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PEPFX vs. PFORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEPFX vs. PFORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE Emerging Markets Fund (PEPFX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). The values are adjusted to include any dividend payments, if applicable.

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PEPFX vs. PFORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEPFX
PIMCO RAE Emerging Markets Fund
8.00%20.60%2.45%22.46%-10.50%15.79%9.76%13.56%-12.62%29.07%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
-1.93%4.33%5.70%9.52%-10.33%-1.67%6.17%7.64%2.64%3.52%

Returns By Period

In the year-to-date period, PEPFX achieves a 8.00% return, which is significantly higher than PFORX's -1.93% return. Over the past 10 years, PEPFX has outperformed PFORX with an annualized return of 10.94%, while PFORX has yielded a comparatively lower 2.80% annualized return.


PEPFX

1D
1.36%
1M
-7.10%
YTD
8.00%
6M
9.58%
1Y
25.61%
3Y*
16.25%
5Y*
8.65%
10Y*
10.94%

PFORX

1D
0.31%
1M
-3.10%
YTD
-1.93%
6M
-0.89%
1Y
1.84%
3Y*
4.82%
5Y*
1.13%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PEPFX vs. PFORX - Expense Ratio Comparison

PEPFX has a 0.85% expense ratio, which is higher than PFORX's 0.50% expense ratio.


Return for Risk

PEPFX vs. PFORX — Risk / Return Rank

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

PEPFX
PEPFX Risk / Return Rank: 7979
Overall Rank
PEPFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PEPFX Sortino Ratio Rank: 8080
Sortino Ratio Rank
PEPFX Omega Ratio Rank: 8080
Omega Ratio Rank
PEPFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PEPFX Martin Ratio Rank: 7474
Martin Ratio Rank

PFORX
PFORX Risk / Return Rank: 2121
Overall Rank
PFORX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PFORX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PFORX Omega Ratio Rank: 1717
Omega Ratio Rank
PFORX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFORX Martin Ratio Rank: 2626
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.

PEPFX vs. PFORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Emerging Markets Fund (PEPFX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). 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.


PEPFXPFORXDifference

Sharpe ratio

Return per unit of total volatility

1.71

0.61

+1.10

Sortino ratio

Return per unit of downside risk

2.14

0.86

+1.29

Omega ratio

Gain probability vs. loss probability

1.33

1.12

+0.22

Calmar ratio

Return relative to maximum drawdown

2.00

0.66

+1.33

Martin ratio

Return relative to average drawdown

7.79

2.97

+4.82

PEPFX vs. PFORX - Sharpe Ratio Comparison

The current PEPFX Sharpe Ratio is 1.71, which is higher than the PFORX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of PEPFX and PFORX, 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


PEPFXPFORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

0.61

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.33

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.91

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.25

-0.77

Correlation

The correlation between PEPFX and PFORX is 0.06, 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

PEPFX vs. PFORX - Dividend Comparison

PEPFX's dividend yield for the trailing twelve months is around 2.70%, less than PFORX's 3.86% yield.


TTM20252024202320222021202020192018201720162015
PEPFX
PIMCO RAE Emerging Markets Fund
2.70%2.91%1.99%4.05%11.30%9.12%9.73%2.21%11.05%8.06%2.74%2.46%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
3.86%4.23%4.91%3.02%3.65%1.55%2.46%6.86%2.90%1.46%1.38%9.12%

Drawdowns

PEPFX vs. PFORX - Drawdown Comparison

The maximum PEPFX drawdown since its inception was -46.88%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PEPFX and PFORX.


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Drawdown Indicators


PEPFXPFORXDifference

Max Drawdown

Largest peak-to-trough decline

-46.88%

-13.87%

-33.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-3.99%

-8.13%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

-13.71%

-14.60%

Max Drawdown (10Y)

Largest decline over 10 years

-46.88%

-13.87%

-33.01%

Current Drawdown

Current decline from peak

-8.18%

-3.39%

-4.79%

Average Drawdown

Average peak-to-trough decline

-11.24%

-1.95%

-9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

0.89%

+2.21%

Volatility

PEPFX vs. PFORX - Volatility Comparison

PIMCO RAE Emerging Markets Fund (PEPFX) has a higher volatility of 5.89% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.99%. This indicates that PEPFX's price experiences larger fluctuations and is considered to be riskier than PFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEPFXPFORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

1.99%

+3.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.31%

2.55%

+8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

3.39%

+12.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

3.47%

+11.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

3.08%

+14.32%