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 managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFORX or FXAIX.
Performance
PFORX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, PFORX achieves a 4.30% return, which is significantly lower than FXAIX's 24.55% return. Over the past 10 years, PFORX has underperformed FXAIX with an annualized return of 2.61%, while FXAIX has yielded a comparatively higher 13.02% annualized return.
PFORX
4.30%
-0.02%
3.30%
8.52%
1.12%
2.61%
FXAIX
24.55%
0.19%
11.42%
31.85%
15.34%
13.02%
Key characteristics
| PFORX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.76 | 2.63 |
| Sortino Ratio | 4.42 | 3.52 |
| Omega Ratio | 1.55 | 1.49 |
| Calmar Ratio | 1.01 | 3.81 |
| Martin Ratio | 15.95 | 17.22 |
| Ulcer Index | 0.56% | 1.87% |
| Daily Std Dev | 3.21% | 12.24% |
| Max Drawdown | -15.09% | -33.79% |
| Current Drawdown | -0.68% | -2.14% |
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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.
Correlation
The correlation between PFORX and FXAIX is 0.01, 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.
Risk-Adjusted Performance
PFORX vs. FXAIX - Risk-Adjusted Performance 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.
Dividends
PFORX vs. FXAIX - Dividend Comparison
PFORX's dividend yield for the trailing twelve months is around 4.02%, more than FXAIX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
PFORX vs. FXAIX - Drawdown Comparison
The maximum PFORX drawdown since its inception was -15.09%, 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. For additional features, visit the drawdowns tool.
Volatility
PFORX vs. FXAIX - Volatility Comparison
The current volatility for PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) is 0.89%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.05%. 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.