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PEFIX vs. PXH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEFIX vs. PXH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE PLUS EMG Fund (PEFIX) and Invesco FTSE RAFI Emerging Markets ETF (PXH). The values are adjusted to include any dividend payments, if applicable.

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PEFIX vs. PXH - 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%
PXH
Invesco FTSE RAFI Emerging Markets ETF
4.64%31.44%12.09%13.93%-15.18%8.31%-1.91%16.77%-8.68%26.60%

Returns By Period

In the year-to-date period, PEFIX achieves a 6.47% return, which is significantly higher than PXH's 4.64% return. Over the past 10 years, PEFIX has outperformed PXH with an annualized return of 11.54%, while PXH has yielded a comparatively lower 9.71% 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%

PXH

1D
2.87%
1M
-5.27%
YTD
4.64%
6M
7.81%
1Y
28.88%
3Y*
18.73%
5Y*
8.65%
10Y*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PEFIX vs. PXH - Expense Ratio Comparison

PEFIX has a 1.10% expense ratio, which is higher than PXH's 0.50% expense ratio.


Return for Risk

PEFIX vs. PXH — 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

PXH
PXH Risk / Return Rank: 8383
Overall Rank
PXH Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PXH Sortino Ratio Rank: 8484
Sortino Ratio Rank
PXH Omega Ratio Rank: 8383
Omega Ratio Rank
PXH Calmar Ratio Rank: 7979
Calmar Ratio Rank
PXH Martin Ratio Rank: 8585
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. PXH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS EMG Fund (PEFIX) and Invesco FTSE RAFI Emerging Markets ETF (PXH). 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.


PEFIXPXHDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.57

+0.40

Sortino ratio

Return per unit of downside risk

2.37

2.17

+0.20

Omega ratio

Gain probability vs. loss probability

1.38

1.32

+0.06

Calmar ratio

Return relative to maximum drawdown

2.19

2.11

+0.08

Martin ratio

Return relative to average drawdown

8.75

9.45

-0.70

PEFIX vs. PXH - Sharpe Ratio Comparison

The current PEFIX Sharpe Ratio is 1.97, which is comparable to the PXH Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of PEFIX and PXH, 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


PEFIXPXHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.57

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.49

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.48

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.12

+0.49

Correlation

The correlation between PEFIX and PXH is 0.71, 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. PXH - Dividend Comparison

PEFIX's dividend yield for the trailing twelve months is around 4.23%, more than PXH's 3.76% 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%
PXH
Invesco FTSE RAFI Emerging Markets ETF
3.76%4.02%4.43%4.84%5.33%4.69%2.79%3.28%3.30%2.74%1.97%3.44%

Drawdowns

PEFIX vs. PXH - Drawdown Comparison

The maximum PEFIX drawdown since its inception was -51.44%, smaller than the maximum PXH drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for PEFIX and PXH.


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Drawdown Indicators


PEFIXPXHDifference

Max Drawdown

Largest peak-to-trough decline

-51.44%

-63.63%

+12.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.23%

-13.78%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-32.17%

-29.59%

-2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-51.44%

-40.42%

-11.02%

Current Drawdown

Current decline from peak

-10.12%

-6.55%

-3.57%

Average Drawdown

Average peak-to-trough decline

-12.03%

-17.00%

+4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.08%

+0.42%

Volatility

PEFIX vs. PXH - Volatility Comparison

The current volatility for PIMCO RAE PLUS EMG Fund (PEFIX) is 6.72%, while Invesco FTSE RAFI Emerging Markets ETF (PXH) has a volatility of 7.57%. This indicates that PEFIX experiences smaller price fluctuations and is considered to be less risky than PXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEFIXPXHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

7.57%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.33%

12.04%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

18.52%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.54%

17.71%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

20.21%

-3.33%