PFIIX vs. PFORX
Compare and contrast key facts about PIMCO Low Duration Income Fund (PFIIX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PFIIX is managed by PIMCO. It was launched on Jul 30, 2004. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFIIX or PFORX.
Key characteristics
| PFIIX | PFORX | |
|---|---|---|
| YTD Return | 6.77% | 4.19% |
| 1Y Return | 10.59% | 9.09% |
| 3Y Return (Ann) | 3.34% | 0.18% |
| 5Y Return (Ann) | 3.67% | 1.15% |
| 10Y Return (Ann) | 3.85% | 2.63% |
| Sharpe Ratio | 3.83 | 2.84 |
| Sortino Ratio | 6.44 | 4.57 |
| Omega Ratio | 1.94 | 1.57 |
| Calmar Ratio | 8.25 | 0.99 |
| Martin Ratio | 29.33 | 16.66 |
| Ulcer Index | 0.35% | 0.55% |
| Daily Std Dev | 2.69% | 3.24% |
| Max Drawdown | -29.16% | -15.09% |
| Current Drawdown | -0.02% | -0.78% |
Correlation
The correlation between PFIIX and PFORX is 0.11, 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.
Performance
PFIIX vs. PFORX - Performance Comparison
In the year-to-date period, PFIIX achieves a 6.77% return, which is significantly higher than PFORX's 4.19% return. Over the past 10 years, PFIIX has outperformed PFORX with an annualized return of 3.85%, while PFORX has yielded a comparatively lower 2.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PFIIX vs. PFORX - Expense Ratio Comparison
Both PFIIX and PFORX have an expense ratio of 0.50%.
Risk-Adjusted Performance
PFIIX vs. PFORX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Income Fund (PFIIX) 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.
Dividends
PFIIX vs. PFORX - Dividend Comparison
PFIIX's dividend yield for the trailing twelve months is around 5.19%, more than PFORX's 4.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFIIX PIMCO Low Duration Income Fund | 5.19% | 4.99% | 6.32% | 3.06% | 3.46% | 4.76% | 3.21% | 3.15% | 3.78% | 5.37% | 5.15% | 4.50% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 4.02% | 3.03% | 2.39% | 1.55% | 2.46% | 6.33% | 2.65% | 1.46% | 1.40% | 7.39% | 8.04% | 2.30% |
Drawdowns
PFIIX vs. PFORX - Drawdown Comparison
The maximum PFIIX drawdown since its inception was -29.16%, which is greater than PFORX's maximum drawdown of -15.09%. Use the drawdown chart below to compare losses from any high point for PFIIX and PFORX. For additional features, visit the drawdowns tool.
Volatility
PFIIX vs. PFORX - Volatility Comparison
The current volatility for PIMCO Low Duration Income Fund (PFIIX) is 0.80%, while PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) has a volatility of 0.89%. This indicates that PFIIX experiences smaller price fluctuations and is considered to be less risky than PFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.