PFBPX vs. PMJIX
Compare and contrast key facts about PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2 (PFBPX) and PIMCO RAE US Small Fund (PMJIX).
PFBPX is an actively managed fund by PIMCO. It was launched on Apr 30, 2008. PMJIX is managed by PIMCO. It was launched on Jun 5, 2015.
Performance
PFBPX vs. PMJIX - Performance Comparison
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PFBPX vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFBPX PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2 | -1.94% | 4.23% | 5.60% | 9.39% | -10.42% | -1.76% | 6.05% | 7.53% | 2.53% | 3.42% |
PMJIX PIMCO RAE US Small Fund | 1.03% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
Returns By Period
In the year-to-date period, PFBPX achieves a -1.94% return, which is significantly lower than PMJIX's 1.03% return. Over the past 10 years, PFBPX has underperformed PMJIX with an annualized return of 2.70%, while PMJIX has yielded a comparatively higher 12.26% annualized return.
PFBPX
- 1D
- 0.31%
- 1M
- -3.10%
- YTD
- -1.94%
- 6M
- -0.93%
- 1Y
- 1.75%
- 3Y*
- 4.71%
- 5Y*
- 1.03%
- 10Y*
- 2.70%
PMJIX
- 1D
- 2.00%
- 1M
- -4.24%
- YTD
- 1.03%
- 6M
- 2.69%
- 1Y
- 15.30%
- 3Y*
- 15.55%
- 5Y*
- 9.68%
- 10Y*
- 12.26%
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PFBPX vs. PMJIX - Expense Ratio Comparison
PFBPX has a 0.67% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Return for Risk
PFBPX vs. PMJIX — Risk / Return Rank
PFBPX
PMJIX
PFBPX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2 (PFBPX) and PIMCO RAE US Small Fund (PMJIX). 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.
| PFBPX | PMJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.72 | -0.13 |
Sortino ratioReturn per unit of downside risk | 0.82 | 1.16 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.64 | 0.94 | -0.30 |
Martin ratioReturn relative to average drawdown | 2.86 | 3.76 | -0.91 |
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
| PFBPX | PMJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.72 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.25 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.37 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.33 | +0.77 |
Correlation
The correlation between PFBPX and PMJIX is 0.04, 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
PFBPX vs. PMJIX - Dividend Comparison
PFBPX's dividend yield for the trailing twelve months is around 3.77%, more than PMJIX's 3.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFBPX PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2 | 3.77% | 4.13% | 4.82% | 2.91% | 3.55% | 1.45% | 2.35% | 6.76% | 2.80% | 1.36% | 1.28% | 9.01% |
PMJIX PIMCO RAE US Small Fund | 3.12% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Drawdowns
PFBPX vs. PMJIX - Drawdown Comparison
The maximum PFBPX drawdown since its inception was -16.52%, smaller than the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PFBPX and PMJIX.
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Drawdown Indicators
| PFBPX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.52% | -49.75% | +33.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.99% | -14.85% | +10.86% |
Max Drawdown (5Y)Largest decline over 5 years | -13.80% | -49.75% | +35.95% |
Max Drawdown (10Y)Largest decline over 10 years | -14.00% | -49.75% | +35.75% |
Current DrawdownCurrent decline from peak | -3.39% | -9.91% | +6.52% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -16.44% | +14.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 3.69% | -2.80% |
Volatility
PFBPX vs. PMJIX - Volatility Comparison
The current volatility for PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2 (PFBPX) is 1.99%, while PIMCO RAE US Small Fund (PMJIX) has a volatility of 5.31%. This indicates that PFBPX experiences smaller price fluctuations and is considered to be less risky than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFBPX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 5.31% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.54% | 12.52% | -9.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.38% | 22.29% | -18.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.46% | 39.63% | -36.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.07% | 33.08% | -30.01% |