+8.69%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

4.27%

+11.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.54%

4.75%

+10.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

4.19%

+12.69%