PFORX vs. PCLPX
Compare and contrast key facts about PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and PIMCO CommoditiesPLUS Strategy I2 (PCLPX).
PFORX is managed by PIMCO. It was launched on Dec 1, 1992. PCLPX is an actively managed fund by PIMCO. It was launched on May 28, 2010.
Performance
PFORX vs. PCLPX - Performance Comparison
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PFORX vs. PCLPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
PFORX
PCLPX
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.
| PFORX | PCLPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.84 | -1.20 |
Sortino ratioReturn per unit of downside risk | 0.89 | 2.39 | -1.50 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.34 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 3.11 | -2.50 |
Martin ratioReturn relative to average drawdown | 2.82 | 8.65 | -5.83 |
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 | PCLPX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PFORX | PCLPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.69% | 0.00% | -3.69% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -24.90% | +22.95% |
Ulcer IndexDepth 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
| PFORX | PCLPX | Difference | |
|---|---|---|---|
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% |