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PFORX vs. PFIIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFORX and PFIIX is -0.05. 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.


Performance

PFORX vs. PFIIX - 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 Low Duration Income Fund (PFIIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PFORX:

1.92

PFIIX:

2.72

Sortino Ratio

PFORX:

2.71

PFIIX:

4.30

Omega Ratio

PFORX:

1.35

PFIIX:

1.65

Calmar Ratio

PFORX:

2.14

PFIIX:

3.84

Martin Ratio

PFORX:

9.65

PFIIX:

15.97

Ulcer Index

PFORX:

0.61%

PFIIX:

0.47%

Daily Std Dev

PFORX:

3.30%

PFIIX:

2.80%

Max Drawdown

PFORX:

-13.38%

PFIIX:

-28.32%

Current Drawdown

PFORX:

-0.40%

PFIIX:

-0.02%

Returns By Period

In the year-to-date period, PFORX achieves a 0.94% return, which is significantly lower than PFIIX's 2.91% return. Over the past 10 years, PFORX has underperformed PFIIX with an annualized return of 3.11%, while PFIIX has yielded a comparatively higher 4.14% annualized return.


PFORX

YTD

0.94%

1M

-0.30%

6M

1.09%

1Y

6.32%

3Y*

4.06%

5Y*

1.71%

10Y*

3.11%

PFIIX

YTD

2.91%

1M

0.12%

6M

2.71%

1Y

7.55%

3Y*

5.91%

5Y*

4.59%

10Y*

4.14%

*Annualized

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PFORX vs. PFIIX - Expense Ratio Comparison

Both PFORX and PFIIX have an expense ratio of 0.50%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PFORX vs. PFIIX — Risk-Adjusted Performance Rank

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

PFORX
The Risk-Adjusted Performance Rank of PFORX is 9191
Overall Rank
The Sharpe Ratio Rank of PFORX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PFORX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PFORX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PFORX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of PFORX is 9393
Martin Ratio Rank

PFIIX
The Risk-Adjusted Performance Rank of PFIIX is 9696
Overall Rank
The Sharpe Ratio Rank of PFIIX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of PFIIX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of PFIIX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of PFIIX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PFIIX is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFORX vs. PFIIX - 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 PIMCO Low Duration Income Fund (PFIIX). 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.


The current PFORX Sharpe Ratio is 1.92, which is comparable to the PFIIX Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of PFORX and PFIIX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PFORX vs. PFIIX - Dividend Comparison

PFORX's dividend yield for the trailing twelve months is around 5.22%, less than PFIIX's 6.14% yield.


TTM20242023202220212020201920182017201620152014
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
5.22%4.90%3.03%4.24%1.55%2.46%6.60%2.91%1.46%1.40%9.11%8.41%
PFIIX
PIMCO Low Duration Income Fund
6.14%5.95%4.99%6.32%3.06%3.46%4.76%3.21%3.15%3.78%5.37%5.15%

Drawdowns

PFORX vs. PFIIX - Drawdown Comparison

The maximum PFORX drawdown since its inception was -13.38%, smaller than the maximum PFIIX drawdown of -28.32%. Use the drawdown chart below to compare losses from any high point for PFORX and PFIIX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PFORX vs. PFIIX - Volatility Comparison

PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) has a higher volatility of 0.92% compared to PIMCO Low Duration Income Fund (PFIIX) at 0.61%. This indicates that PFORX's price experiences larger fluctuations and is considered to be riskier than PFIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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