PFORX vs. FXAIX
Compare and contrast key facts about PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and Fidelity 500 Index Fund (FXAIX).
PFORX is managed by PIMCO. It was launched on Dec 1, 1992. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
PFORX vs. FXAIX - Performance Comparison
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PFORX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FXAIX Fidelity 500 Index Fund | -4.34% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, PFORX achieves a -1.93% return, which is significantly higher than FXAIX's -4.34% return. Over the past 10 years, PFORX has underperformed FXAIX with an annualized return of 2.80%, while FXAIX has yielded a comparatively higher 14.08% annualized return.
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%
FXAIX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.32%
- 3Y*
- 18.30%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
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PFORX vs. FXAIX - Expense Ratio Comparison
PFORX has a 0.50% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
PFORX vs. FXAIX — Risk / Return Rank
PFORX
FXAIX
PFORX vs. FXAIX - 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 Fidelity 500 Index Fund (FXAIX). 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.
| PFORX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.97 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.49 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.52 | -0.85 |
Martin ratioReturn relative to average drawdown | 2.97 | 7.30 | -4.32 |
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
| PFORX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.97 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.70 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.78 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.76 | +0.49 |
Correlation
The correlation between PFORX and FXAIX is 0.03, 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
PFORX vs. FXAIX - Dividend Comparison
PFORX's dividend yield for the trailing twelve months is around 3.86%, more than FXAIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
PFORX vs. FXAIX - Drawdown Comparison
The maximum PFORX drawdown since its inception was -13.87%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PFORX and FXAIX.
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Drawdown Indicators
| PFORX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.87% | -33.79% | +19.92% |
Max Drawdown (1Y)Largest decline over 1 year | -3.99% | -12.13% | +8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -13.71% | -24.50% | +10.79% |
Max Drawdown (10Y)Largest decline over 10 years | -13.87% | -33.79% | +19.92% |
Current DrawdownCurrent decline from peak | -3.39% | -6.23% | +2.84% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -3.83% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 2.53% | -1.64% |
Volatility
PFORX vs. FXAIX - Volatility Comparison
The current volatility for PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) is 1.99%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 5.34%. This indicates that PFORX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFORX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 5.34% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 9.53% | -6.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.39% | 18.32% | -14.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.47% | 16.92% | -13.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.08% | 18.05% | -14.97% |