PEPFX vs. VWO
Compare and contrast key facts about PIMCO RAE Emerging Markets Fund (PEPFX) and Vanguard FTSE Emerging Markets ETF (VWO).
PEPFX is managed by PIMCO. It was launched on Jun 4, 2015. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Performance
PEPFX vs. VWO - Performance Comparison
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PEPFX vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEPFX PIMCO RAE Emerging Markets Fund | 6.55% | 20.60% | 2.45% | 22.46% | -10.50% | 15.79% | 9.76% | 13.56% | -12.62% | 29.07% |
VWO Vanguard FTSE Emerging Markets ETF | 0.54% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
Returns By Period
In the year-to-date period, PEPFX achieves a 6.55% return, which is significantly higher than VWO's 0.54% return. Over the past 10 years, PEPFX has outperformed VWO with an annualized return of 10.79%, while VWO has yielded a comparatively lower 7.63% annualized return.
PEPFX
- 1D
- 0.08%
- 1M
- -8.61%
- YTD
- 6.55%
- 6M
- 8.38%
- 1Y
- 24.77%
- 3Y*
- 15.73%
- 5Y*
- 8.50%
- 10Y*
- 10.79%
VWO
- 1D
- 3.11%
- 1M
- -6.97%
- YTD
- 0.54%
- 6M
- 1.72%
- 1Y
- 22.75%
- 3Y*
- 13.73%
- 5Y*
- 3.84%
- 10Y*
- 7.63%
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PEPFX vs. VWO - Expense Ratio Comparison
PEPFX has a 0.85% expense ratio, which is higher than VWO's 0.08% expense ratio.
Return for Risk
PEPFX vs. VWO — Risk / Return Rank
PEPFX
VWO
PEPFX vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Emerging Markets Fund (PEPFX) and Vanguard FTSE Emerging Markets ETF (VWO). 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 | VWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.28 | +0.30 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.81 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.85 | -0.08 |
Martin ratioReturn relative to average drawdown | 7.22 | 7.12 | +0.10 |
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 | VWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.28 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.22 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.40 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.25 | +0.23 |
Correlation
The correlation between PEPFX and VWO is 0.85, 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
PEPFX vs. VWO - Dividend Comparison
PEPFX's dividend yield for the trailing twelve months is around 2.73%, more than VWO's 2.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEPFX PIMCO RAE Emerging Markets Fund | 2.73% | 2.91% | 1.99% | 4.05% | 11.30% | 9.12% | 9.73% | 2.21% | 11.05% | 8.06% | 2.74% | 2.46% |
VWO Vanguard FTSE Emerging Markets ETF | 2.68% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Drawdowns
PEPFX vs. VWO - Drawdown Comparison
The maximum PEPFX drawdown since its inception was -46.88%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for PEPFX and VWO.
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Drawdown Indicators
| PEPFX | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.88% | -67.68% | +20.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -12.23% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -28.31% | -32.80% | +4.49% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -36.39% | -10.49% |
Current DrawdownCurrent decline from peak | -9.41% | -8.41% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -15.93% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.18% | +0.02% |
Volatility
PEPFX vs. VWO - Volatility Comparison
The current volatility for PIMCO RAE Emerging Markets Fund (PEPFX) is 5.62%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 8.17%. This indicates that PEPFX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEPFX | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 8.17% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 12.26% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 17.83% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 17.21% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 19.18% | -1.79% |