PEPFX vs. PFORX
Compare and contrast key facts about PIMCO RAE Emerging Markets Fund (PEPFX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PEPFX is managed by PIMCO. It was launched on Jun 4, 2015. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PEPFX vs. PFORX - Performance Comparison
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PEPFX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
PEPFX
PFORX
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.
| PEPFX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 0.61 | +1.10 |
Sortino ratioReturn per unit of downside risk | 2.14 | 0.86 | +1.29 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.12 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 0.66 | +1.33 |
Martin ratioReturn relative to average drawdown | 7.79 | 2.97 | +4.82 |
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
| PEPFX | PFORX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PEPFX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.18% | -3.39% | -4.79% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -1.95% | -9.29% |
Ulcer IndexDepth 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
| PEPFX | PFORX | Difference | |
|---|---|---|---|
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% |