PFORX vs. DFFVX
PFORX (PIMCO International Bond Fund (U.S. Dollar-Hedged)) and DFFVX (DFA U.S. Targeted Value Portfolio) are both mutual funds - PFORX is a Global Bonds fund managed by PIMCO, while DFFVX is a Small Cap Value Equities fund managed by Dimensional. Over the past 10 years, PFORX returned 2.83%/yr vs 11.35%/yr for DFFVX. At a correlation of -0.07, they often move in opposite directions. PFORX charges 0.50%/yr vs 0.29%/yr for DFFVX.
Performance
PFORX vs. DFFVX - Performance Comparison
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Returns By Period
In the year-to-date period, PFORX achieves a -0.18% return, which is significantly lower than DFFVX's 16.41% return. Over the past 10 years, PFORX has underperformed DFFVX with an annualized return of 2.83%, while DFFVX has yielded a comparatively higher 11.35% annualized return.
PFORX
- 1D
- 0.31%
- 1M
- 0.97%
- YTD
- -0.18%
- 6M
- 0.36%
- 1Y
- 2.26%
- 3Y*
- 5.31%
- 5Y*
- 1.43%
- 10Y*
- 2.83%
DFFVX
- 1D
- 1.76%
- 1M
- 4.51%
- YTD
- 16.41%
- 6M
- 14.03%
- 1Y
- 32.22%
- 3Y*
- 17.16%
- 5Y*
- 9.13%
- 10Y*
- 11.35%
PFORX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | -0.18% | 4.33% | 5.70% | 9.52% | -10.33% | -1.67% | 6.17% | 7.64% | 2.64% | 3.52% |
DFFVX DFA U.S. Targeted Value Portfolio | 16.41% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Correlation
The correlation between PFORX and DFFVX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2000 | -0.07 |
The correlation between PFORX and DFFVX shifts across timeframes, from -0.07 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PFORX vs. DFFVX — Risk / Return Rank
PFORX
DFFVX
PFORX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PFORX | DFFVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.33 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 3.30 | -2.71 |
| Martin ratioReturn relative to average drawdown | 1.78 | 10.74 | -8.96 |
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Drawdowns
PFORX vs. DFFVX - Drawdown Comparison
The maximum PFORX drawdown since its inception was -13.87%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for PFORX and DFFVX.
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Drawdown Indicators
| PFORX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.87% | -64.21% | +50.34% |
Max Drawdown (1Y)Largest decline over 1 year | -3.99% | -9.70% | +5.71% |
Max Drawdown (3Y)Largest decline over 3 years | -3.99% | -26.09% | +22.10% |
Max Drawdown (5Y)Largest decline over 5 years | -13.71% | -26.09% | +12.38% |
Max Drawdown (10Y)Largest decline over 10 years | -13.87% | -50.75% | +36.88% |
Current DrawdownCurrent decline from peak | -1.67% | 0.00% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -9.70% | +7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 2.98% | -1.65% |
Volatility
PFORX vs. DFFVX - Volatility Comparison
The current volatility for PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) is 1.33%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 4.32%. This indicates that PFORX experiences smaller price fluctuations and is considered to be less risky than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFORX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 4.32% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 3.38% | 11.24% | -7.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 17.06% | -13.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.62% | 21.56% | -17.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 23.67% | -20.51% |
PFORX vs. DFFVX - Expense Ratio Comparison
PFORX has a 0.50% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Dividends
PFORX vs. DFFVX - Dividend Comparison
PFORX's dividend yield for the trailing twelve months is around 4.12%, more than DFFVX's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 1.48% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 4.12% | 4.23% | 4.91% | 3.02% | 3.65% | 1.55% | 2.46% | 6.86% | 2.90% | 1.46% | 1.38% | 9.12% |
Frequently Asked Questions
PFORX and DFFVX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFFVX has higher volatility (4.32%) compared to PFORX (1.33%). In terms of maximum drawdown, PFORX dropped -13.87% vs DFFVX's -64.21%.
DFFVX currently has the higher Sharpe Ratio (1.88 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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