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PFORX vs. PCLPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFORX vs. PCLPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and PIMCO CommoditiesPLUS Strategy I2 (PCLPX). The values are adjusted to include any dividend payments, if applicable.

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PFORX vs. PCLPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
-2.23%4.33%5.70%9.52%-10.33%-1.67%6.17%7.64%2.64%3.52%
PCLPX
PIMCO CommoditiesPLUS Strategy I2
30.92%4.45%5.92%0.24%23.04%43.50%-9.12%19.39%-12.15%10.53%

Returns By Period

In the year-to-date period, PFORX achieves a -2.23% return, which is significantly lower than PCLPX's 30.92% return. Over the past 10 years, PFORX has underperformed PCLPX with an annualized return of 2.77%, while PCLPX has yielded a comparatively higher 12.75% annualized return.


PFORX

1D
0.31%
1M
-3.69%
YTD
-2.23%
6M
-1.20%
1Y
1.73%
3Y*
4.71%
5Y*
1.08%
10Y*
2.77%

PCLPX

1D
0.81%
1M
19.05%
YTD
30.92%
6M
31.70%
1Y
32.88%
3Y*
13.71%
5Y*
17.65%
10Y*
12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFORX vs. PCLPX - Expense Ratio Comparison

PFORX has a 0.50% expense ratio, which is lower than PCLPX's 0.92% expense ratio.


Return for Risk

PFORX vs. PCLPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFORX
PFORX Risk / Return Rank: 2424
Overall Rank
PFORX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PFORX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFORX Omega Ratio Rank: 2121
Omega Ratio Rank
PFORX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFORX Martin Ratio Rank: 2626
Martin Ratio Rank

PCLPX
PCLPX Risk / Return Rank: 8787
Overall Rank
PCLPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCLPX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PCLPX Omega Ratio Rank: 8383
Omega Ratio Rank
PCLPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PCLPX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PFORX vs. PCLPX - 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 PIMCO CommoditiesPLUS Strategy I2 (PCLPX). 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.


PFORXPCLPXDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.84

-1.20

Sortino ratio

Return per unit of downside risk

0.89

2.39

-1.50

Omega ratio

Gain probability vs. loss probability

1.12

1.34

-0.22

Calmar ratio

Return relative to maximum drawdown

0.61

3.11

-2.50

Martin ratio

Return relative to average drawdown

2.82

8.65

-5.83

PFORX vs. PCLPX - Sharpe Ratio Comparison

The current PFORX Sharpe Ratio is 0.64, which is lower than the PCLPX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of PFORX and PCLPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFORXPCLPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.84

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.92

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.32

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.15

+1.10

Correlation

The correlation between PFORX and PCLPX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PFORX vs. PCLPX - Dividend Comparison

PFORX's dividend yield for the trailing twelve months is around 3.88%, more than PCLPX's 1.41% yield.


TTM20252024202320222021202020192018201720162015
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
3.88%4.23%4.91%3.02%3.65%1.55%2.46%6.86%2.90%1.46%1.38%9.12%
PCLPX
PIMCO CommoditiesPLUS Strategy I2
1.41%1.31%5.22%4.65%43.16%74.10%0.71%2.39%18.62%12.52%0.15%1.92%

Drawdowns

PFORX vs. PCLPX - Drawdown Comparison

The maximum PFORX drawdown since its inception was -13.87%, smaller than the maximum PCLPX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for PFORX and PCLPX.


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Drawdown Indicators


PFORXPCLPXDifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

-66.98%

+53.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.99%

-10.95%

+6.96%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

-21.53%

+7.82%

Max Drawdown (10Y)

Largest decline over 10 years

-13.87%

-51.87%

+38.00%

Current Drawdown

Current decline from peak

-3.69%

0.00%

-3.69%

Average Drawdown

Average peak-to-trough decline

-1.95%

-24.90%

+22.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

3.94%

-3.07%

Volatility

PFORX vs. PCLPX - Volatility Comparison

The current volatility for PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) is 1.93%, while PIMCO CommoditiesPLUS Strategy I2 (PCLPX) has a volatility of 10.35%. This indicates that PFORX experiences smaller price fluctuations and is considered to be less risky than PCLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFORXPCLPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

10.35%

-8.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

14.66%

-12.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

18.86%

-15.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.46%

19.23%

-15.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.08%

40.61%

-37.53%